Related papers: Localized exploration in contextual dynamic pricin…

Large language models (LLMs) exhibit diverse response behaviors, costs, and strengths, making it challenging to select the most suitable LLM for a given user query. We study the problem of adaptive multi-LLM selection in an online setting,…

We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations…

We study the Linear Contextual Bandit problem in the hybrid reward setting. In this setting every arm's reward model contains arm specific parameters in addition to parameters shared across the reward models of all the arms. We can reduce…

The performance of online convex optimization algorithms in a dynamic environment is often expressed in terms of the dynamic regret, which measures the decision maker's performance against a sequence of time-varying comparators. In the…

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

We consider Contextual Bandits with Concave Rewards (CBCR), a multi-objective bandit problem where the desired trade-off between the rewards is defined by a known concave objective function, and the reward vector depends on an observed…

In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…

We consider a stochastic linear bandit model in which the available actions correspond to arbitrary context vectors whose associated rewards follow a non-stationary linear regression model. In this setting, the unknown regression parameter…

In this paper, we study dynamic regret in unconstrained online convex optimization (OCO) with movement costs. Specifically, we generalize the standard setting by allowing the movement cost coefficients $\lambda_t$ to vary arbitrarily over…

In this work, we introduce and study contextual search in general principal-agent games, where a principal repeatedly interacts with agents by offering contracts based on contextual information and historical feedback, without knowing the…

Recommender systems, medical diagnosis, network security, etc., require on-going learning and decision-making in real time. These -- and many others -- represent perfect examples of the opportunities and difficulties presented by Big Data:…

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)…

The society's insatiable appetites for personal data are driving the emergency of data markets, allowing data consumers to launch customized queries over the datasets collected by a data broker from data owners. In this paper, we study how…

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

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…

We propose an algorithmic framework, Offline Estimation to Decisions (OE2D), that reduces contextual bandit learning with general reward function approximation to offline regression. The framework allows near-optimal regret for contextual…

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

We study the problem of learning to bid when the bidder's value is dynamic, i.e., when the current value depends on past outcomes. Specifically, we consider a bidder participating in repeated second-price auctions whose value depends on the…

Despite their success in many domains, large language models (LLMs) remain under-studied in scenarios requiring optimal decision-making under uncertainty. This is crucial as many real-world applications, ranging from personalized…

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…