Related papers: Offline Contextual Bandit with Counterfactual Samp…
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…
Parametric, feature-based reward models are employed by a variety of algorithms in decision-making settings such as bandits and Markov decision processes (MDPs). The typical assumption under which the algorithms are analysed is…
We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…
Autonomous selection of optimal options for data collection from multiple alternatives is challenging in uncertain environments. When secondary information about options is accessible, such problems can be framed as contextual multi-armed…
Off-policy evaluation and learning in contextual bandits use logged interaction data to estimate and optimize the value of a target policy. Most existing methods require sufficient action overlap between the logging and target policies, and…
We develop confidence bounds that hold uniformly over time for off-policy evaluation in the contextual bandit setting. These confidence sequences are based on recent ideas from martingale analysis and are non-asymptotic, non-parametric, and…
We develop a learning principle and an efficient algorithm for batch learning from logged bandit feedback. This learning setting is ubiquitous in online systems (e.g., ad placement, web search, recommendation), where an algorithm makes a…
In a wide variety of applications, including personalization, we want to measure the difference in outcome due to an intervention and thus have to deal with counterfactual inference. The feedback from a customer in any of these situations…
Domain shift, encountered when using a trained model for a new patient population, creates significant challenges for sequential decision making in healthcare since the target domain may be both data-scarce and confounded. In this paper, we…
Sequential decision-making is central to sustainable agricultural management and precision agriculture, where resource inputs must be optimized under uncertainty and over time. However, such decisions must often be made with limited…
Stance detection models may tend to rely on dataset bias in the text part as a shortcut and thus fail to sufficiently learn the interaction between the targets and texts. Recent debiasing methods usually treated features learned by small…
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…
The ability to perform offline A/B-testing and off-policy learning using logged contextual bandit feedback is highly desirable in a broad range of applications, including recommender systems, search engines, ad placement, and personalized…
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…
Conventional audio classification relied on predefined classes, lacking the ability to learn from free-form text. Recent methods unlock learning joint audio-text embeddings from raw audio-text pairs describing audio in natural language.…
We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…
Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…
We investigate the feasibility of learning from a mix of both fully-labeled supervised data and contextual bandit data. We specifically consider settings in which the underlying learning signal may be different between these two data…
Transferring knowledge from one environment to another is an essential ability of intelligent systems. Nevertheless, when two environments are different, naively transferring all knowledge may deteriorate the performance, a phenomenon known…
Large-scale neural language models exhibit remarkable performance in in-context learning: the ability to learn and reason about the input context on the fly. This work studies in-context counterfactual reasoning in language models, that is,…