Related papers: A Classification View on Meta Learning Bandits

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Precision oncology, the genetic sequencing of tumors to identify druggable targets, has emerged as the standard of care in the treatment of many cancers. Nonetheless, due to the pace of therapy development and variability in patient…

Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…

Contextual bandits are canonical models for sequential decision-making under uncertainty in environments with time-varying components. In this setting, the expected reward of each bandit arm consists of the inner product of an unknown…

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts,…

Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…

We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…

We introduce a new stochastic multi-armed bandit setting where arms are grouped inside ``ordered'' categories. The motivating example comes from e-commerce, where a customer typically has a greater appetence for items of a specific…

We introduce a Multi-User Contextual Cascading Bandit model, a new combinatorial bandit framework that captures realistic online advertising scenarios where multiple users interact with sequentially displayed items simultaneously. Unlike…

We propose a contextual bandit based model to capture the learning and social welfare goals of a web platform in the presence of myopic users. By using payments to incentivize these agents to explore different items/recommendations, we show…

Personalized recommendations for new users, also known as the cold-start problem, can be formulated as a contextual bandit problem. Existing contextual bandit algorithms generally rely on features alone to capture user variability. Such…

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

Many sequential decision-making tasks require choosing at each decision step the right action out of the vast set of possibilities by extracting actionable intelligence from high-dimensional data streams. Most of the times, the…

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…