Related papers: Fair Exploration via Axiomatic Bargaining
In an attempt to make algorithms fair, the machine learning literature has largely focused on equalizing decisions, outcomes, or error rates across race or gender groups. To illustrate, consider a hypothetical government rideshare program…
We consider a special case of bandit problems, namely batched bandits. Motivated by natural restrictions of recommender systems and e-commerce platforms, we assume that a learning agent observes responses batched in groups over a certain…
Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…
Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplaces, the revenue of a good depends on discounts applied to…
We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…
In this paper, we propose an information-theoretic exploration strategy for stochastic, discrete multi-armed bandits that achieves optimal regret. Our strategy is based on the value of information criterion. This criterion measures the…
We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…
In this paper, we study the problem of fair sequential decision making with biased linear bandit feedback. At each round, a player selects an action described by a covariate and by a sensitive attribute. The perceived reward is a linear…
We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…
Making an informed decision -- for example, when choosing a career or housing -- requires knowledge about the available options. Such knowledge is generally acquired through costly trial and error, but this learning process can be disrupted…
We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…
Recommendation systems often face exploration-exploitation tradeoffs: the system can only learn about the desirability of new options by recommending them to some user. Such systems can thus be modeled as multi-armed bandit settings;…
Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…
We design and implement an adaptive experiment (a ``contextual bandit'') to learn a targeted treatment assignment policy, where the goal is to use a participant's survey responses to determine which charity to expose them to in a donation…
Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…
We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…
Contextual bandits, which leverage the baseline features of sequentially arriving individuals to optimize cumulative rewards while balancing exploration and exploitation, are critical for online decision-making. Existing approaches…
This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…
The Colonel Blotto game is a renowned resource allocation problem with a long-standing literature in game theory (almost 100 years). However, its scope of application is still restricted by the lack of studies on the incomplete-information…