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The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…
Dynamic treatment regimes (DTRs) are personalized, adaptive, multi-stage treatment plans that adapt treatment decisions both to an individual's initial features and to intermediate outcomes and features at each subsequent stage, which are…
In real-world streaming recommender systems, user preferences often dynamically change over time (e.g., a user may have different preferences during weekdays and weekends). Existing bandit-based streaming recommendation models only consider…
Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…
Today's top advertisers typically manage hundreds of campaigns simultaneously and consistently launch new ones throughout the year. A crucial challenge for marketing managers is determining the optimal allocation of limited budgets across…
A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…
In cooperative bandits, a framework that captures essential features of collective sequential decision making, agents can minimize group regret, and thereby improve performance, by leveraging shared information. However, sharing information…
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…
A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…
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…
When an AI system interacts with multiple users, it frequently needs to make allocation decisions. For instance, a virtual agent decides whom to pay attention to in a group setting, or a factory robot selects a worker to deliver a part.…
Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…
This paper offers a comprehensive analysis of collaborative bandit algorithms and provides a thorough comparison of their performance. Collaborative bandits aim to improve the performance of contextual bandits by introducing relationships…
The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…
Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…
We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…
In many applications, e.g. in healthcare and e-commerce, the goal of a contextual bandit may be to learn an optimal treatment assignment policy at the end of the experiment. That is, to minimize simple regret. However, this objective…
Interactive recommender systems that enable the interactions between users and the recommender system have attracted increasing research attentions. Previous methods mainly focus on optimizing recommendation accuracy. However, they usually…
This paper considers the problem of online clustering with bandit feedback. A set of arms (or items) can be partitioned into various groups that are unknown. Within each group, the observations associated to each of the arms follow the same…
While sequential task assignment for a single agent has been widely studied, such problems in a multi-agent setting, where the agents have heterogeneous task preferences or capabilities, remain less well-characterized. We study a…