Related papers: Laplacian Kernelized Bandit
This paper investigates the problem of generalized linear bandits with heavy-tailed rewards, whose $(1+\epsilon)$-th moment is bounded for some $\epsilon\in (0,1]$. Although there exist methods for generalized linear bandits, most of them…
In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…
We propose a new decentralized robust kernel-based learning algorithm within the framework of reproducing kernel Hilbert spaces (RKHSs) by utilizing a networked system that can be represented as a connected graph. The robust loss function…
In this paper, we consider the Gaussian process (GP) bandit optimization problem in a non-stationary environment. To capture external changes, the black-box function is allowed to be time-varying within a reproducing kernel Hilbert space…
Despite the superior performance of Large language models on many NLP tasks, they still face significant limitations in memorizing extensive world knowledge. Recent studies have demonstrated that leveraging the Retrieval-Augmented…
This paper studies kernelized bandits (also known as Gaussian process bandits) in an adversarial environment, where the reward functions in a known reproducing kernel Hilbert space (RKHS) may be adversarially chosen at each round. We show…
Multi-armed bandit (MAB) processes constitute a foundational subclass of reinforcement learning problems and represent a central topic in statistical decision theory, but are limited to simultaneous adaptive allocation and sequential test,…
The multi-armed bandits' framework is the most common platform to study strategies for sequential decision-making problems. Recently, the notion of fairness has attracted a lot of attention in the machine learning community. One can impose…
The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…
We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a…
We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…
In this work, we present and study a new framework for online learning in systems with multiple users that provide user anonymity. Specifically, we extend the notion of bandits to obey the standard $k$-anonymity constraint by requiring each…
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…
We naturally generalize the on-line graph prediction problem to a version of stochastic contextual bandit problems where contexts are vertices in a graph and the structure of the graph provides information on the similarity of contexts.…
We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…
We consider a contextual version of multi-armed bandit problem with global knapsack constraints. In each round, the outcome of pulling an arm is a scalar reward and a resource consumption vector, both dependent on the context, and the…
Real-world contextual bandit problems with complex reward models are often tackled with iteratively trained models, such as boosting trees. However, it is difficult to directly apply simple and effective exploration strategies--such as…
The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…
The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…