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We study collaborative learning in multi-agent Bayesian bandit problems, where strategic agents collectively solve the same bandit instance. While multiple agents can accelerate learning by sharing information, strategic agents might prefer…
A standard assumption adopted in the multi-armed bandit (MAB) framework is that the mean rewards are constant over time. This assumption can be restrictive in the business world as decision-makers often face an evolving environment where…
We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…
We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…
We develop inference for a two-sided matching model where the characteristics of agents on one side of the market are endogenous due to pre-matching investments. The model can be used to measure the impact of frictions in labour markets…
Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…
To better understand discriminations and the effect of affirmative actions in selection problems (e.g., college admission or hiring), a recent line of research proposed a model based on differential variance. This model assumes that the…
In the classical multi-armed bandit problem, d arms are available to the decision maker who pulls them sequentially in order to maximize his cumulative reward. Guarantees can be obtained on a relative quantity called regret, which scales…
Selecting the best large language model (LLM) for a fixed benchmark is often expensive, since exhaustive evaluation requires running every model on every example. Multi-armed bandit (MAB) algorithms can reduce the number of LLM calls by…
Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable)…
Making an informed decision -- for example, when choosing a career or housing -- requires knowledge about the available options. Such knowledge is generally acquired through costly trial and error, but this learning process can be disrupted…
In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is…
In an attempt to make algorithms fair, the machine learning literature has largely focused on equalizing decisions, outcomes, or error rates across race or gender groups. To illustrate, consider a hypothetical government rideshare program…
Myopic strategy is one of the most important strategies when studying bandit problems. In this paper, we consider the two-armed bandit problem proposed by Feldman. With general distributions and utility functions, we obtain a necessary and…
We study the problem of online learning in two-sided non-stationary matching markets, where the objective is to converge to a stable match. In particular, we consider the setting where one side of the market, the arms, has fixed known set…
We consider a continuous time two-armed bandit problem in which incomes are described by Poissonian processes. We develop Bayesian approach with arbitrary prior distribution. We present two versions of recursive equation for determination…
Fairness in classification tasks has traditionally focused on bias removal from neural representations, but recent trends favor algorithmic methods that embed fairness into the training process. These methods steer models towards fair…
Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…
Mitigating bias in training on biased datasets is an important open problem. Several techniques have been proposed, however the typical evaluation regime is very limited, considering very narrow data conditions. For instance, the effect of…
We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…