相关论文: Efficient Linear Bandits through Matrix Sketching

In federated contextual linear bandits, high data dimensionality incurs prohibitive computation and communication costs: local agents perform $O(d^3)$-time determinant computation and upload $O(d^2)$ parameters, making existing algorithms…

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better…

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

We consider the stochastic linear contextual bandit problem with high-dimensional features. We analyze the Thompson sampling algorithm using special classes of sparsity-inducing priors (e.g., spike-and-slab) to model the unknown parameter…

We study federated contextual linear bandits, where $M$ agents cooperate with each other to solve a global contextual linear bandit problem with the help of a central server. We consider the asynchronous setting, where all agents work…

This paper is motivated by recent research in the $d$-dimensional stochastic linear bandit literature, which has revealed an unsettling discrepancy: algorithms like Thompson sampling and Greedy demonstrate promising empirical performance,…

This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

Multi-task representation learning is an approach that learns shared latent representations across related tasks, facilitating knowledge transfer and improving sample efficiency. This paper introduces a novel approach to multi-task…

Linear bandits have become a cornerstone of online learning and sequential decision-making, providing solid theoretical foundations for balancing exploration and exploitation. Within this domain, matrix sketching serves as a critical…

We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…

We propose the first contextual bandit algorithm that is parameter-free, efficient, and optimal in terms of dynamic regret. Specifically, our algorithm achieves dynamic regret $\mathcal{O}(\min\{\sqrt{ST},…

We present an efficient algorithm for linear contextual bandits with adversarial losses and stochastic action sets. Our approach reduces this setting to misspecification-robust adversarial linear bandits with fixed action sets. Without…

We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

Recent growing adoption of experimentation in practice has led to a surge of attention to multiarmed bandits as a technique to reduce the opportunity cost of online experiments. In this setting, a decision-maker sequentially chooses among a…

We consider the problem of online learning in misspecified linear stochastic multi-armed bandit problems. Regret guarantees for state-of-the-art linear bandit algorithms such as Optimism in the Face of Uncertainty Linear bandit (OFUL) hold…

Linear bandits have long been a central topic in online learning, with applications ranging from recommendation systems to adaptive clinical trials. Their general learnability has been established when the objective is to minimise the inner…

Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…

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…