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Related papers: Learning from eXtreme Bandit Feedback

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We explore efficient estimation of statistical quantities, particularly rare event probabilities, for stochastic reaction networks. Consequently, we propose an importance sampling (IS) approach to improve the Monte Carlo (MC) estimator…

Numerical Analysis · Mathematics 2024-03-12 Chiheb Ben Hammouda , Nadhir Ben Rached , Raúl Tempone , Sophia Wiechert

We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…

Machine Learning · Computer Science 2023-05-03 Ben London , Levi Lu , Ted Sandler , Thorsten Joachims

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Information Retrieval · Computer Science 2019-10-24 Phanideep Gampa , Sumio Fujita

In settings where the application of reinforcement learning (RL) requires running real-world trials, including the optimization of adaptive health interventions, the number of episodes available for learning can be severely limited due to…

Machine Learning · Computer Science 2024-12-03 Karine Karine , Susan A. Murphy , Benjamin M. Marlin

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…

Machine Learning · Computer Science 2020-01-09 Daniel Russo , Benjamin Van Roy

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

Machine Learning · Statistics 2022-02-03 Hongju Park , Mohamad Kazem Shirani Faradonbeh

We present a new type of acquisition functions for online decision making in multi-armed and contextual bandit problems with extreme payoffs. Specifically, we model the payoff function as a Gaussian process and formulate a novel type of…

Machine Learning · Computer Science 2022-10-12 Yibo Yang , Antoine Blanchard , Themistoklis Sapsis , Paris Perdikaris

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…

Machine Learning · Computer Science 2016-11-07 Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudik

We study off-policy evaluation (OPE) in the problem of slate contextual bandits where a policy selects multi-dimensional actions known as slates. This problem is widespread in recommender systems, search engines, marketing, to medical…

Machine Learning · Statistics 2024-02-20 Haruka Kiyohara , Masahiro Nomura , Yuta Saito

Large language models (LLMs) have recently been employed as agents to solve sequential decision-making tasks such as Bayesian optimization and multi-armed bandits (MAB). These works usually adopt an LLM for sequential action selection by…

Machine Learning · Computer Science 2025-02-04 Mingze Kong , Zhiyong Wang , Yao Shu , Zhongxiang Dai

Exploration policies in Bayesian bandits maximize the average reward over problem instances drawn from some distribution $\mathcal{P}$. In this work, we learn such policies for an unknown distribution $\mathcal{P}$ using samples from…

Machine Learning · Computer Science 2020-06-11 Craig Boutilier , Chih-Wei Hsu , Branislav Kveton , Martin Mladenov , Csaba Szepesvari , Manzil Zaheer

Bandit learning has been an increasingly popular design choice for recommender system. Despite the strong interest in bandit learning from the community, there remains multiple bottlenecks that prevent many bandit learning approaches from…

Information Retrieval · Computer Science 2023-08-01 Hongbo Guo , Ruben Naeff , Alex Nikulkov , Zheqing Zhu

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

Machine Learning · Computer Science 2020-04-15 Yanjun Han , Zhengqing Zhou , Zhengyuan Zhou , Jose Blanchet , Peter W. Glynn , Yinyu Ye

In recent years, instructional practices in Operations Research (OR), Management Science (MS), and Analytics have increasingly shifted toward digital environments, where large and diverse groups of learners make it difficult to provide…

Machine Learning · Statistics 2026-03-12 Lukas De Kerpel , Arthur Thuy , Dries F. Benoit

Personalization is a crucial aspect of many online experiences. In particular, content ranking is often a key component in delivering sophisticated personalization results. Commonly, supervised learning-to-rank methods are applied, which…

Machine Learning · Computer Science 2020-04-29 Beyza Ermis , Patrick Ernst , Yannik Stein , Giovanni Zappella

We introduce a novel approach for batch selection in Stochastic Gradient Descent (SGD) training, leveraging combinatorial bandit algorithms. Our methodology focuses on optimizing the learning process in the presence of label noise, a…

Machine Learning · Computer Science 2023-11-02 Michal Lisicki , Mihai Nica , Graham W. Taylor

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…

Machine Learning · Computer Science 2021-11-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Recommender retrievers aim to rapidly retrieve a fraction of items from the entire item corpus when a user query requests, with the representative two-tower model trained with the log softmax loss. For efficiently training recommender…

Information Retrieval · Computer Science 2022-05-31 Jin Chen , Defu Lian , Yucheng Li , Baoyun Wang , Kai Zheng , Enhong Chen

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Yusuke Kaneko