Related papers: Corruption-robust exploration in episodic reinforc…

Online learning to rank sequentially recommends a small list of items to users from a large candidate set and receives the users' click feedback. In many real-world scenarios, users browse the recommended list in order and click the first…

Lipschitz bandit is a variant of stochastic bandits that deals with a continuous arm set defined on a metric space, where the reward function is subject to a Lipschitz constraint. In this paper, we introduce a new problem of Lipschitz…

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Bandit optimization is a difficult problem, especially if the reward model is high-dimensional. When rewards are modeled by neural networks, sublinear regret has only been shown under strong assumptions, usually when the network is…

This paper proposes a linear bandit algorithm that is adaptive to environments at two different levels of hierarchy. At the higher level, the proposed algorithm adapts to a variety of types of environments. More precisely, it achieves…

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

This paper studies multi-stage systems with end-to-end bandit feedback. In such systems, each job needs to go through multiple stages, each managed by a different agent, before generating an outcome. Each agent can only control its own…

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a…

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

Recent developments in digital platforms have highlighted the prevalence of open systems, where agents can arrive and depart over time. While bandit learning in open systems has recently received initial attention, existing work imposes…

We study the stochastic multi-armed bandits problem in the presence of adversarial corruption. We present a new algorithm for this problem whose regret is nearly optimal, substantially improving upon previous work. Our algorithm is agnostic…

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…