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This paper establishes a connection between a category of discrete choice models and the realms of online learning and multiarmed bandit algorithms. Our contributions can be summarized in two key aspects. Firstly, we furnish sublinear…

Machine Learning · Statistics 2023-10-03 Emerson Melo , David Müller

We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline policy which is known to perform well on the task. To…

Machine Learning · Statistics 2019-06-06 Xavier Fontaine , Quentin Berthet , Vianney Perchet

In this paper we adapt the nearest neighbour rule to the contextual bandit problem. Our algorithm handles the fully adversarial setting in which no assumptions at all are made about the data-generation process. When combined with a…

Machine Learning · Computer Science 2024-03-11 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis

Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…

Machine Learning · Statistics 2019-08-07 Andrew Bennett , Nathan Kallus

We consider the problem of selecting $k$ seed nodes in a network to maximize the minimum probability of activation under an independent cascade beginning at these seeds. The motivation is to promote fairness by ensuring that even the least…

Social and Information Networks · Computer Science 2025-02-20 Dennis Robert Windham , Caroline J. Wendt , Alex Crane , Madelyn J Warr , Freda Shi , Sorelle A. Friedler , Blair D. Sullivan , Aaron Clauset

Fairness-aware machine learning seeks to maximise utility in generating predictions while avoiding unfair discrimination based on sensitive attributes such as race, sex, religion, etc. An important line of work in this field is enforcing…

Machine Learning · Computer Science 2022-02-24 Stelios Boulitsakis-Logothetis

Increasing concerns about disparate effects of AI have motivated a great deal of work on fair machine learning. Existing works mainly focus on independence- and separation-based measures (e.g., demographic parity, equality of opportunity,…

Machine Learning · Statistics 2022-06-07 Xianli Zeng , Edgar Dobriban , Guang Cheng

As machine learning systems are increasingly used to make real world legal and financial decisions, it is of paramount importance that we develop algorithms to verify that these systems do not discriminate against minorities. We design a…

Artificial Intelligence · Computer Science 2020-01-01 Osbert Bastani , Xin Zhang , Armando Solar-Lezama

Considerable research effort has been guided towards algorithmic fairness but there is still no major breakthrough. In practice, an exhaustive search over all possible techniques and hyperparameters is needed to find optimal…

Machine Learning · Computer Science 2020-10-23 André F. Cruz , Pedro Saleiro , Catarina Belém , Carlos Soares , Pedro Bizarro

We consider settings in which the right notion of fairness is not captured by simple mathematical definitions (such as equality of error rates across groups), but might be more complex and nuanced and thus require elicitation from…

Machine Learning · Computer Science 2020-10-15 Christopher Jung , Michael Kearns , Seth Neel , Aaron Roth , Logan Stapleton , Zhiwei Steven Wu

We introduce data-driven decision-making algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary bandit settings. These settings capture applications such as advertisement allocation, dynamic pricing, and…

Machine Learning · Computer Science 2021-03-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Multi-armed Bandits (MABs) are increasingly employed in online platforms and e-commerce to optimize decision making for personalized user experiences. In this work, we focus on the Contextual Bandit problem with linear rewards, under…

Machine Learning · Computer Science 2024-09-17 Rowan Swiers , Subash Prabanantham , Andrew Maher

We develop the setting of sequential prediction based on shifting experts and on a "smooth" version of the method of specialized experts. To aggregate experts predictions, we use the AdaHedge algorithm, which is a version of the Hedge…

Machine Learning · Computer Science 2020-01-24 Vladimir V'yugin , Vladimir Trunov

In many real life situations, including job and loan applications, gatekeepers must make justified and fair real-time decisions about a person's fitness for a particular opportunity. In this paper, we aim to accomplish approximate group…

Machine Learning · Computer Science 2021-05-26 Yi Sun , Ivan Ramirez , Alfredo Cuesta-Infante , Kalyan Veeramachaneni

Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

Machine Learning · Computer Science 2023-02-27 Aldo Gael Carranza , Sanath Kumar Krishnamurthy , Susan Athey

We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…

Machine Learning · Statistics 2019-06-11 Yameng Liu , Aw Dieng , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

Diversity maximization aims to select a diverse and representative subset of items from a large dataset. It is a fundamental optimization task that finds applications in data summarization, feature selection, web search, recommender…

Data Structures and Algorithms · Computer Science 2023-04-27 Yanhao Wang , Michael Mathioudakis , Jia Li , Francesco Fabbri

Tractable contextual bandit algorithms often rely on the realizability assumption - i.e., that the true expected reward model belongs to a known class, such as linear functions. In this work, we present a tractable bandit algorithm that is…

Machine Learning · Computer Science 2021-03-01 Sanath Kumar Krishnamurthy , Vitor Hadad , Susan Athey

We study a hypothesis testing problem in which data is compressed distributively and sent to a detector that seeks to decide between two possible distributions for the data. The aim is to characterize all achievable encoding rates and…

Information Theory · Computer Science 2011-02-01 Md. Saifur Rahman , Aaron B. Wagner