Related papers: Feature and Parameter Selection in Stochastic Line…
The construction by Du et al. (2019) implies that even if a learner is given linear features in $\mathbb R^d$ that approximate the rewards in a bandit with a uniform error of $\epsilon$, then searching for an action that is optimal up to…
We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…
This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes…
Online model selection in Bayesian bandits raises a fundamental exploration challenge: When an environment instance is sampled from a prior distribution, how can we design an adaptive strategy that explores multiple bandit learners and…
We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…
We study the problem of corralling stochastic bandit algorithms, that is combining multiple bandit algorithms designed for a stochastic environment, with the goal of devising a corralling algorithm that performs almost as well as the best…
The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…
One of the primary challenges in large-scale distributed learning stems from stringent communication constraints. While several recent works address this challenge for static optimization problems, sequential decision-making under…
In this work, we study sequential choice bandits with feedback. We propose bandit algorithms for a platform that personalizes users' experience to maximize its rewards. For each action directed to a given user, the platform is given a…
In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…
The design and performance analysis of bandit algorithms in the presence of stage-wise safety or reliability constraints has recently garnered significant interest. In this work, we consider the linear stochastic bandit problem under…
This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…
We consider the combinatorial multi-armed bandit (CMAB) problem, where the reward function is nonlinear. In this setting, the agent chooses a batch of arms on each round and receives feedback from each arm of the batch. The reward that the…
We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action associated with a randomly generated contextual covariate. This…
In the multiarmed bandit problem a gambler chooses an arm of a slot machine to pull considering a tradeoff between exploration and exploitation. We study the stochastic bandit problem where each arm has a reward distribution supported in a…
The stochastic multi-armed bandit has provided a framework for studying decision-making in unknown environments. We propose a variant of the stochastic multi-armed bandit where the rewards are sampled from a stochastic linear dynamical…
This paper introduces and addresses a wide class of stochastic bandit problems where the function mapping the arm to the corresponding reward exhibits some known structural properties. Most existing structures (e.g. linear, Lipschitz,…
Reward Models (RMs) are crucial for online alignment of language models (LMs) with human preferences. However, RM-based preference-tuning is vulnerable to reward hacking, whereby LM policies learn undesirable behaviors from flawed RMs. By…
We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…
This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…