Related papers: Instance-Sensitive Algorithms for Pure Exploration…

Bandit algorithms are increasingly used in real-world sequential decision-making problems. Associated with this is an increased desire to be able to use the resulting datasets to answer scientific questions like: Did one type of ad lead to…

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…

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

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…

In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

This paper establishes a connection between a category of discrete choice models and the realms of online learning and multiarmed bandit algorithms. Our contributions can be summarized in two key aspects. Firstly, we furnish sublinear…

We propose a new bootstrap-based online algorithm for stochastic linear bandit problems. The key idea is to adopt residual bootstrap exploration, in which the agent estimates the next step reward by re-sampling the residuals of mean reward…

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

Contextual Bandits is one of the widely popular techniques used in applications such as personalization, recommendation systems, mobile health, causal marketing etc . As a dynamic approach, it can be more efficient than standard A/B testing…

A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…

We present Exponentiated Gradient LINUCB, an algorithm for con-textual multi-armed bandits. This algorithm uses Exponentiated Gradient to find the optimal exploration of the LINUCB. Within a deliberately designed offline simulation…

Bandit problems with linear or concave reward have been extensively studied, but relatively few works have studied bandits with non-concave reward. This work considers a large family of bandit problems where the unknown underlying reward…

Non-cooperative games serve as a powerful framework for capturing the interactions among self-interested players and have broad applicability in modeling a wide range of practical scenarios, ranging from power management to drug delivery.…

We consider a class of restless bandit problems that finds a broad application area in reinforcement learning and stochastic optimization. We consider $N$ independent discrete-time Markov processes, each of which had two possible states: 1…

Numerous machine learning problems require an exploration basis - a mechanism to explore the action space. We define a novel geometric notion of exploration basis with low variance, called volumetric spanners, and give efficient algorithms…

We present a novel LLM-informed model-based planning framework, and a novel prompt selection method, for object search in partially-known environments. Our approach uses an LLM to estimate statistics about the likelihood of finding the…

Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…