Related papers: Contextual Linear Bandits with Delay as Payoff

Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable)…

In this work, we study clustered contextual bandits where rewards and resource consumption are the outcomes of cluster-specific linear models. The arms are divided in clusters, with the cluster memberships being unknown to an algorithm.…

Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are $L$ observed contexts and $K$ arms of the bandit. The…

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using…

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…

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…

In this paper, we revisit the regret minimization problem in sparse stochastic contextual linear bandits, where feature vectors may be of large dimension $d$, but where the reward function depends on a few, say $s_0\ll d$, of these features…

We revisit the finite-armed linear bandit model by Nelson et al. (2022), where contexts and rewards are governed by a finite hidden Markov chain. Nelson et al. (2022) approach this model by a reduction to linear contextual bandits; but to…

Equitably allocating limited resources in high-stakes domains-such as education, employment, and healthcare-requires balancing short-term utility with long-term impact, while accounting for delayed outcomes, hidden heterogeneity, and…

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

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.…

We study adversarial multi-armed bandits with and without delayed feedback under a safety-aware goal: achieving minimax-optimal worst-case regret while keeping nearly constant regret relative to a designated "safe" baseline policy. Existing…

The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…

Significant work has been recently dedicated to the stochastic delayed bandit setting because of its relevance in applications. The applicability of existing algorithms is however restricted by the fact that strong assumptions are often…

Online advertising and product recommendation are important domains of applications for multi-armed bandit methods. In these fields, the reward that is immediately available is most often only a proxy for the actual outcome of interest,…

Leveraging offline data is an attractive way to accelerate online sequential decision-making. However, it is crucial to account for latent states in users or environments in the offline data, and latent bandits form a compelling model for…

We study the stochastic combinatorial semi-bandit problem with unrestricted feedback delays under merit-based fairness constraints. This is motivated by applications such as crowdsourcing, and online advertising, where immediate feedback is…

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…