Related papers: Online Learning in Contextual Bandits using Gated …

In critical care settings, timely and accurate predictions can significantly impact patient outcomes, especially for conditions like sepsis, where early intervention is crucial. We aim to model patient-specific reward functions in a…

We study the generalized linear bandit (GLB) problem, a contextual multi-armed bandit framework that extends the classical linear model by incorporating a non-linear link function, thereby modeling a broad class of reward distributions such…

We study contextual bandits with nonlinear and path-dependent rewards through a novel signature-transform-based approach. Leveraging the universal nonlinearity property of signatures, we approximate continuous path-dependent reward…

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…

Stochastic contextual bandits are fundamental for sequential decision-making but pose significant challenges for existing neural network-based algorithms, particularly when scaling to quantum neural networks (QNNs) due to issues such as…

Leveraging offline data is an attractive way to accelerate online sequential decision-making. However, it is crucial to account for latent states in users or environments in the offline data, and latent bandits form a compelling model for…

We study a novel variant of online finite-horizon Markov Decision Processes with adversarially changing loss functions and initially unknown dynamics. In each episode, the learner suffers the loss accumulated along the trajectory realized…

We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…

The last decade has witnessed many successes of deep learning-based models for industry-scale recommender systems. These models are typically trained offline in a batch manner. While being effective in capturing users' past interactions…

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

In this paper we present a new algorithm for online (sequential) inference in Bayesian neural networks, and show its suitability for tackling contextual bandit problems. The key idea is to combine the extended Kalman filter (which locally…

Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…

Contextual bandit is a general framework for online learning in sequential decision-making problems that has found application in a wide range of domains, including recommendation systems, online advertising, and clinical trials. A critical…

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

We study locally differentially private (LDP) bandits learning in this paper. First, we propose simple black-box reduction frameworks that can solve a large family of context-free bandits learning problems with LDP guarantee. Based on our…

Hyperdimensional Computing (HDC), also known as Vector Symbolic Architectures, is a computing paradigm that combines the strengths of symbolic reasoning with the efficiency and scalability of distributed connectionist models in artificial…

Contextual Bandits is one of the widely popular techniques used in applications such as personalization, recommendation systems, mobile health, causal marketing etc . As a dynamic approach, it can be more efficient than standard A/B testing…

A major challenge in contextual bandits is to design general-purpose algorithms that are both practically useful and theoretically well-founded. We present a new technique that has the empirical and computational advantages of…

This paper presents a new algorithm for neural contextual bandits (CBs) that addresses the challenge of delayed reward feedback, where the reward for a chosen action is revealed after a random, unknown delay. This scenario is common in…

Interference, a key concept in causal inference, extends the reward modeling process by accounting for the impact of one unit's actions on the rewards of others. In contextual bandit (CB) settings, where multiple units are present in the…