Related papers: On Transportability for Structural Causal Bandits
Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…
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…
Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…
Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…
For decades, researchers in fields, such as the natural and social sciences, have been verifying causal relationships and investigating hypotheses that are now well-established or understood as truth. These causal mechanisms are properties…
We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…
Information-directed sampling (IDS) has recently demonstrated its potential as a data-efficient reinforcement learning algorithm. However, it is still unclear what is the right form of information ratio to optimize when contextual…
Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…
Bandit is a framework for designing sequential experiments. In each experiment, a learner selects an arm $A \in \mathcal{A}$ and obtains an observation corresponding to $A$. Theoretically, the tight regret lower-bound for the general bandit…
We explore algorithms to select actions in the causal bandit setting where the learner can choose to intervene on a set of random variables related by a causal graph, and the learner sequentially chooses interventions and observes a sample…
Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…
[Context] Multi-agent reinforcement learning (MARL) has achieved notable success in environments where agents must learn coordinated behaviors. However, transferring knowledge across agents remains challenging in non-stationary environments…
We study the causal bandit problem when the causal graph is unknown and develop an efficient algorithm for finding the parent node of the reward node using atomic interventions. We derive the exact equation for the expected number of…
This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model to minimize cumulative regret with respect to the best intervention in hindsight. This is, naturally, posed as a causal bandit…
Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…
Efficient online decision-making in contextual bandits is challenging, as methods without informative priors often suffer from computational or statistical inefficiencies. In this work, we leverage pre-trained diffusion models as expressive…
Structural causal models describe how the components of a robotic system interact. They provide both structural and functional information about the relationships that are present in the system. The structural information outlines the…
We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…
Discovering and exploiting the causal structure in the environment is a crucial challenge for intelligent agents. Here we explore whether causal reasoning can emerge via meta-reinforcement learning. We train a recurrent network with…
A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…