Related papers: An Opportunistic Bandit Approach for User Interfac…

All learning algorithms for recommendations face inevitable and critical trade-off between exploiting partial knowledge of a user's preferences for short-term satisfaction and exploring additional user preferences for long-term coverage.…

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Stable matching, a classical model for two-sided markets, has long been studied with little consideration for how each side's preferences are learned. With the advent of massive online markets powered by data-driven matching platforms, it…

We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

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…

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

This paper investigates an approach to both speed up business decision-making and lower the cost of learning through experimentation by factorizing business policies and employing fractional factorial experimental designs for their…

We propose feature perturbation, a simple yet effective exploration strategy for contextual bandits that injects randomness directly into feature inputs, instead of randomizing unknown parameters or adding noise to rewards. Remarkably, this…

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…

We study the problems of distributed online and bandit convex optimization against an adaptive adversary. We aim to minimize the average regret on $M$ machines working in parallel over $T$ rounds with $R$ intermittent communications.…

We consider situations where consumers are aware that a statistical model determines the price of a product based on their observed behavior. Using a novel experiment varying the context similarity between participant data and a product, we…

Most sales applications are characterized by competition and limited demand information. For successful pricing strategies, frequent price adjustments as well as anticipation of market dynamics are crucial. Both effects are challenging as…

We study a strategic experimentation game with exponential bandits, in which experiment outcomes are private. The equilibrium amount of experimentation is always higher than in the benchmark case where experiment outcomes are publicly…

We consider a special case of bandit problems, namely batched bandits. Motivated by natural restrictions of recommender systems and e-commerce platforms, we assume that a learning agent observes responses batched in groups over a certain…

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…

A fundamental question for companies with large amount of logged data is: How to use such logged data together with incoming streaming data to make good decisions? Many companies currently make decisions via online A/B tests, but wrong…