Related papers: Efficient Contextual Bandits with Continuous Actio…

In this work, we describe practical lessons we have learned from successfully using contextual bandits (CBs) to improve key business metrics of the Microsoft Virtual Agent for customer support. While our current use cases focus on single…

We study a general class of contextual bandits, where each context-action pair is associated with a raw feature vector, but the reward generating function is unknown. We propose a novel learning algorithm that transforms the raw feature…

We study the problem of selecting a subset from a large action space shared by a family of bandits. In many natural situations, while the nominal set of actions is large, actions are highly correlated: many yield similar rewards across…

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

We introduce a new stochastic smoothing perspective to study adversarial contextual bandit problems. We propose a general algorithm template that represents random perturbation based algorithms and identify several perturbation…

We consider the problem of designing contextual bandit algorithms in the ``cross-learning'' setting of Balseiro et al., where the learner observes the loss for the action they play in all possible contexts, not just the context of the…

Contextual bandit and reinforcement learning algorithms have been successfully used in various interactive learning systems such as online advertising, recommender systems, and dynamic pricing. However, they have yet to be widely adopted in…

Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…

In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…

In stochastic contextual bandit (SCB) problems, an agent selects an action based on certain observed context to maximize the cumulative reward over iterations. Recently there have been a few studies using a deep neural network (DNN) to…

We analyze the $K$-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions. We attain tight results for top-arm identification and a sublinear regret of…

As large language models (LLMs) become increasingly popular, there is a growing need to predict which out of a set of LLMs will yield a successful answer to a given query at low cost. This problem promises to become even more relevant as…

Metamorphic Testing is a software testing paradigm which aims at using necessary properties of a system-under-test, called metamorphic relations, to either check its expected outputs, or to generate new test cases. Metamorphic Testing has…

We study the benefits of sparsity in nonparametric contextual bandit problems, in which the set of candidate features is countably or uncountably infinite. Our contribution is two-fold. First, using a novel reduction to sequences of…

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where 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…

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…

In this work, we propose a novel method for training neural networks to perform single-document extractive summarization without heuristically-generated extractive labels. We call our approach BanditSum as it treats extractive summarization…