Related papers: Incentivized Exploration via Filtered Posterior Sa…

We consider a social planner faced with a stream of myopic selfish agents. The goal of the social planner is to maximize the social welfare, however, it is limited to using only information asymmetry (regarding previous outcomes) and cannot…

We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us…

Current music recommender systems typically act in a greedy fashion by recommending songs with the highest user ratings. Greedy recommendation, however, is suboptimal over the long term: it does not actively gather information on user…

We consider a ubiquitous scenario in the Internet economy when individual decision-makers (henceforth, agents) both produce and consume information as they make strategic choices in an uncertain environment. This creates a three-way…

Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by…

Model-based deep reinforcement learning has achieved success in various domains that require high sample efficiencies, such as Go and robotics. However, there are some remaining issues, such as planning efficient explorations to learn more…

Real-world contextual bandit problems with complex reward models are often tackled with iteratively trained models, such as boosting trees. However, it is difficult to directly apply simple and effective exploration strategies--such as…

Reinforcement Learning has emerged as a strong alternative to solve optimization tasks efficiently. The use of these algorithms highly depends on the feedback signals provided by the environment in charge of informing about how good (or…

We study incentivized exploration in multi-armed bandit (MAB) settings with infinitely many arms modeled as elements in continuous metric spaces. Unlike classical bandit models, we consider scenarios where the decision-maker (principal)…

This technical note presents a new approach to carrying out the kind of exploration achieved by Thompson sampling, but without explicitly maintaining or sampling from posterior distributions. The approach is based on a bootstrap technique…

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

Recent advances in deep reinforcement learning have made significant strides in performance on applications such as Go and Atari games. However, developing practical methods to balance exploration and exploitation in complex domains remains…

How to efficiently explore in reinforcement learning is an open problem. Many exploration algorithms employ the epistemic uncertainty of their own value predictions -- for instance to compute an exploration bonus or upper confidence bound.…

Information extraction (IE) has been studied extensively. The existing methods always follow a fixed extraction order for complex IE tasks with multiple elements to be extracted in one instance such as event extraction. However, we conduct…

We design a new myopic strategy for a wide class of sequential design of experiment (DOE) problems, where the goal is to collect data in order to to fulfil a certain problem specific goal. Our approach, Myopic Posterior Sampling (MPS), is…

Balancing exploration and exploitation is a fundamental part of reinforcement learning, yet most state-of-the-art algorithms use a naive exploration protocol like $\epsilon$-greedy. This contributes to the problem of high sample complexity,…

This note introduce three Bayesian style Multi-armed bandit algorithms: Information-directed sampling, Thompson Sampling and Generalized Thompson Sampling. The goal is to give an intuitive explanation for these three algorithms and their…

We study the problem of learning a good search policy for combinatorial search spaces. We propose retrospective imitation learning, which, after initial training by an expert, improves itself by learning from \textit{retrospective…

Modern recommendation systems ought to benefit by probing for and learning from delayed feedback. Research has tended to focus on learning from a user's response to a single recommendation. Such work, which leverages methods of supervised…

Active learning strategies respond to the costly labelling task in a supervised classification by selecting the most useful unlabelled examples in training a predictive model. Many conventional active learning algorithms focus on refining…