Related papers: Adaptive Data Augmentation for Thompson Sampling

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…

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.

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

We propose ${\tt AdaTS}$, a Thompson sampling algorithm that adapts sequentially to bandit tasks that it interacts with. The key idea in ${\tt AdaTS}$ is to adapt to an unknown task prior distribution by maintaining a distribution over its…

Thompson sampling is one of the earliest randomized algorithms for multi-armed bandits (MAB). In this paper, we extend the Thompson sampling to Budgeted MAB, where there is random cost for pulling an arm and the total cost is constrained by…

We consider the linear contextual bandit problem with resource consumption, in addition to reward generation. In each round, the outcome of pulling an arm is a reward as well as a vector of resource consumptions. The expected values of…

In this work, we investigate the problem of adapting to the presence or absence of causal structure in multi-armed bandit problems. In addition to the usual reward signal, we assume the learner has access to additional variables, observed…

Thompson sampling for multi-armed bandit problems is known to enjoy favorable performance in both theory and practice. However, it suffers from a significant limitation computationally, arising from the need for samples from posterior…

In this paper, we introduce and analyze a variant of the Thompson sampling (TS) algorithm for contextual bandits. At each round, traditional TS requires samples from the current posterior distribution, which is usually intractable. To…

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

This work addresses the efficiency concern on inferring a nonlinear contextual bandit when the number of arms $n$ is very large. We propose a neural bandit model with an end-to-end training process to efficiently perform bandit algorithms…

The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a…

Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance. However, many existing analytical and empirical results for TS rely on restrictive assumptions on reward…

Most off-policy evaluation methods for contextual bandits have focused on the expected outcome of a policy, which is estimated via methods that at best provide only asymptotic guarantees. However, in many applications, the expectation may…

Stochastic linear contextual bandit algorithms have substantial applications in practice, such as recommender systems, online advertising, clinical trials, etc. Recent works show that optimal bandit algorithms are vulnerable to adversarial…

Thompson sampling (TS) is widely used for stochastic multi-armed bandits, yet its inferential properties under adaptive data collection are subtle. Classical asymptotic theory for sample means can fail because arm-specific sample sizes are…

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

This note introduce three Bayesian style Multi-armed bandit algorithms: Information-directed sampling, Thompson Sampling and Generalized Thompson Sampling. The goal is to give an intuitive explanation for these three algorithms and their…

Developing prompt-based methods with Large Language Models (LLMs) requires making numerous decisions, which give rise to a combinatorial search problem over hyper-parameters. This exhaustive evaluation can be time-consuming and costly. In…