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We consider a Bayesian persuasion problem where the persuader and the decision maker communicate through an imperfect channel that has a fixed and limited number of messages and is subject to exogenous noise. We provide an upper bound on…

Information Theory · Computer Science 2019-09-05 Maël Le Treust , Tristan Tomala

We study a regularized variant of the Bayesian Persuasion problem, where the receiver's decision process includes a divergence-based penalty that accounts for deviations from perfect rationality. This modification smooths the underlying…

Optimization and Control · Mathematics 2025-10-03 Romain Duboscq , Frédéric de Gournay

Offline reinforcement learning (RL) is crucial for real-world applications where exploration can be costly or unsafe. However, offline learned policies are often suboptimal, and further online fine-tuning is required. In this paper, we…

Machine Learning · Computer Science 2024-06-03 Hao Hu , Yiqin Yang , Jianing Ye , Chengjie Wu , Ziqing Mai , Yujing Hu , Tangjie Lv , Changjie Fan , Qianchuan Zhao , Chongjie Zhang

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

We study a long-run persuasion problem where a long-lived Sender repeatedly interacts with a sequence of short-lived Receivers who may adopt a misspecified model for belief updating. The Sender commits to a stationary information structure,…

Theoretical Economics · Economics 2025-08-05 Hyeonggyun Ko

Information designers, such as online platforms, often do not know the beliefs of their receivers. We design learning algorithms so that the information designer can learn the receivers' prior belief from their actions through repeated…

Computer Science and Game Theory · Computer Science 2025-10-01 Ce Li , Tao Lin

In this paper, we study axiomatic foundations of Bayesian persuasion, where a principal (i.e., sender) delegates the task of choice making after informing a biased agent (i.e., receiver) about the payoff relevant uncertain state (see, e.g.,…

Theoretical Economics · Economics 2025-12-30 Youichiro Higashi , Kemal Ozbek , Norio Takeoka

Algorithmic recourse aims to recommend an informative feedback to overturn an unfavorable machine learning decision. We introduce in this paper the Bayesian recourse, a model-agnostic recourse that minimizes the posterior probability odds…

Machine Learning · Computer Science 2022-06-23 Tuan-Duy H. Nguyen , Ngoc Bui , Duy Nguyen , Man-Chung Yue , Viet Anh Nguyen

The celebrated Bayesian persuasion model considers strategic communication between an informed agent (the sender) and uninformed decision makers (the receivers). The current rapidly-growing literature mostly assumes a dichotomy: either the…

Computer Science and Game Theory · Computer Science 2022-03-16 Yakov Babichenko , Inbal Talgam-Cohen , Haifeng Xu , Konstantin Zabarnyi

We study the robustness of Bayesian persuasion to uncertainty about the receiver's preferences. We analyze two conceptually distinct notions: continuity, in which only the modeler lacks precise knowledge, but where the model's predictions…

Theoretical Economics · Economics 2026-05-28 Ronen Gradwohl , Fengming Hu , Rann Smorodinsky

We develop a form Thompson sampling for online learning under full feedback - also known as prediction with expert advice - where the learner's prior is defined over the space of an adversary's future actions, rather than the space of…

Machine Learning · Computer Science 2025-09-23 Alexander Terenin , Jeffrey Negrea

We study a Bayesian persuasion setting in which a sender wants to persuade a critical mass of receivers by revealing partial information about the state to them. The homogeneous binary-action receivers are located on a communication…

Computer Science and Game Theory · Computer Science 2025-09-12 Toygar T. Kerman , Anastas P. Tenev , Konstantin Zabarnyi

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen

Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…

Machine Learning · Computer Science 2020-06-12 Chih-Wei Hsu , Branislav Kveton , Ofer Meshi , Martin Mladenov , Csaba Szepesvari

We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then…

Machine Learning · Computer Science 2019-02-14 Deming Yuan , Alexandre Proutiere , Guodong Shi

In this paper, we study the problem of efficient online reinforcement learning in the infinite horizon setting when there is an offline dataset to start with. We assume that the offline dataset is generated by an expert but with unknown…

Machine Learning · Computer Science 2024-02-05 Dengwang Tang , Rahul Jain , Botao Hao , Zheng Wen

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

We consider the classical problems of estimating the mean of an $n$-dimensional normally (with identity covariance matrix) or Poisson distributed vector under the squared loss. In a Bayesian setting the optimal estimator is given by the…

Statistics Theory · Mathematics 2021-09-13 Yury Polyanskiy , Yihong Wu

We investigate the extent to which offline demonstration data can improve online learning. It is natural to expect some improvement, but the question is how, and by how much? We show that the degree of improvement must depend on the quality…

Machine Learning · Computer Science 2023-05-18 Botao Hao , Rahul Jain , Tor Lattimore , Benjamin Van Roy , Zheng Wen

A sender commits to an experiment to persuade a receiver. Accounting for the sender's experiment-choice incentives, and not presupposing a receiver tie-breaking rule when indifferent, we characterize when the sender's equilibrium payoff is…

Theoretical Economics · Economics 2024-02-13 Elliot Lipnowski , Doron Ravid , Denis Shishkin