Related papers: Optimal cross-learning for contextual bandits with…

We consider a contextual combinatorial bandit problem where in each round a learning agent selects a subset of arms and receives feedback on the selected arms according to their scores. The score of an arm is an unknown function of the…

We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items. We design the first algorithm for solving these problems that handles…

Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

We consider a new setting of online clustering of contextual cascading bandits, an online learning problem where the underlying cluster structure over users is unknown and needs to be learned from a random prefix feedback. More precisely, a…

A standard assumption in contextual multi-arm bandit is that the true context is perfectly known before arm selection. Nonetheless, in many practical applications (e.g., cloud resource management), prior to arm selection, the context…

We consider a contextual version of multi-armed bandit problem with global knapsack constraints. In each round, the outcome of pulling an arm is a scalar reward and a resource consumption vector, both dependent on the context, and the…

We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…

We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

We study the fundamental limits of learning in contextual bandits, where a learner's rewards depend on their actions and a known context, which extends the canonical multi-armed bandit to the case where side-information is available. We are…

We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…

Computationally efficient contextual bandits are often based on estimating a predictive model of rewards given contexts and arms using past data. However, when the reward model is not well-specified, the bandit algorithm may incur…

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…

Single-player contextual bandits are a well-studied problem in reinforcement learning that has seen applications in various fields such as advertising, healthcare, and finance. In light of the recent work on \emph{information asymmetric}…

Algorithms for hyperparameter optimization abound, all of which work well under different and often unverifiable assumptions. Motivated by the general challenge of sequentially choosing which algorithm to use, we study the more specific…