Related papers: Fast online inference for nonlinear contextual ban…

We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…

Predictive process monitoring aims to predict future characteristics of an ongoing process case, such as case outcome or remaining timestamp. Recently, several predictive process monitoring methods based on deep learning such as Long…

As two popular schools of machine learning, online learning and evolutionary computations have become two important driving forces behind real-world decision making engines for applications in biomedicine, economics, and engineering fields.…

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Motivated by modern applications, such as online advertisement and recommender systems, we study the top-$k$ extreme contextual bandits problem, where the total number of arms can be enormous, and the learner is allowed to select $k$ arms…

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…

Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they…

In recent years, Generative Adversarial Networks (GANs) have drawn a lot of attentions for learning the underlying distribution of data in various applications. Despite their wide applicability, training GANs is notoriously difficult. This…

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…

Layout designs are encountered in a variety of fields. For problems with many design degrees of freedom, efficiency of design methods becomes a major concern. In recent years, machine learning methods such as artificial neural networks have…

We propose a new framework for estimating generative models via an adversarial process, in which we simultaneously train two models: a generative model G that captures the data distribution, and a discriminative model D that estimates the…

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

Adam is a widely used optimizer in neural network training due to its adaptive learning rate. However, because different data samples influence model updates to varying degrees, treating them equally can lead to inefficient convergence. To…

This paper describes a general, scalable, end-to-end framework that uses the generative adversarial network (GAN) objective to enable robust speech recognition. Encoders trained with the proposed approach enjoy improved invariance by…

In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal…

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on…

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…