Related papers: Incentivizing Combinatorial Bandit Exploration
Recent advances in generative artificial intelligence (GenAI) models have enabled the generation of personalized content that adapts to up-to-date user context. While personalized decision systems are often modeled using bandit…
We consider applying multi-armed bandits to model-assisted designs for dose-finding clinical trials. Multi-armed bandits are very simple and powerful methods to determine actions to maximize a reward in a limited number of trials. Among the…
Thompson sampling is a heuristic algorithm for the multi-armed bandit problem which has a long tradition in machine learning. The algorithm has a Bayesian spirit in the sense that it selects arms based on posterior samples of reward…
We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…
We study content caching with recommendations in a wireless network where the users are connected through a base station equipped with a finite-capacity cache. We assume a fixed set of contents with unknown user preferences and content…
This paper studies the fixed-confidence best arm identification (BAI) problem in the bandit framework in the canonical single-parameter exponential models. For this problem, many policies have been proposed, but most of them require solving…
Online decision making plays a crucial role in numerous real-world applications. In many scenarios, the decision is made based on performing a sequence of tests on the incoming data points. However, performing all tests can be expensive and…
Online platforms in the Internet Economy commonly incorporate recommender systems that recommend products (or "arms") to users (or "agents"). A key challenge in this domain arises from myopic agents who are naturally incentivized to exploit…
The prevailing principle of "Optimism in the Face of Uncertainty" advocates for the incorporation of an exploration bonus, generally assumed to be proportional to the inverse square root of the visit count ($1/\sqrt{n}$), where $n$ is the…
Personalized recommender systems suffuse modern life, shaping what media we read and what products we consume. Algorithms powering such systems tend to consist of supervised learning-based heuristics, such as latent factor models with a…
We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…
We propose ${\tt AdaTS}$, a Thompson sampling algorithm that adapts sequentially to bandit tasks that it interacts with. The key idea in ${\tt AdaTS}$ is to adapt to an unknown task prior distribution by maintaining a distribution over its…
We consider a social planner faced with a stream of myopic selfish agents. The goal of the social planner is to maximize the social welfare, however, it is limited to using only information asymmetry (regarding previous outcomes) and cannot…
This paper proposes near-optimal algorithms for the pure-exploration linear bandit problem in the fixed confidence and fixed budget settings. Leveraging ideas from the theory of suprema of empirical processes, we provide an algorithm whose…
In recent years, instructional practices in Operations Research (OR), Management Science (MS), and Analytics have increasingly shifted toward digital environments, where large and diverse groups of learners make it difficult to provide…
Clustering bandits have gained significant attention in recommender systems by leveraging collaborative information from neighboring users to better capture target user preferences. However, these methods often lack a clear definition of…
We empirically study the interplay between exploration and competition. Systems that learn from interactions with users often engage in exploration: making potentially suboptimal decisions in order to acquire new information for future…
Classical collaborative filtering, and content-based filtering methods try to learn a static recommendation model given training data. These approaches are far from ideal in highly dynamic recommendation domains such as news recommendation…
Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…
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…