Related papers: Ranking In Generalized Linear Bandits
Product ranking is the core problem for revenue-maximizing online retailers. To design proper product ranking algorithms, various consumer choice models are proposed to characterize the consumers' behaviors when they are provided with a…
Bandit algorithms solve diverse sequential decision-making problems, but are often too sample-inefficient for from-scratch personalization. To substantially reduce exploration times, latent bandit algorithms exploit cross-instance structure…
The question of aggregating pair-wise comparisons to obtain a global ranking over a collection of objects has been of interest for a very long time: be it ranking of online gamers (e.g. MSR's TrueSkill system) and chess players, aggregating…
We study the generalized linear contextual bandit problem within the constraints of limited adaptivity. In this paper, we present two algorithms, $\texttt{B-GLinCB}$ and $\texttt{RS-GLinCB}$, that address, respectively, two prevalent…
In this study, we consider multi-class multi-server asymmetric queueing systems consisting of $N$ queues on one side and $K$ servers on the other side, where jobs randomly arrive in queues at each time. The service rate of each job-server…
We study a general stochastic ranking problem where an algorithm needs to adaptively select a sequence of elements so as to "cover" a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario…
The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…
The problem of ranking can be described as follows. We have a set of combinatorial objects $S$, such as, say, the k-subsets of n things, and we can imagine that they have been arranged in some list, say lexicographically, and we want to…
We consider dynamic pricing with many products under an evolving but low-dimensional demand model. Assuming the temporal variation in cross-elasticities exhibits low-rank structure based on fixed (latent) features of the products, we show…
In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.
Motivated by the phenomenon of strategic agents gaming a recommender system to maximize the number of times they are recommended to users, we study a strategic variant of the linear contextual bandit problem, where the arms can…
The problem of ranking/ordering instances, instead of simply classifying them, has recently gained much attention in machine learning. In this paper we formulate the ranking problem in a rigorous statistical framework. The goal is to learn…
We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…
Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance. However, many existing analytical and empirical results for TS rely on restrictive assumptions on reward…
We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…
Stochastic linear bandits are a natural and well-studied model for structured exploration/exploitation problems and are widely used in applications such as online marketing and recommendation. One of the main challenges faced by…
Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…
Preventing poaching through ranger patrols protects endangered wildlife, directly contributing to the UN Sustainable Development Goal 15 of life on land. Combinatorial bandits have been used to allocate limited patrol resources, but…
We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…
We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…