Related papers: Sequential Experimental Design for Transductive Li…

Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…

We introduce and study a new class of stochastic bandit problems, referred to as predictive bandits. In each round, the decision maker first decides whether to gather information about the rewards of particular arms (so that their rewards…

We study contextual linear bandit problems under feature uncertainty, where the features are noisy and have missing entries. To address the challenges posed by this noise, we analyze Bayesian oracles given the observed noisy features. Our…

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

We introduce the tokenized linear bandit (TLB) and multi-armed bandit (TMAB), variants of linear and stochastic multi-armed bandit problems inspired by LLM decoding and alignment. In these problems, at each round $t \in [T]$, a user submits…

It has been shown (Amuru et al. 2015) that online learning algorithms can be effectively used to select optimal physical layer parameters for jamming against digital modulation schemes without a priori knowledge of the victim's transmission…

Excessively changing policies in many real world scenarios is difficult, unethical, or expensive. After all, doctor guidelines, tax codes, and price lists can only be reprinted so often. We may thus want to only change a policy when it is…

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…

We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the…

Certifiable, adaptive uncertainty estimates for unknown quantities are an essential ingredient of sequential decision-making algorithms. Standard approaches rely on problem-dependent concentration results and are limited to a specific…

In the stochastic bandit problem, the goal is to maximize an unknown function via a sequence of noisy evaluations. Typically, the observation noise is assumed to be independent of the evaluation point and to satisfy a tail bound uniformly…

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and a variety of other settings. In many of these applications, the main goal is not to precisely estimate a treatment effect, but to demonstrate…

Pure exploration in bandits formalises multiple real-world problems, such as tuning hyper-parameters or conducting user studies to test a set of items, where different safety, resource, and fairness constraints on the decision space…

We study supervisory switching control for partially-observed linear dynamical systems. The objective is to identify and deploy the best controller for the unknown system by periodically selecting among a collection of $N$ candidate…

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Meta-learning performs adaptation through a limited amount of support set, which may cause a sample bias problem. To solve this problem, transductive meta-learning is getting more and more attention, going beyond the conventional inductive…

Contextual bandit algorithms have transformed modern experimentation by enabling real-time adaptation for personalized treatment and efficient use of data. Yet these advantages create challenges for statistical inference due to adaptivity.…

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…