Related papers: On Transportability for Structural Causal Bandits
Infants are experts at playing, with an amazing ability to generate novel structured behaviors in unstructured environments that lack clear extrinsic reward signals. We seek to replicate some of these abilities with a neural network that…
In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…
In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…
Methods of causal discovery aim to identify causal structures in a data driven way. Existing algorithms are known to be unstable and sensitive to statistical errors, and are therefore rarely used with biomedical or epidemiological data. We…
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…
We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…
Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…
Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…
Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…
Causal models bring many benefits to decision-making systems (or agents) by making them interpretable, sample-efficient, and robust to changes in the input distribution. However, spurious correlations can lead to wrong causal models and…
Contextual bandits are canonical models for sequential decision-making under uncertainty in environments with time-varying components. In this setting, the expected reward of each bandit arm consists of the inner product of an unknown…
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…
This paper considers causal bandits (CBs) for the sequential design of interventions in a causal system. The objective is to optimize a reward function via minimizing a measure of cumulative regret with respect to the best sequence of…
Developing autonomous agents that quickly explore an environment and adapt their behavior online is a canonical challenge in robotics and machine learning. While humans are able to achieve such fast online exploration and adaptation, often…
Mathematical models are fundamental building blocks in the design of dynamical control systems. As control systems are becoming increasingly complex and networked, approaches for obtaining such models based on first principles reach their…
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…
We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the…
The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…
In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select…
The goal of this thesis is to investigate the structural properties of certain sequential problems in order to bring the solutions closer to a practical use. In the first part, we put a special emphasis on structures that can be represented…