Related papers: Principal-Agent Bandit Games with Self-Interested …

A rich class of mechanism design problems can be understood as incomplete-information games between a principal who commits to a policy and an agent who responds, with payoffs determined by an unknown state of the world. Traditionally,…

The widespread deployment of Machine Learning systems everywhere raises challenges, such as dealing with interactions or competition between multiple learners. In that goal, we study multi-agent sequential decision-making by considering…

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

The multi-armed bandit formalism has been extensively studied under various attack models, in which an adversary can modify the reward revealed to the player. Previous studies focused on scenarios where the attack value either is bounded at…

We propose the first fully-adaptive algorithm for pure exploration in linear bandits---the task to find the arm with the largest expected reward, which depends on an unknown parameter linearly. While existing methods partially or entirely…

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Reinforcement learning algorithms rely on carefully engineering environment rewards that are extrinsic to the agent. However, annotating each environment with hand-designed, dense rewards is not scalable, motivating the need for developing…

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

We study the problem of incentivizing exploration for myopic users in linear bandits, where the users tend to exploit arm with the highest predicted reward instead of exploring. In order to maximize the long-term reward, the system offers…

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.…

Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Learning to play zero-sum games is a fundamental problem in game theory and machine learning. While significant progress has been made in minimizing external regret in the self-play settings or with full-information feedback, real-world…

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

In several applications of the stochastic multi-armed bandit problem, the traditional objective of maximizing the expected total reward can be inappropriate. In this paper, motivated by certain operational concerns in online platforms, we…

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…

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…

In this paper, we study multi-armed bandit problems in explore-then-commit setting. In our proposed explore-then-commit setting, the goal is to identify the best arm after a pure experimentation (exploration) phase and exploit it once or…