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Multitask Representation Learning (MRL) has emerged as a prevalent technique to improve sample efficiency in Reinforcement Learning (RL). Empirical studies have found that training agents on multiple tasks simultaneously within online and…
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…
Multi-task representation learning is an approach that learns shared latent representations across related tasks, facilitating knowledge transfer and improving sample efficiency. This paper introduces a novel approach to multi-task…
Despite the recent success of representation learning in sequential decision making, the study of the pure exploration scenario (i.e., identify the best option and minimize the sample complexity) is still limited. In this paper, we study…
In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…
Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…
In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…
The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…
Contextual multinomial logit (MNL) bandits capture many real-world assortment recommendation problems such as online retailing/advertising. However, prior work has only considered (generalized) linear value functions, which greatly limits…
Recent works on neural contextual bandits have achieved compelling performances due to their ability to leverage the strong representation power of neural networks (NNs) for reward prediction. Many applications of contextual bandits involve…
The linear contextual bandit literature is mostly focused on the design of efficient learning algorithms for a given representation. However, a contextual bandit problem may admit multiple linear representations, each one with different…
We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…
Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…
We study lifelong learning in linear bandits, where a learner interacts with a sequence of linear bandit tasks whose parameters lie in an $m$-dimensional subspace of $\mathbb{R}^d$, thereby sharing a low-rank representation. Current…
This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…
Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…
In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…
A general framework of personalized federated multi-armed bandits (PF-MAB) is proposed, which is a new bandit paradigm analogous to the federated learning (FL) framework in supervised learning and enjoys the features of FL with…
We study the problem of selecting a small, representative action subset from an extremely large action space shared across a family of reinforcement learning (RL) environments -- a fundamental challenge in applications like inventory…
We discuss a general method to learn data representations from multiple tasks. We provide a justification for this method in both settings of multitask learning and learning-to-learn. The method is illustrated in detail in the special case…