Related papers: Adaptive Experimental Design for Policy Learning

In this paper we revisit the fixed-confidence identification of the Pareto optimal set in a multi-objective multi-armed bandit model. As the sample complexity to identify the exact Pareto set can be very large, a relaxation allowing to…

The best algorithm for a computational problem generally depends on the "relevant inputs," a concept that depends on the application domain and often defies formal articulation. While there is a large literature on empirical approaches to…

We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii)…

We study the problem of best-arm identification (BAI) in the fixed-budget setting with heterogeneous reward variances. We propose two variance-adaptive BAI algorithms for this setting: SHVar for known reward variances and SHAdaVar for…

Existing tool-augmented agentic systems are limited in the real world by (i) black-box reasoning steps that undermine trust of decision-making and pose safety risks, (ii) poor multimodal integration, which is inherently critical for…

We study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…

Empirical research shows that individuals' responses to treatments vary along latent characteristics, such as innate ability or motivation. Therefore, a policymaker seeking to maximize welfare may consider designing policies based on…

A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…

We consider a stochastic multi-armed bandit (MAB) problem motivated by ``large'' action spaces, and endowed with a population of arms containing exactly $K$ arm-types, each characterized by a distinct mean reward. The decision maker is…

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

This paper investigates the best arm identification (BAI) problem in stochastic multi-armed bandits in the fixed confidence setting. The general class of the exponential family of bandits is considered. The existing algorithms for the…

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

We study the problem of stochastic contextual bandits in the agnostic setting, where the goal is to compete with the best policy in a given class without assuming realizability or imposing model restrictions on losses or rewards. In this…

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

We formalize trust calibration for agentic tool use (deciding when an automated agent's proposed action may execute autonomously versus require human approval) as a preference-learning problem. A policy gateway maintains a Gaussian-process…

Reinforcement learning is a powerful learning paradigm in which agents can learn to maximize sparse and delayed reward signals. Although RL has had many impressive successes in complex domains, learning can take hours, days, or even years…

We consider multi-armed bandit problems in social groups wherein each individual has bounded memory and shares the common goal of learning the best arm/option. We say an individual learns the best option if eventually (as $t\to \infty$) it…

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

In light of the burgeoning success of reinforcement learning (RL) in diverse real-world applications, considerable focus has been directed towards ensuring RL policies are robust to adversarial attacks during test time. Current approaches…