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We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…
Recurrent neural networks have proven effective in modeling sequential user feedbacks for recommender systems. However, they usually focus solely on item relevance and fail to effectively explore diverse items for users, therefore harming…
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…
For the non-stationary multi-armed bandit (MAB) problem, many existing methods allow a general mechanism for the non-stationarity, but rely on a budget for the non-stationarity that is sub-linear to the total number of time steps $T$. In…
We propose a new bootstrap-based online algorithm for stochastic linear bandit problems. The key idea is to adopt residual bootstrap exploration, in which the agent estimates the next step reward by re-sampling the residuals of mean reward…
We propose an algorithm for non-stationary kernel bandits that does not require prior knowledge of the degree of non-stationarity. The algorithm follows randomized strategies obtained by solving optimization problems that balance…
We study linear dueling bandits in volatile environments characterized by the simultaneous presence of post-serving contexts, delayed feedback, and adversarial corruption. Feedback is subject to unknown stochastic or adversarial delays and…
Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…
We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…
Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…
We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…
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…
In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.
In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal…
Model misspecification is a major consideration in applications of statistical methods and machine learning. However, it is often neglected in contextual bandits. This paper studies a common form of misspecification, an inter-arm…
We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…
The contextual bandit problem, which is a type of reinforcement learning tasks, provides an effective framework for solving challenges in recommendation systems, such as satisfying real-time requirements, enabling personalization,…
As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…
This paper introduces an interpretable contextual bandit algorithm using Tsetlin Machines, which solves complex pattern recognition tasks using propositional logic. The proposed bandit learning algorithm relies on straightforward bit…
We revisit the finite-armed linear bandit model by Nelson et al. (2022), where contexts and rewards are governed by a finite hidden Markov chain. Nelson et al. (2022) approach this model by a reduction to linear contextual bandits; but to…