Related papers: COBRA: Contextual Bandit Algorithm for Ensuring Tr…

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…

In this work, we describe practical lessons we have learned from successfully using contextual bandits (CBs) to improve key business metrics of the Microsoft Virtual Agent for customer support. While our current use cases focus on single…

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

We propose a novel formulation of group fairness with biased feedback in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting, a sequential decision maker must, at each time step, choose an arm to pull from a finite set of…

Task allocation can enable effective coordination of multi-robot teams to accomplish tasks that are intractable for individual robots. However, existing approaches to task allocation often assume that task requirements or reward functions…

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

We present the first high-probability optimal regret bound for a policy optimization technique applied to the problem of stochastic contextual multi-armed bandit (CMAB) with general offline function approximation. Our algorithm is both…

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

We study a multi-armed bandit problem with covariates in a setting where there is a possible delay in observing the rewards. Under some mild assumptions on the probability distributions for the delays and using an appropriate randomization…

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Recommendation systems are dynamic economic systems that balance the needs of multiple stakeholders. A recent line of work studies incentives from the content providers' point of view. Content providers, e.g., vloggers and bloggers,…

In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting…

Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

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…

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…