Related papers: Bandits Under The Influence (Extended Version)

Often, recommendation systems employ continuous training, leading to a self-feedback loop bias in which the system becomes biased toward its previous recommendations. Recent studies have attempted to mitigate this bias by collecting small…

We study the problem of real time data capture on social media. Due to the different limitations imposed by those media, but also to the very large amount of information, it is impossible to collect all the data produced by social networks…

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

We consider a special case of bandit problems, named batched bandits, in which an agent observes batches of responses over a certain time period. Unlike previous work, we consider a more practically relevant batch-centric scenario of batch…

Most learning to rank research has assumed that the utility of different documents is independent, which results in learned ranking functions that return redundant results. The few approaches that avoid this have rather unsatisfyingly…

Thompson Sampling (TS) has attracted a lot of interest due to its good empirical performance, in particular in the computational advertising. Though successful, the tools for its performance analysis appeared only recently. In this paper,…

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…

Using bandit algorithms to conduct adaptive randomised experiments can minimise regret, but it poses major challenges for statistical inference (e.g., biased estimators, inflated type-I error and reduced power). Recent attempts to address…

Linear bandits have a wide variety of applications including recommendation systems yet they make one strong assumption: the algorithms must know an upper bound $S$ on the norm of the unknown parameter $\theta^*$ that governs the reward…

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Computationally efficient contextual bandits are often based on estimating a predictive model of rewards given contexts and arms using past data. However, when the reward model is not well-specified, the bandit algorithm may incur…

We study the ranking problem in generalized linear bandits. At each time, the learning agent selects an ordered list of items and observes stochastic outcomes. In recommendation systems, displaying an ordered list of the most attractive…

This paper studies the stochastic linear bandit problem, where a decision-maker chooses actions from possibly time-dependent sets of vectors in $\mathbb{R}^d$ and receives noisy rewards. The objective is to minimize regret, the difference…

We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

We consider the problem of online collaborative filtering in the online setting, where items are recommended to the users over time. At each time step, the user (selected by the environment) consumes an item (selected by the agent) and…

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…

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Thompson Sampling, one of the oldest heuristics for solving multi-armed bandits, has recently been shown to demonstrate state-of-the-art performance. The empirical success has led to great interests in theoretical understanding of this…

Bandit algorithms are guaranteed to solve diverse sequential decision-making problems, provided that a sufficient exploration budget is available. However, learning from scratch is often too costly for personalization tasks where a single…

In this paper we introduce a mathematical model that captures some of the salient features of recommender systems that are based on popularity and that try to exploit social ties among the users. We show that, under very general conditions,…