Related papers: An Efficient Algorithm for Deep Stochastic Context…

Stochastic linear contextual bandit algorithms have substantial applications in practice, such as recommender systems, online advertising, clinical trials, etc. Recent works show that optimal bandit algorithms are vulnerable to adversarial…

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…

We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also…

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,…

Contextual bandits algorithms aim to choose the optimal arm with the highest reward out of a set of candidates based on the contextual information. Various bandit algorithms have been applied to real-world applications due to their ability…

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

We study a variant of the contextual bandit problem where an agent can intervene through a set of stochastic expert policies. Given a fixed context, each expert samples actions from a fixed conditional distribution. The agent seeks to…

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts,…

We study stage-wise conservative linear stochastic bandits: an instance of bandit optimization, which accounts for (unknown) safety constraints that appear in applications such as online advertising and medical trials. At each stage, the…

We introduce a new and completely online contextual bandit algorithm called Gated Linear Contextual Bandits (GLCB). This algorithm is based on Gated Linear Networks (GLNs), a recently introduced deep learning architecture with properties…

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…

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

We study contextual bandits with nonlinear and path-dependent rewards through a novel signature-transform-based approach. Leveraging the universal nonlinearity property of signatures, we approximate continuous path-dependent reward…

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

We study the problem of estimating the expected reward of the optimal policy in the stochastic disjoint linear bandit setting. We prove that for certain settings it is possible to obtain an accurate estimate of the optimal policy value even…

In today's technology environment, information is abundant, dynamic, and heterogeneous in nature. Automated filtering and prioritization of information is based on the distinction between whether the information adds substantial value…

In critical care settings, timely and accurate predictions can significantly impact patient outcomes, especially for conditions like sepsis, where early intervention is crucial. We aim to model patient-specific reward functions in a…

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…