相关论文: Productization Challenges of Contextual Multi-Arme…

Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items. We design the first algorithm for solving these problems that handles…

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Efficient learning in multi-armed bandit mechanisms such as pay-per-click (PPC) auctions typically involves three challenges: 1) inducing truthful bidding behavior (incentives), 2) using personalization in the users (context), and 3)…

This paper presents a concise review of Contextual Multi-Armed Bandit (CMAB) methods and introduces an experimental framework for scalable, interpretable offer selection, addressing the challenge of fast-changing offers. The approach models…

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Personalized recommendations for new users, also known as the cold-start problem, can be formulated as a contextual bandit problem. Existing contextual bandit algorithms generally rely on features alone to capture user variability. Such…

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Stochastic linear contextual bandit algorithms have substantial applications in practice, such as recommender systems, online advertising, clinical trials, etc. Recent works show that optimal bandit algorithms are vulnerable to adversarial…

Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…

Contextual bandits with average-case statistical guarantees are inadequate in risk-averse situations because they might trade off degraded worst-case behaviour for better average performance. Designing a risk-averse contextual bandit is…

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…