Related papers: Dynamic Prior Thompson Sampling for Cold-Start Exp…

This work explores the ability of collective matrix factorization models in recommender systems to make predictions about users and items for which there is side information available but no feedback or interactions data, and proposes a new…

In model-based solution approaches to the problem of learning in an unknown environment, exploring to learn the model parameters takes a toll on the regret. The optimal performance with respect to regret or PAC bounds is achievable, if the…

We study the real-valued combinatorial pure exploration of the multi-armed bandit (R-CPE-MAB) problem. In R-CPE-MAB, a player is given $d$ stochastic arms, and the reward of each arm $s\in\{1, \ldots, d\}$ follows an unknown distribution…

One of the most important object properties that humans and robots perceive through touch is hardness. This paper investigates information-theoretic active sampling strategies for sample-efficient hardness classification with vision-based…

We investigate properties of Thompson Sampling in the stochastic multi-armed bandit problem with delayed feedback. In a setting with i.i.d delays, we establish to our knowledge the first regret bounds for Thompson Sampling with arbitrary…

Preference elicitation is an active learning approach to tackle the cold-start problem of recommender systems. Roughly speaking, new users are asked to rate some carefully selected items in order to compute appropriate recommendations for…

We study the combinatorial sleeping multi-armed semi-bandit problem with long-term fairness constraints~(CSMAB-F). To address the problem, we adopt Thompson Sampling~(TS) to maximize the total rewards and use virtual queue techniques to…

This paper studies the fixed-confidence best arm identification (BAI) problem in the bandit framework in the canonical single-parameter exponential models. For this problem, many policies have been proposed, but most of them require solving…

Thompson Sampling is one of the most effective methods for contextual bandits and has been generalized to posterior sampling for certain MDP settings. However, existing posterior sampling methods for reinforcement learning are limited by…

Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation…

Gaussian process (GP) bandits provide a powerful framework for performing blackbox optimization of unknown functions. The characteristics of the unknown function depend heavily on the assumed GP prior. Most work in the literature assume…

Large-scale industrial recommendation models predict the most relevant items from catalogs containing millions or billions of options. To train these models efficiently, a small set of irrelevant items (negative samples) is selected from…

Thompson sampling (TS) is a popular heuristic for action selection, but it requires sampling from a posterior distribution. Unfortunately, this can become computationally intractable in complex environments, such as those modeled using…

Collaborative Filtering (CF) recommender models highly depend on user-item interactions to learn CF representations, thus falling short of recommending cold-start items. To address this issue, prior studies mainly introduce item features…

The design and performance analysis of bandit algorithms in the presence of stage-wise safety or reliability constraints has recently garnered significant interest. In this work, we consider the linear stochastic bandit problem under…

Fully Bayesian approaches to sequential decision-making assume that problem parameters are generated from a known prior. In practice, such information is often lacking. This problem is exacerbated in setups with partial information, where a…

Sponsored search positions are typically allocated through real-time auctions, where the outcomes depend on advertisers' quality-adjusted bids - the product of their bids and quality scores. Although quality scoring helps promote ads with…

Mobile health (mHealth) programs face a critical challenge in optimizing the timing of automated health information calls to beneficiaries. This challenge has been formulated as a collaborative multi-armed bandit problem, requiring online…

Thompson Sampling algorithm is a well known Bayesian algorithm for solving stochastic multi-armed bandit. At each time step the algorithm chooses each arm with probability proportional to it being the current best arm. We modify the…

We consider a variant of online binary classification where a learner sequentially assigns labels ($0$ or $1$) to items with unknown true class. If, but only if, the learner chooses label $1$ they immediately observe the true label of the…