Related papers: Optimising Individual-Treatment-Effect Using Bandi…
As a key component in online marketing, uplift modeling aims to accurately capture the degree to which different treatments motivate different users, such as coupons or discounts, also known as the estimation of individual treatment effect…
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…
Individual decision-makers consume information revealed by the previous decision makers, and produce information that may help in future decisions. This phenomenon is common in a wide range of scenarios in the Internet economy, as well as…
Uplift is a particular case of individual treatment effect modeling. Such models deal with cause-and-effect inference for a specific factor, such as a marketing intervention. In practice, these models are built on customer data who…
We study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…
Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…
The causal bandit problem seeks to identify, through sequential experimentation, an intervention that maximizes the expected reward in a causal system modeled by a directed acyclic graph (DAG). Existing methods typically assume that the…
Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…
Web-based applications such as chatbots, search engines and news recommendations continue to grow in scale and complexity with the recent surge in the adoption of LLMs. Online model selection has thus garnered increasing attention due to…
Early-phase clinical trials face the challenge of selecting optimal drug doses that balance safety and efficacy due to uncertain dose-response relationships and varied participant characteristics. Traditional randomized dose allocation…
This work formulates model selection as an infinite-armed bandit problem, namely, a problem in which a decision maker iteratively selects one of an infinite number of fixed choices (i.e., arms) when the properties of each choice are only…
We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…
Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…
In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…
Bandit algorithms are increasingly used in real-world sequential decision-making problems. Associated with this is an increased desire to be able to use the resulting datasets to answer scientific questions like: Did one type of ad lead to…
Motivated by scenarios of information diffusion and advertising in social media, we study an influence maximization problem in which little is assumed to be known about the diffusion network or about the model that determines how…
We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…
We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…
In online recommendation, customers arrive in a sequential and stochastic manner from an underlying distribution and the online decision model recommends a chosen item for each arriving individual based on some strategy. We study how to…
Online recommendation/advertising is ubiquitous in web business. Image displaying is considered as one of the most commonly used formats to interact with customers. Contextual multi-armed bandit has shown success in the application of…