Related papers: Impact of Representation Learning in Linear Bandit…

We give novel algorithms for multi-task and lifelong linear bandits with shared representation. Specifically, we consider the setting where we play $M$ linear bandits with dimension $d$, each for $T$ rounds, and these $M$ bandit tasks share…

This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

We present an efficient algorithm for linear contextual bandits with adversarial losses and stochastic action sets. Our approach reduces this setting to misspecification-robust adversarial linear bandits with fixed action sets. Without…

We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…

We provide the first algorithm for online bandit linear optimization whose regret after T rounds is of order sqrt{Td ln N} on any finite class X of N actions in d dimensions, and of order d*sqrt{T} (up to log factors) when X is infinite.…

We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

We initiate the study of learning in contextual bandits with the help of loss predictors. The main question we address is whether one can improve over the minimax regret $\mathcal{O}(\sqrt{T})$ for learning over $T$ rounds, when the total…

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

Recently a multi-agent variant of the classical multi-armed bandit was proposed to tackle fairness issues in online learning. Inspired by a long line of work in social choice and economics, the goal is to optimize the Nash social welfare…

We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…

We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of order $\sqrt{d n \log N}$ for any finite action set with $N$…

Representation learning is a powerful tool that enables learning over large multitudes of agents or domains by enforcing that all agents operate on a shared set of learned features. However, many robotics or controls applications that would…

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

We study the stochastic linear bandits with parameter noise model, in which the reward of action $a$ is $a^\top \theta$ where $\theta$ is sampled i.i.d. We show a regret upper bound of $\widetilde{O} (\sqrt{d T \log (K/\delta)…

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…

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…