Related papers: A Practical Algorithm for Feature-Rich, Non-Statio…
In this paper, we propose and study opportunistic contextual bandits - a special case of contextual bandits where the exploration cost varies under different environmental conditions, such as network load or return variation in…
In this paper, we analyze and extend an online learning framework known as Context-Attentive Bandit, motivated by various practical applications, from medical diagnosis to dialog systems, where due to observation costs only a small subset…
Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…
We study the contextual multi-armed bandit problem with a finite context space (a.k.a. subpopulations), where the learner recommends a best action for each context and is evaluated by context-weighted simple regret. Our guarantees are…
In the dynamic landscape of online businesses, recommender systems are pivotal in enhancing user experiences. While traditional approaches have relied on static supervised learning, the quest for adaptive, user-centric recommendations has…
We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…
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…
Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…
A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…
Contextual bandits are online learners that, given an input, select an arm and receive a reward for that arm. They use the reward as a learning signal and aim to maximize the total reward over the inputs. Contextual bandits are commonly…
We investigate the high-dimensional sparse linear bandits problem in a data-poor regime where the time horizon is much smaller than the ambient dimension and number of arms. We study the setting under the additional blocking constraint…
We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…
We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…
In this work, we study clustered contextual bandits where rewards and resource consumption are the outcomes of cluster-specific linear models. The arms are divided in clusters, with the cluster memberships being unknown to an algorithm.…
This paper presents a new algorithm for neural contextual bandits (CBs) that addresses the challenge of delayed reward feedback, where the reward for a chosen action is revealed after a random, unknown delay. This scenario is common in…
We study the stochastic contextual bandit with knapsacks (CBwK) problem, where each action, taken upon a context, not only leads to a random reward but also costs a random resource consumption in a vector form. The challenge is to maximize…
We consider the general (stochastic) contextual bandit problem under the realizability assumption, i.e., the expected reward, as a function of contexts and actions, belongs to a general function class $\mathcal{F}$. We design a fast and…
In the stochastic contextual bandit setting, regret-minimizing algorithms have been extensively researched, but their instance-minimizing best-arm identification counterparts remain seldom studied. In this work, we focus on the stochastic…
We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…
We address the problem of regret minimization in logistic contextual bandits, where a learner decides among sequential actions or arms given their respective contexts to maximize binary rewards. Using a fast inference procedure with…