Related papers: Efficient Online Bayesian Inference for Neural Ban…
We propose an efficient online approximate Bayesian inference algorithm for estimating the parameters of a nonlinear function from a potentially non-stationary data stream. The method is based on the extended Kalman filter (EKF), but uses a…
We study neural-linear bandits for solving problems where {\em both} exploration and representation learning play an important role. Neural-linear bandits harnesses the representation power of Deep Neural Networks (DNNs) and combines it…
We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…
We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…
In this thesis, we introduce Bayesian filtering as a principled framework for tackling diverse sequential machine learning problems, including online (continual) learning, prequential (one-step-ahead) forecasting, and contextual bandits. To…
We study the neural-linear bandit model for solving sequential decision-making problems with high dimensional side information. Neural-linear bandits leverage the representation power of deep neural networks and combine it with efficient…
Leveraging offline data is an attractive way to accelerate online sequential decision-making. However, it is crucial to account for latent states in users or environments in the offline data, and latent bandits form a compelling model for…
Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…
We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…
We propose a Bayesian neural network-based continual learning algorithm using Variational Inference, aiming to overcome several drawbacks of existing methods. Specifically, in continual learning scenarios, storing network parameters at each…
This work addresses the efficiency concern on inferring a nonlinear contextual bandit when the number of arms $n$ is very large. We propose a neural bandit model with an end-to-end training process to efficiently perform bandit algorithms…
As large language models (LLMs) become increasingly popular, there is a growing need to predict which out of a set of LLMs will yield a successful answer to a given query at low cost. This problem promises to become even more relevant as…
We present a theory-first framework that interprets inference-time adaptation in large language models (LLMs) as online Bayesian state estimation. Rather than modeling rapid adaptation as implicit optimization or meta-learning, we formulate…
Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…
Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…
We introduce the "NoBackTrack" algorithm to train the parameters of dynamical systems such as recurrent neural networks. This algorithm works in an online, memoryless setting, thus requiring no backpropagation through time, and is scalable,…
We present a scalable and robust Bayesian inference method for linear state space models. The method is applied to demand forecasting in the context of a large e-commerce platform, paying special attention to intermittent and bursty target…
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…
In this paper we adapt the nearest neighbour rule to the contextual bandit problem. Our algorithm handles the fully adversarial setting in which no assumptions at all are made about the data-generation process. When combined with 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…