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Recommendation systems are a vital component of many online marketplaces, where there are often millions of items to potentially present to users who have a wide variety of wants or needs. Evaluating recommender system algorithms is a hard…
A fundamental question for companies with large amount of logged data is: How to use such logged data together with incoming streaming data to make good decisions? Many companies currently make decisions via online A/B tests, but wrong…
Applications of machine learning in the non-profit and public sectors often feature an iterative workflow of data acquisition, prediction, and optimization of interventions. There are four major pain points that a machine learning pipeline…
We present an efficient and generalised procedure to accurately identify the best (or near best) performing algorithm for each sub-task in a multi-problem domain. Our approach treats this as a set of best arm identification problems for…
In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…
Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…
During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding…
Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…
We give a new algorithm for best arm identification in linearly parameterised bandits in the fixed confidence setting. The algorithm generalises the well-known LUCB algorithm of Kalyanakrishnan et al. (2012) by playing an arm which…
Probability estimates generated by boosting ensembles are poorly calibrated because of the margin maximization nature of the algorithm. The outputs of the ensemble need to be properly calibrated before they can be used as probability…
Information-directed sampling (IDS) is a powerful framework for solving bandit problems which has shown strong results in both Bayesian and frequentist settings. However, frequentist IDS, like many other bandit algorithms, requires that one…
We study the problem of estimating the expected reward of the optimal policy in the stochastic disjoint linear bandit setting. We prove that for certain settings it is possible to obtain an accurate estimate of the optimal policy value even…
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…
Accurate beam alignment is essential for beam-based millimeter wave communications. Conventional beam sweeping solutions often have large overhead, which is unacceptable for mobile applications like vehicle-to-everything. Learning-based…
We propose a new integrated phase I/II trial design to identify the most efficacious dose combination that also satisfies certain safety requirements for drug-combination trials. We first take a Bayesian copula-type model for dose finding…
The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…
We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…
Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…
Multi-armed bandits (MAB) provide a principled online learning approach to attain the balance between exploration and exploitation. Due to the superior performance and low feedback learning without the learning to act in multiple…
Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…