Related papers: Dynamic Selection in Algorithmic Decision-making
We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…
We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…
We study joint learning of network topology and a mixed opinion dynamics, in which agents may have different update rules. Such a model captures the diversity of real individual interactions. We propose a learning algorithm based on…
This paper is concerned with the problem of designing agents able to dynamically select information from multiple data sources in order to tackle tasks that involve tracking a target behavior while optimizing a reward. We formulate this…
With advances in generative AI, decision-making agents can now dynamically create new actions during online learning, but action generation typically incurs costs that must be balanced against potential benefits. We study an online learning…
Online learning has become increasingly popular on handling massive data. The sequential nature of online learning, however, requires a centralized learner to store data and update parameters. In this paper, we consider online learning with…
Dynamic resource allocation problems are ubiquitous, arising in inventory management, order fulfillment, online advertising, and other applications. We initially focus on one of the simplest models of online resource allocation: the…
Data that is gathered adaptively --- via bandit algorithms, for example --- exhibits bias. This is true both when gathering simple numeric valued data --- the empirical means kept track of by stochastic bandit algorithms are biased…
We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…
We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…
The dueling bandit problem, an essential variation of the traditional multi-armed bandit problem, has become significantly prominent recently due to its broad applications in online advertising, recommendation systems, information…
Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…
A central problem in online learning and decision making -- from bandits to reinforcement learning -- is to understand what modeling assumptions lead to sample-efficient learning guarantees. We consider a general adversarial decision making…
A fundamental challenge in interactive learning and decision making, ranging from bandit problems to reinforcement learning, is to provide sample-efficient, adaptive learning algorithms that achieve near-optimal regret. This question is…
In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…
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,…
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…
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…
Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…
We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…