Related papers: No-Regret Linear Bandits beyond Realizability

This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…

In a low-rank linear bandit problem, the reward of an action (represented by a matrix of size $d_1 \times d_2$) is the inner product between the action and an unknown low-rank matrix $\Theta^*$. We propose an algorithm based on a novel…

We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of order $\sqrt{d n \log N}$ for any finite action set with $N$…

This paper considers stochastic linear bandits with general nonlinear constraints. The objective is to maximize the expected cumulative reward over horizon $T$ subject to a set of constraints in each round $\tau\leq T$. We propose a…

We consider the classical stochastic multi-armed bandit but where, from time to time and roughly with frequency $\epsilon$, an extra observation is gathered by the agent for free. We prove that, no matter how small $\epsilon$ is the agent…

I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and…

We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…

In this paper, we consider the problem of black-box optimization with noisy feedback revealed in batches, where the unknown function to optimize has a bounded norm in some Reproducing Kernel Hilbert Space (RKHS). We refer to this as the…

We derive an alternative proof for the regret of Thompson sampling (\ts) in the stochastic linear bandit setting. While we obtain a regret bound of order $\widetilde{O}(d^{3/2}\sqrt{T})$ as in previous results, the proof sheds new light on…

The multi-armed bandits' framework is the most common platform to study strategies for sequential decision-making problems. Recently, the notion of fairness has attracted a lot of attention in the machine learning community. One can impose…

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

We study the problem of nonstochastic bandits with expert advice, extending the setting from finitely many experts to any countably infinite set: A learner aims to maximize the total reward by taking actions sequentially based on bandit…

We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches…

Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…

In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…

Much of the literature on optimal design of bandit algorithms is based on minimization of expected regret. It is well known that designs that are optimal over certain exponential families can achieve expected regret that grows…

We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

We study batched nonparametric contextual bandits under a margin condition when the margin parameter $\alpha$ is unknown. To capture the statistical cost of this ignorance, we introduce the regret inflation criterion, defined as the ratio…

We study the problem of non-stationary dueling bandits and provide the first adaptive dynamic regret algorithm for this problem. The only two existing attempts in this line of work fall short across multiple dimensions, including…