Related papers: Budgeted Recommendation with Delayed Feedback

We study the restless contextual multi-play multi-armed bandit (MP-MAB) problem for channel allocation in the opportunity spectrum access (OSA) scenario. Most existing MP-MAB methods are impractical for real-world OSA systems as they assume…

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

We investigate properties of Thompson Sampling in the stochastic multi-armed bandit problem with delayed feedback. In a setting with i.i.d delays, we establish to our knowledge the first regret bounds for Thompson Sampling with arbitrary…

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Understanding, predicting, and learning from other people's actions are fundamental human social-cognitive skills. Little is known about how and when we consider other's actions and outcomes when making our own decisions. We developed a…

Continuous time systems are often modeled using discrete time dynamics but this requires a small simulation step to maintain accuracy. In turn, this requires a large planning horizon which leads to computationally demanding planning…

We study a sequential resource allocation problem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs.…

Online advertising and product recommendation are important domains of applications for multi-armed bandit methods. In these fields, the reward that is immediately available is most often only a proxy for the actual outcome of interest,…

Individual decision-makers consume information revealed by the previous decision makers, and produce information that may help in future decisions. This phenomenon is common in a wide range of scenarios in the Internet economy, as well as…

Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…

In several applications such as clinical trials and financial portfolio optimization, the expected value (or the average reward) does not satisfactorily capture the merits of a drug or a portfolio. In such applications, risk plays a crucial…

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

We study stochastic delayed feedback in general multi-agent sequential decision making, which includes bandits, single-agent Markov decision processes (MDPs), and Markov games (MGs). We propose a novel reduction-based framework, which turns…

In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…

Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…

Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

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…