Related papers: Mixed-Effect Thompson Sampling
Thompson Sampling is a principled method for balancing exploration and exploitation, but its real-world adoption faces computational challenges in large-scale or non-conjugate settings. While ensemble-based approaches offer partial…
We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…
Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…
The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…
We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…
We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…
Single-player contextual bandits are a well-studied problem in reinforcement learning that has seen applications in various fields such as advertising, healthcare, and finance. In light of the recent work on \emph{information asymmetric}…
Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…
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…
In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…
We propose a contextual bandit based model to capture the learning and social welfare goals of a web platform in the presence of myopic users. By using payments to incentivize these agents to explore different items/recommendations, we show…
We study a cooperative multi-agent multi-armed bandits with M agents and K arms. The goal of the agents is to minimized the cumulative regret. We adapt a traditional Thompson Sampling algoirthm under the distributed setting. However, with…
We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…
Model selection in supervised learning provides costless guarantees as if the model that best balances bias and variance was known a priori. We study the feasibility of similar guarantees for cumulative regret minimization in the stochastic…
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 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 study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…
We investigate a novel cluster-of-bandit algorithm CAB for collaborative recommendation tasks that implements the underlying feedback sharing mechanism by estimating the neighborhood of users in a context-dependent manner. CAB makes sharp…
Thompson Sampling is one of the most widely used and studied bandit algorithms, known for its simple structure, low regret performance, and solid theoretical guarantees. Yet, in stark contrast to most other families of bandit algorithms,…
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…