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We study decision making in environments where the reward is only partially observed, but can be modeled as a function of an action and an observed context. This setting, known as contextual bandits, encompasses a wide variety of…
We consider a rate-constrained contextual multi-armed bandit (RC-CMAB) problem, in which a group of agents are solving the same contextual multi-armed bandit (CMAB) problem. However, the contexts are observed by a remotely connected entity,…
Exposure bias is a well-known issue in recommender systems where items and suppliers are not equally represented in the recommendation results. This is especially problematic when bias is amplified over time as a few items (e.g., popular…
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.…
We study the Bandit Clustering (BC) problem under the fixed confidence setting, where the objective is to group a collection of data sequences (arms) into clusters through sequential sampling from adaptively selected arms at each time step…
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…
Unlike traditional recommendation tasks, finite user time budgets introduce a critical resource constraint, requiring the recommender system to balance item relevance and evaluation cost. For example, in a mobile shopping interface, users…
This paper is concerned with online targeted advertising on social networks. The main technical task we address is to estimate the activation probability for user pairs, which quantifies the influence one user may have on another towards…
Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…
Real-time bidding (RTB) systems, which utilize auctions to allocate user impressions to competing advertisers, continue to enjoy success in digital advertising. Assessing the effectiveness of such advertising remains a challenge in research…
We study content caching with recommendations in a wireless network where the users are connected through a base station equipped with a finite-capacity cache. We assume a fixed set of contents with unknown user preferences and content…
Marketing optimization, commonly formulated as an online budget allocation problem, has emerged as a pivotal factor in driving user growth. Most existing research addresses this problem by following the principle of 'first predict then…
Exposure bias is a well-known issue in recommender systems where items and suppliers are not equally represented in the recommendation results. This bias becomes particularly problematic over time as a few items are repeatedly…
With recent advancements in edge computing capabilities, there has been a significant increase in utilizing the edge cloud for event-driven and time-sensitive computations. However, large-scale edge computing networks can suffer…
In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…
One challenge in the optimization and control of societal systems is to handle the unknown and uncertain user behavior. This paper focuses on residential demand response (DR) and proposes a closed-loop learning scheme to address these…
Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains information, on both the value of the item at sale and the…
We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…
Extracting actionable intelligence from distributed, heterogeneous, correlated and high-dimensional data sources requires run-time processing and learning both locally and globally. In the last decade, a large number of meta-learning…
How to incentivize strategic workers using limited budget is a very fundamental problem for crowdsensing systems; nevertheless, since the sensing abilities of the workers may not always be known as prior knowledge due to the diversities of…