Related papers: Double-Linear Thompson Sampling for Context-Attent…

Thompson sampling, a Bayesian method for balancing exploration and exploitation in bandit problems, has theoretical guarantees and exhibits strong empirical performance in many domains. Traditional Thompson sampling, however, assumes…

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 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…

Contextual bandit with linear reward functions is among one of the most extensively studied models in bandit and online learning research. Recently, there has been increasing interest in designing \emph{locally private} linear contextual…

We consider the problem of model selection for the general stochastic contextual bandits under the realizability assumption. We propose a successive refinement based algorithm called Adaptive Contextual Bandit ({\ttfamily ACB}), that works…

We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…

The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…

Delivering treatment recommendations via pervasive electronic devices such as mobile phones has the potential to be a viable and scalable treatment medium for long-term health behavior management. But active experimentation of treatment…

We propose a new framework for contextual multi-armed bandits based on tree ensembles. Our framework adapts two widely used bandit methods, Upper Confidence Bound and Thompson Sampling, for both standard and combinatorial settings. As part…

We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across…

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Early-phase clinical trials face the challenge of selecting optimal drug doses that balance safety and efficacy due to uncertain dose-response relationships and varied participant characteristics. Traditional randomized dose allocation…

In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then…

This paper presents a new contextual bandit algorithm, NeuralBandit, which does not need hypothesis on stationarity of contexts and rewards. Several neural networks are trained to modelize the value of rewards knowing the context. Two…

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…

We propose a new sequential decision-making setting, combining key aspects of two established online learning problems with bandit feedback. The optimal action to play at any given moment is contingent on an underlying changing state which…

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Contextual bandits provide an effective way to model the dynamic data problem in ML by leveraging online (incremental) learning to continuously adjust the predictions based on changing environment. We explore details on contextual bandits,…