Related papers: Representative Action Selection for Large Action S…

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

We consider a multi-armed bandit problem with $M$ latent contexts, where an agent interacts with the environment for an episode of $H$ time steps. Depending on the length of the episode, the learner may not be able to estimate accurately…

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.

Contextual bandits are incredibly useful in many practical problems. We go one step further by devising a more realistic problem that combines: (1) contextual bandits with dense arm features, (2) non-linear reward functions, and (3) a…

This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving this problem typically involve two key sub-routines: (1) a…

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

We consider function optimization as a sequential decision making problem under budget constraint. This constraint limits the number of objective function evaluations allowed during the optimization. We consider an algorithm inspired by a…

We consider the problem of learning to choose actions using contextual information when provided with limited feedback in the form of relative pairwise comparisons. We study this problem in the dueling-bandits framework of Yue et al.…

We study an original problem of pure exploration in a strategic bandit model motivated by Monte Carlo Tree Search. It consists in identifying the best action in a game, when the player may sample random outcomes of sequentially chosen pairs…

We study a system with finitely many groups of multi-action bandit processes, each of which is a Markov decision process (MDP) with finite state and action spaces and potentially different transition matrices when taking different actions.…

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Motivated by online recommendation systems, we propose the problem of finding the optimal policy in multitask contextual bandits when a small fraction $\alpha < 1/2$ of tasks (users) are arbitrary and adversarial. The remaining fraction of…

Optimization is commonly employed to determine the content of web pages, such as to maximize conversions on landing pages or click-through rates on search engine result pages. Often the layout of these pages can be decoupled into several…

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We…

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

We propose a new sequential decision-making setting, combining key aspects of two established online learning problems with bandit feedback. The optimal action to play at any given moment is contingent on an underlying changing state which…

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

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…