Related papers: A Two-armed Bandit Framework for A/B Testing
The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decision maker is either linear or exponential. The analysis…
The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…
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…
A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…
An extension of the traditional two-armed bandit problem is considered, in which the decision maker has access to some side information before deciding which arm to pull. At each time t, before making a selection, the decision maker is able…
Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…
Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously,…
We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…
Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…
Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…
Online experiments in internet systems, also known as A/B tests, are used for a wide range of system tuning problems, such as optimizing recommender system ranking policies and learning adaptive streaming controllers. Decision-makers…
We introduce a novel framework of combinatorial multi-armed bandits (CMAB) with multivariant and probabilistically triggering arms (CMAB-MT), where the outcome of each arm is a $d$-dimensional multivariant random variable and the feedback…
In this paper, we present a complete framework for quickly calibrating and administering a robust large-scale computerized adaptive test (CAT) with a small number of responses. Calibration - learning item parameters in a test - is done…
The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…
Online healthcare communities provide users with various healthcare interventions to promote healthy behavior and improve adherence. When faced with too many intervention choices, however, individuals may find it difficult to decide which…
A large number of statistical decision problems in the social sciences and beyond can be framed as a (contextual) multi-armed bandit problem. However, it is notoriously hard to develop and evaluate policies that tackle these types of…
A/B testing experiment is a widely adopted method for evaluating UI/UX design decisions in modern web applications. Yet, traditional A/B testing remains constrained by its dependence on the large-scale and live traffic of human…
Online controlled experiments (A/B tests) have become the gold standard for learning the impact of new product features in technology companies. Randomization enables the inference of causality from an A/B test. The randomized assignment…
A B testing serves as the gold standard for large scale, data driven decision making in online businesses. To mitigate metric variability and enhance testing sensitivity, control variates and regression adjustment have emerged as prominent…
In the area of networks, a common method to enforce a security policy expressed in a high-level language is based on an ad-hoc and manual rewriting process. We argue that it is possible to build a formal link between concrete and abstract…