Related papers: DTR Bandit: Learning to Make Response-Adaptive Dec…

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Adaptive gradient algorithms such as ADAGRAD and its variants have gained popularity in the training of deep neural networks. While many works as for adaptive methods have focused on the static regret as a performance metric to achieve a…

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

In this work, we study sequential choice bandits with feedback. We propose bandit algorithms for a platform that personalizes users' experience to maximize its rewards. For each action directed to a given user, the platform is given a…

We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…

We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…

We consider the framework of non-stationary Online Convex Optimization where a learner seeks to control its dynamic regret against an arbitrary sequence of comparators. When the loss functions are strongly convex or exp-concave, we…

A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number…

Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…

Optimal dynamic treatment regimes (DTRs), as a key part of precision medicine, have progressively gained more attention recently. To inform clinical decision making, interpretable and parsimonious models for contrast functions are…

Dynamic Treatment Regimes (DTRs) provide a systematic approach for making sequential treatment decisions that adapt to individual patient characteristics, particularly in clinical contexts where survival outcomes are of interest.…

Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…

In many real-world sequential decision-making problems, an action does not immediately reflect on the feedback and spreads its effects over a long time frame. For instance, in online advertising, investing in a platform produces an…

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

Prompt tuning has emerged as a key technique for adapting large pre-trained Decision Transformers (DTs) in offline Reinforcement Learning (RL), particularly in multi-task and few-shot settings. The Prompting Decision Transformer (PDT)…

In adversarial multi-armed bandits, two performance measures are commonly used: static regret, which compares the learner to the best fixed arm, and dynamic regret, which compares it to the best sequence of arms. While optimal algorithms…

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…

This paper investigates the regret associated with the Distributionally Robust Control (DRC) strategies used to address multistage optimization problems where the involved probability distributions are not known exactly, but rather are…

Dynamic treatment regimens (DTRs) are sequential decision rules tailored at each stage by potentially time-varying patient features and intermediate outcomes observed in previous stages. The complexity, patient heterogeneity and chronicity…

The study of precision medicine involves dynamic treatment regimes (DTRs), which are sequences of treatment decision rules recommended by taking patient-level information as input. The primary goal of the DTR study is to identify an optimal…