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In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting…
Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…
Efficient online decision-making in contextual bandits is challenging, as methods without informative priors often suffer from computational or statistical inefficiencies. In this work, we leverage pre-trained diffusion models as expressive…
We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…
In this work, we describe practical lessons we have learned from successfully using contextual bandits (CBs) to improve key business metrics of the Microsoft Virtual Agent for customer support. While our current use cases focus on single…
The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…
Most recommender systems recommend a list of items. The user examines the list, from the first item to the last, and often chooses the first attractive item and does not examine the rest. This type of user behavior can be modeled by the…
Contextual bandits have become popular as they offer a middle ground between very simple approaches based on multi-armed bandits and very complex approaches using the full power of reinforcement learning. They have demonstrated success in…
Restless multi-armed bandits (RMAB) have demonstrated success in optimizing resource allocation for large beneficiary populations in public health settings. Unfortunately, RMAB models lack flexibility to adapt to evolving public health…
We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…
A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…
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)…
Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…
We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…
Most learning to rank research has assumed that the utility of different documents is independent, which results in learned ranking functions that return redundant results. The few approaches that avoid this have rather unsatisfyingly…
Contextual bandits are incredibly useful in many practical problems. We go one step further by devising a more realistic problem that combines: (1) contextual bandits with dense arm features, (2) non-linear reward functions, and (3) a…
The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…
We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…
In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then…
Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…