Related papers: Causal Bandits: Online Decision-Making in Endogeno…
We study the problem of online learning in contextual bandit problems where the loss function is assumed to belong to a known parametric function class. We propose a new analytic framework for this setting that bridges the Bayesian theory…
Multi-dimensional online decision making plays a crucial role in many real applications such as online recommendation and digital marketing. In these problems, a decision at each time is a combination of choices from different types of…
In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…
Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional…
Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…
We extend the classic multi-armed bandit (MAB) model to the setting of noncompliance, where the arm pull is a mere instrument and the treatment applied may differ from it, which gives rise to the instrument-armed bandit (IAB) problem. The…
The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…
This thesis aims to study some of the mathematical challenges that arise in the analysis of statistical sequential decision-making algorithms for postoperative patients follow-up. Stochastic bandits (multiarmed, contextual) model the…
We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…
This study presents two new algorithms for solving linear stochastic bandit problems. The proposed methods use an approach from non-parametric statistics called bootstrapping to create confidence bounds. This is achieved without making any…
Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…
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 consider a stochastic multi-armed bandit (MAB) problem motivated by ``large'' action spaces, and endowed with a population of arms containing exactly $K$ arm-types, each characterized by a distinct mean reward. The decision maker is…
In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…
Bandit is a framework for designing sequential experiments. In each experiment, a learner selects an arm $A \in \mathcal{A}$ and obtains an observation corresponding to $A$. Theoretically, the tight regret lower-bound for the general bandit…
We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…
Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…
We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…
Motivated by dynamic parameter optimization in finite, but large action (configurations) spaces, this work studies the nonstochastic multi-armed bandit (MAB) problem in metric action spaces with oblivious Lipschitz adversaries. We propose…
We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…