Related papers: No-Regret Bayesian Recommendation to Homogeneous U…
We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…
This paper proposes a theoretical analysis of recommendation systems in an online setting, where items are sequentially recommended to users over time. In each round, a user, randomly picked from a population of $m$ users, requests a…
We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…
Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender…
We study online learning in Bayesian Stackelberg games, where a leader repeatedly interacts with a follower whose unknown private type is independently drawn at each round from an unknown probability distribution. The goal is to design…
We analyze the performance of heterogeneous learning agents in asset markets with stochastic payoffs. Our main focus is on comparing Bayesian learners and no-regret learners who compete in markets and identifying the conditions under which…
Bayesian persuasion studies how an informed sender should partially disclose information to influence the behavior of a self-interested receiver. Classical models make the stringent assumption that the sender knows the receiver's utility.…
We investigate the problem of online collaborative filtering under no-repetition constraints, whereby users need to be served content in an online fashion and a given user cannot be recommended the same content item more than once. We start…
Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…
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 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…
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 consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…
Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…
In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…
Online learning in arbitrary, and possibly adversarial, environments has been extensively studied in sequential decision-making, and it is closely connected to equilibrium computation in game theory. Most existing online learning algorithms…
In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…
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…
The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…
We consider an online model for recommendation systems, with each user being recommended an item at each time-step and providing 'like' or 'dislike' feedback. Each user may be recommended a given item at most once. A latent variable model…