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The rich body of Bandit literature not only offers a diverse toolbox of algorithms, but also makes it hard for a practitioner to find the right solution to solve the problem at hand. Typical textbooks on Bandits focus on designing and…
The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…
The last decade has witnessed many successes of deep learning-based models for industry-scale recommender systems. These models are typically trained offline in a batch manner. While being effective in capturing users' past interactions…
Bandit learning has been an increasingly popular design choice for recommender system. Despite the strong interest in bandit learning from the community, there remains multiple bottlenecks that prevent many bandit learning approaches from…
Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by…
Off-policy evaluation (OPE) aims to estimate the performance of hypothetical policies using data generated by a different policy. Because of its huge potential impact in practice, there has been growing research interest in this field.…
In today's business marketplace, many high-tech Internet enterprises constantly explore innovative ways to provide optimal online user experiences for gaining competitive advantages. The great needs of developing intelligent interactive…
Applications of machine learning in the non-profit and public sectors often feature an iterative workflow of data acquisition, prediction, and optimization of interventions. There are four major pain points that a machine learning pipeline…
Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…
Efficient use of large language models (LLMs) is critical for deployment at scale: without adaptive routing, systems either overpay for strong models or risk poor performance from weaker ones. Selecting the right LLM for each query is…
Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…
We present BanditLP, a scalable multi-stakeholder contextual bandit framework that unifies neural Thompson Sampling for learning objective-specific outcomes with a large-scale linear program for constrained action selection at serving time.…
We study off-policy learning (OPL) in contextual bandits, which plays a key role in a wide range of real-world applications such as recommendation systems and online advertising. Typical OPL in contextual bandits assumes an unconstrained…
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…
We study the problem of combining multiple bandit algorithms (that is, online learning algorithms with partial feedback) with the goal of creating a master algorithm that performs almost as well as the best base algorithm if it were to be…
Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…
Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…
The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…
Multi-armed Bandits (MABs) are increasingly employed in online platforms and e-commerce to optimize decision making for personalized user experiences. In this work, we focus on the Contextual Bandit problem with linear rewards, under…
A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…