Related papers: Contextual Dynamic Pricing: Algorithms, Optimality…

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

We consider a collection of linear stochastic bandit problems, each modeling the random response of different agents to proposed interventions, coupled together by a global safety constraint. We assume a central coordinator must choose…

We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…

In the stochastic contextual bandit setting, regret-minimizing algorithms have been extensively researched, but their instance-minimizing best-arm identification counterparts remain seldom studied. In this work, we focus on the stochastic…

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Conversational recommender systems proactively query users with relevant "key terms" and leverage the feedback to elicit users' preferences for personalized recommendations. Conversational contextual bandits, a prevalent approach in this…

In many applications, e.g. in healthcare and e-commerce, the goal of a contextual bandit may be to learn an optimal treatment assignment policy at the end of the experiment. That is, to minimize simple regret. However, this objective…

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

We propose a contextual-bandit approach for demand side management by offering price incentives. More precisely, a target mean consumption is set at each round and the mean consumption is modeled as a complex function of the distribution of…

Learning to bid in repeated first-price auctions is a fundamental problem at the interface of game theory and machine learning, which has seen a recent surge in interest due to the transition of display advertising to first-price auctions.…

This paper studies \emph{differential privacy (DP)} and \emph{local differential privacy (LDP)} in cascading bandits. Under DP, we propose an algorithm which guarantees $\epsilon$-indistinguishability and a regret of…

We study stochastic decision-theoretic online learning with full information and event-level pure differential privacy. A COLT open problem of Hu and Mehta asks to determine the optimal gap-dependent regret rate for stochastic…

This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups.…

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

This study investigates the problem of $K$-armed linear contextual bandits, an instance of the multi-armed bandit problem, under an adversarial corruption. At each round, a decision-maker observes an independent and identically distributed…

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Motivated by the prevalence of ``price protection guarantee", which allows a customer who purchased a product in the past to receive a refund from the seller during the so-called price protection period (typically defined as a certain time…

Local differential privacy (LDP) is a strong notion of privacy for individual users that often comes at the expense of a significant drop in utility. The classical definition of LDP assumes that all elements in the data domain are equally…

We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…