Related papers: On the Complexity of Representation Learning in Co…
We consider the contextual combinatorial bandit setting where in each round, the learning agent, e.g., a recommender system, selects a subset of "arms," e.g., products, and observes rewards for both the individual base arms, which are a…
We consider a contextual version of multi-armed bandit problem with global knapsack constraints. In each round, the outcome of pulling an arm is a scalar reward and a resource consumption vector, both dependent on the context, and the…
This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…
We consider a special case of bandit problems, named batched bandits, in which an agent observes batches of responses over a certain time period. Unlike previous work, we consider a more practically relevant batch-centric scenario of batch…
We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…
Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…
Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…
Typical contextual bandit algorithms assume that the rewards at each round lie in some fixed range $[0, R]$, and their regret scales polynomially with this reward range $R$. However, many practical scenarios naturally involve heavy-tailed…
The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous replication, such as in the model of Black, Scholes and…
Model misspecification is a major consideration in applications of statistical methods and machine learning. However, it is often neglected in contextual bandits. This paper studies a common form of misspecification, an inter-arm…
Efficient learning in multi-armed bandit mechanisms such as pay-per-click (PPC) auctions typically involves three challenges: 1) inducing truthful bidding behavior (incentives), 2) using personalization in the users (context), and 3)…
Traditional curriculum learning proceeds from easy to hard samples, yet defining a reliable notion of difficulty remains elusive. Prior work has used submodular functions to induce difficulty scores in curriculum learning. We reinterpret…
We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…
Recommender systems, medical diagnosis, network security, etc., require on-going learning and decision-making in real time. These -- and many others -- represent perfect examples of the opportunities and difficulties presented by Big Data:…
Contextual bandits have become an increasingly popular solution for personalized recommender systems. Despite their growing use, the interpretability of these systems remains a significant challenge, particularly for the often non-expert…
We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a…
Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…
In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…
In order to deal with the curse of dimensionality in reinforcement learning (RL), it is common practice to make parametric assumptions where values or policies are functions of some low dimensional feature space. This work focuses on the…
Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…