Related papers: Efficient Generalized Low-Rank Tensor Contextual B…

Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…

We propose a novel Bayesian framework for efficient exploration in contextual multi-task multi-armed bandit settings, where the context is only observed partially and dependencies between reward distributions are induced by latent context…

We propose a linear contextual bandit algorithm with $O(\sqrt{dT\log T})$ regret bound, where $d$ is the dimension of contexts and $T$ isthe time horizon. Our proposed algorithm is equipped with a novel estimator in which exploration is…

The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…

Decision-makers often simultaneously face many related but heterogeneous learning problems. For instance, a large retailer may wish to learn product demand at different stores to solve pricing or inventory problems, making it desirable to…

Dialog response selection is an important step towards natural response generation in conversational agents. Existing work on neural conversational models mainly focuses on offline supervised learning using a large set of context-response…

Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel…

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint…

We propose the first contextual bandit algorithm that is parameter-free, efficient, and optimal in terms of dynamic regret. Specifically, our algorithm achieves dynamic regret $\mathcal{O}(\min\{\sqrt{ST},…

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action associated with a randomly generated contextual covariate. This…

We propose a minimax concave penalized multi-armed bandit algorithm under generalized linear model (G-MCP-Bandit) for a decision-maker facing high-dimensional data in an online learning and decision-making process. We demonstrate that the…

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…

In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…

Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…

We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time. Under the assumption that the…

Understanding which parts of the retrieved context contribute to a large language model's generated answer is essential for building interpretable and trustworthy retrieval-augmented generation. We propose a novel framework that formulates…