Related papers: Policy Evaluation with Latent Confounders via Opti…

We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

Bandit algorithms are guaranteed to solve diverse sequential decision-making problems, provided that a sufficient exploration budget is available. However, learning from scratch is often too costly for personalization tasks where a single…

We develop confidence bounds that hold uniformly over time for off-policy evaluation in the contextual bandit setting. These confidence sequences are based on recent ideas from martingale analysis and are non-asymptotic, non-parametric, and…

Autonomous cyber-physical agents and systems play an increasingly large role in our lives. To ensure that agents behave in ways aligned with the values of the societies in which they operate, we must develop techniques that allow these…

We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance. This research effort delivered statistically efficient algorithms, improving the regret of previous strategies by…

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

In many bandit problems, the maximal reward achievable by a policy is often unknown in advance. We consider the problem of estimating the optimal policy value in the sublinear data regime before the optimal policy is even learnable. We…

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

We consider the problem of selecting confounders for adjustment from a potentially large set of covariates, when estimating a causal effect. Recently, the high-dimensional Propensity Score (hdPS) method was developed for this task; hdPS…

Off-policy evaluation can leverage logged data to estimate the effectiveness of new policies in e-commerce, search engines, media streaming services, or automatic diagnostic tools in healthcare. However, the performance of baseline…

Recently, self-learning methods based on user satisfaction metrics and contextual bandits have shown promising results to enable consistent improvements in conversational AI systems. However, directly targeting such metrics by off-policy…

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on…

We study decision making in environments where the reward is only partially observed, but can be modeled as a function of an action and an observed context. This setting, known as contextual bandits, encompasses a wide variety of…

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Precision oncology, the genetic sequencing of tumors to identify druggable targets, has emerged as the standard of care in the treatment of many cancers. Nonetheless, due to the pace of therapy development and variability in patient…

No unmeasured confounding is often assumed in estimating treatment effects in observational data when using approaches such as propensity scores and inverse probability weighting. However, in many such studies due to the limitation of the…

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…