Related papers: Fair Exploration via Axiomatic Bargaining

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

Price discrimination, which refers to the strategy of setting different prices for different customer groups, has been widely used in online retailing. Although it helps boost the collected revenue for online retailers, it might create…

We study social learning dynamics motivated by reviews on online platforms. The agents collectively follow a simple multi-armed bandit protocol, but each agent acts myopically, without regards to exploration. We allow the greedy…

This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…

Most modern systems strive to learn from interactions with users, and many engage in exploration: making potentially suboptimal choices for the sake of acquiring new information. We initiate a study of the interplay between exploration and…

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

We study fairness in linear bandit problems. Starting from the notion of meritocratic fairness introduced in Joseph et al. [2016], we carry out a more refined analysis of a more general problem, achieving better performance guarantees with…

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a…

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

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 bandit problem where at any time, the decision maker can add new arms to her consideration set. A new arm is queried at a cost from an "arm-reservoir" containing finitely many "arm-types," each characterized by a distinct mean…

Nash regret has recently emerged as a principled fairness-aware performance metric for stochastic multi-armed bandits, motivated by the Nash Social Welfare objective. Although this notion has been extended to linear bandits, existing…

Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…

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…