Related papers: Bias-Robust Bayesian Optimization via Dueling Band…

We adress the problem of dueling bandits defined on partially ordered sets, or posets. In this setting, arms may not be comparable, and there may be several (incomparable) optimal arms. We propose an algorithm, UnchainedBandits, that…

We consider Bandits with Knapsacks (henceforth, BwK), a general model for multi-armed bandits under supply/budget constraints. In particular, a bandit algorithm needs to solve a well-known knapsack problem: find an optimal packing of items…

We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…

In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

This paper is about index policies for minimizing (frequentist) regret in a stochastic multi-armed bandit model, inspired by a Bayesian view on the problem. Our main contribution is to prove that the Bayes-UCB algorithm, which relies on…

An individual's decisions are often guided by those of his or her peers, i.e., neighbors in a social network. Presumably, being privy to the experiences of others aids in learning and decision making, but how much advantage does an…

We consider a novel setting of zeroth order non-convex optimization, where in addition to querying the function value at a given point, we can also duel two points and get the point with the larger function value. We refer to this setting…

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

We consider a stochastic linear bandit problem in which the rewards are not only subject to random noise, but also adversarial attacks subject to a suitable budget $C$ (i.e., an upper bound on the sum of corruption magnitudes across the…

In this work we develop a novel Bayesian neural network methodology to achieve strong adversarial robustness without the need for online adversarial training. Unlike previous efforts in this direction, we do not rely solely on the…

We study contextual linear bandit problems under feature uncertainty, where the features are noisy and have missing entries. To address the challenges posed by this noise, we analyze Bayesian oracles given the observed noisy features. Our…

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by…

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best…

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

In preference-based reinforcement learning (RL), an agent interacts with the environment while receiving preferences instead of absolute feedback. While there is increasing research activity in preference-based RL, the design of formal…

In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…

We investigate the challenging problem of adversarial multi-armed bandits operating under time-varying constraints, a scenario motivated by numerous real-world applications. To address this complex setting, we propose a novel primal-dual…

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…