Related papers: Meta Learning in Bandits within Shared Affine Subs…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…
We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…
Motivated by practical applications, chiefly clinical trials, we study the regret achievable for stochastic bandits under the constraint that the employed policy must split trials into a small number of batches. We propose a simple policy,…
Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…
Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…
In the bandits with knapsacks framework (BwK) the learner has $m$ resource-consumption (packing) constraints. We focus on the generalization of BwK in which the learner has a set of general long-term constraints. The goal of the learner is…
We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a…
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 a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…
We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…
We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…
We propose a novel framework for structured bandits, which we call an influence diagram bandit. Our framework captures complex statistical dependencies between actions, latent variables, and observations; and thus unifies and extends many…
The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…
We study the problem of minimizing polarization and disagreement in the Friedkin-Johnsen opinion dynamics model under incomplete information. Unlike prior work that assumes a static setting with full knowledge of agents' innate opinions, we…
Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…
We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…
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…
In this paper, we study the collaborative learning model, which concerns the tradeoff between parallelism and communication overhead in multi-agent multi-armed bandits. For regret minimization in multi-armed bandits, we present the first…
We consider the problem of online boosting for regression tasks, when only limited information is available to the learner. We give an efficient regret minimization method that has two implications: an online boosting algorithm with noisy…