Related papers: Tight Regret Bounds for Infinite-armed Linear Cont…
We study the adversarial bandit problem with composite anonymous delayed feedback. In this setting, losses of an action are split into $d$ components, spreading over consecutive rounds after the action is chosen. And in each round, the…
We study the performance guarantees of exploration-free greedy algorithms for the linear contextual bandit problem. We introduce a novel condition, named the \textit{Local Anti-Concentration} (LAC) condition, which enables a greedy bandit…
For infinite action contextual bandits, smoothed regret and reduction to regression results in state-of-the-art online performance with computational cost independent of the action set: unfortunately, the resulting data exhaust does not…
We propose a novel contextual bandit algorithm for generalized linear rewards with an $\tilde{O}(\sqrt{\kappa^{-1} \phi T})$ regret over $T$ rounds where $\phi$ is the minimum eigenvalue of the covariance of contexts and $\kappa$ is a lower…
We investigate bandit convex optimization (BCO) with delayed feedback, where only the loss value of the action is revealed under an arbitrary delay. Let $n,T,\bar{d}$ denote the dimensionality, time horizon, and average delay, respectively.…
We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…
Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…
We consider realizable contextual bandits with general function approximation, investigating how small reward variance can lead to better-than-minimax regret bounds. Unlike in minimax bounds, we show that the eluder dimension…
We address the problem of the achievable regret rates with online logistic regression. We derive lower bounds with logarithmic regret under $L_1$, $L_2$, and $L_\infty$ constraints on the parameter values. The bounds are dominated by $d/2…
In online inverse linear optimization, a learner observes time-varying sets of feasible actions and an agent's optimal actions, selected by solving linear optimization over the feasible actions. The learner sequentially makes predictions of…
Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…
We consider best arm identification in the multi-armed bandit problem. Assuming certain continuity conditions of the prior, we characterize the rate of the Bayesian simple regret. Differing from Bayesian regret minimization (Lai, 1987), the…
Nonparametric contextual bandit is an important model of sequential decision making problems. Under $\alpha$-Tsybakov margin condition, existing research has established a regret bound of $\tilde{O}\left(T^{1-\frac{\alpha+1}{d+2}}\right)$…
We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…
We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…
Contextual linear bandits is a rich and theoretically important model that has many practical applications. Recently, this setup gained a lot of interest in applications over wireless where communication constraints can be a performance…
Motivated by the phenomenon of strategic agents gaming a recommender system to maximize the number of times they are recommended to users, we study a strategic variant of the linear contextual bandit problem, where the arms can…
We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…
A main problem of "Follow the Perturbed Leader" strategies for online decision problems is that regret bounds are typically proven against oblivious adversary. In partial observation cases, it was not clear how to obtain performance…
Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…