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Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…
Efficient exploration in bandits is a fundamental online learning problem. We propose a variant of Thompson sampling that learns to explore better as it interacts with bandit instances drawn from an unknown prior. The algorithm meta-learns…
Conducting randomized experiments in education settings raises the question of how we can use machine learning techniques to improve educational interventions. Using Multi-Armed Bandits (MAB) algorithms like Thompson Sampling (TS) in…
Thompson sampling (TS) has optimal regret and excellent empirical performance in multi-armed bandit problems. Yet, in Bayesian optimization, TS underperforms popular acquisition functions (e.g., EI, UCB). TS samples arms according to the…
We propose ${\tt AdaTS}$, a Thompson sampling algorithm that adapts sequentially to bandit tasks that it interacts with. The key idea in ${\tt AdaTS}$ is to adapt to an unknown task prior distribution by maintaining a distribution over its…
Adaptive designs for multi-armed clinical trials have become increasingly popular recently in many areas of medical research because of their potential to shorten development times and to increase patient response. However, developing…
Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and a variety of other settings. In many of these applications, the main goal is not to precisely estimate a treatment effect, but to demonstrate…
In Reinforcement Learning (RL), multi-armed Bandit (MAB) problems have found applications across diverse domains such as recommender systems, healthcare, and finance. Traditional MAB algorithms typically assume stationary reward…
Influence maximization, adaptive routing, and dynamic spectrum allocation all require choosing the right action from a large set of alternatives. Thanks to the advances in combinatorial optimization, these and many similar problems can be…
Traditional randomized A/B experiments assign arms with uniform random (UR) probability, such as 50/50 assignment to two versions of a website to discover whether one version engages users more. To more quickly and automatically use data to…
We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…
Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static treatments, each run of a bandit algorithm over $T$ users…
Non-stationary multi-armed bandit (NS-MAB) problems have recently received significant attention. NS-MAB are typically modelled in two scenarios: abruptly changing, where reward distributions remain constant for a certain period and change…
We investigate the fixed-budget best-arm identification (BAI) problem for linear bandits in a potentially non-stationary environment. Given a finite arm set $\mathcal{X}\subset\mathbb{R}^d$, a fixed budget $T$, and an unpredictable sequence…
We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best…
E-commerce sites strive to provide users the most timely relevant information in order to reduce shopping frictions and increase customer satisfaction. Multi armed bandit models (MAB) as a type of adaptive optimization algorithms provide…
We consider online sequential decision problems where an agent must balance exploration and exploitation. We derive a set of Bayesian `optimistic' policies which, in the stochastic multi-armed bandit case, includes the Thompson sampling…
The Multi-armed bandit offer the advantage to learn and exploit the already learnt knowledge at the same time. This capability allows this approach to be applied in different domains, going from clinical trials where the goal is…
In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…
The problem of two-sided matching markets has a wide range of real-world applications and has been extensively studied in the literature. A line of recent works have focused on the problem setting where the preferences of one-side market…