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Intelligent agents equipped with causal knowledge can optimize their action spaces to avoid unnecessary exploration. The structural causal bandit framework provides a graphical characterization for identifying actions that are unable to…
Causal graphical models can encode large amounts structural knowledge, both from the background knowledge of domain experts and the structural knowledge discovered from randomized experiments or observational data. However, though we may…
Causal discovery aims to infer causal relationships among variables from observational data, typically represented by a directed acyclic graph (DAG). Most existing methods assume independent and identically distributed observations, an…
Due to the broad range of applications of stochastic multi-armed bandit model, understanding the effects of adversarial attacks and designing bandit algorithms robust to attacks are essential for the safe applications of this model. In this…
To represent the causal relationships between variables, a directed acyclic graph (DAG) is widely utilized in many areas, such as social sciences, epidemics, and genetics. Many causal structure learning approaches are developed to learn the…
Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…
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…
In combinatorial causal bandits (CCB), the learning agent chooses at most $K$ variables in each round to intervene, collects feedback from the observed variables, with the goal of minimizing expected regret on the target variable $Y$. We…
Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…
Motivated by wireless networks where interference or channel state estimates provide partial insight into throughput, we study a variant of the classical stochastic multi-armed bandit problem in which the learner has limited access to…
We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…
We propose a novel modification of the standard upper confidence bound (UCB) method for the stochastic multi-armed bandit (MAB) problem which tunes the confidence bound of a given bandit based on its distance to others. Our UCB distance…
This paper investigates the problem of non-stationary linear bandits, where the unknown regression parameter is evolving over time. Existing studies develop various algorithms and show that they enjoy an…
This paper studies an instance of the multi-armed bandit (MAB) problem, specifically where several causal MABs operate chronologically in the same dynamical system. Practically the reward distribution of each bandit is governed by the same…
Understanding causal relationships between variables is fundamental across scientific disciplines. Most causal discovery algorithms rely on two key assumptions: (i) all variables are observed, and (ii) the underlying causal graph is…
The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…
We naturally generalize the on-line graph prediction problem to a version of stochastic contextual bandit problems where contexts are vertices in a graph and the structure of the graph provides information on the similarity of contexts.…
We introduce Conformal Bandits, a novel framework integrating Conformal Prediction (CP) into bandit problems, a classic paradigm for sequential decision-making under uncertainty. Traditional regret-minimisation bandit strategies like…
In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…
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…