Related papers: Local Differential Privacy for Sequential Decision…
This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…
Users of recommender systems often behave in a non-stationary fashion, due to their evolving preferences and tastes over time. In this work, we propose a practical approach for fast personalization to non-stationary users. The key idea is…
When collecting information, local differential privacy (LDP) alleviates privacy concerns of users because their private information is randomized before being sent it to the central aggregator. LDP imposes large amount of noise as each…
In nonstationary bandit learning problems, the decision-maker must continually gather information and adapt their action selection as the latent state of the environment evolves. In each time period, some latent optimal action maximizes…
In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g.,…
The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…
We develop the first general semi-bandit algorithm that simultaneously achieves $\mathcal{O}(\log T)$ regret for stochastic environments and $\mathcal{O}(\sqrt{T})$ regret for adversarial environments without knowledge of the regime or the…
We study the problem of \emph{dynamic regret minimization} in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes…
Contextual sequential decision-making problems play a crucial role in machine learning, encompassing a wide range of downstream applications such as bandits, sequential hypothesis testing and online risk control. These applications often…
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 study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…
Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate revenue maximization in stochastic dynamic pricing when the…
Contextual bandits (CB) are online sequential decision-making problems under partial feedback that underpin many adaptive services. There is a growing demand to deploy CB agents directly on-device, under strict constraints on memory,…
We study the linear contextual bandit problem in the presence of adversarial corruption, where the interaction between the player and a possibly infinite decision set is contaminated by an adversary that can corrupt the reward up to a…
The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…
The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…
Sequential decision making for lifetime maximization is a critical problem in many real-world applications, such as medical treatment and portfolio selection. In these applications, a "reneging" phenomenon, where participants may disengage…
We study locally differentially private (LDP) bandits learning in this paper. First, we propose simple black-box reduction frameworks that can solve a large family of context-free bandits learning problems with LDP guarantee. Based on our…
This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…
In this paper we consider the adversarial contextual bandit problem in metric spaces. The paper "Nearest neighbour with bandit feedback" tackled this problem but when there are many contexts near the decision boundary of the comparator…