Related papers: Follow-ups Also Matter: Improving Contextual Bandi…

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to…

Contextual bandit algorithms suffer from high regret during cold-start, when the learner has insufficient data to distinguish good arms from bad. We propose augmenting Disjoint LinUCB with LLM pseudo-observations: after each round, a large…

This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes…

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

We analyze the $K$-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions. We attain tight results for top-arm identification and a sublinear regret of…

The last decade has witnessed many successes of deep learning-based models for industry-scale recommender systems. These models are typically trained offline in a batch manner. While being effective in capturing users' past interactions…

We consider a variant of the contextual bandit problem. In standard contextual bandits, when a user arrives we get the user's complete feature vector and then assign a treatment (arm) to that user. In a number of applications (like…

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

In the dynamic landscape of online businesses, recommender systems are pivotal in enhancing user experiences. While traditional approaches have relied on static supervised learning, the quest for adaptive, user-centric recommendations has…

We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Contextual Bandits is one of the widely popular techniques used in applications such as personalization, recommendation systems, mobile health, causal marketing etc . As a dynamic approach, it can be more efficient than standard A/B testing…

The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…

A major challenge in contextual bandits is to design general-purpose algorithms that are both practically useful and theoretically well-founded. We present a new technique that has the empirical and computational advantages of…

We consider the linear contextual bandit problem with resource consumption, in addition to reward generation. In each round, the outcome of pulling an arm is a reward as well as a vector of resource consumptions. The expected values of…

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…

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online…