相关论文: Structured Linear Contextual Bandits: A Sharp and …

We study the problem of stochastic contextual bandits in the agnostic setting, where the goal is to compete with the best policy in a given class without assuming realizability or imposing model restrictions on losses or rewards. In this…

Generalized Linear Bandits (GLBs) are powerful extensions to the Linear Bandit (LB) setting, broadening the benefits of reward parametrization beyond linearity. In this paper we study GLBs in non-stationary environments, characterized by a…

We consider a linear stochastic bandit problem where the dimension $K$ of the unknown parameter $\theta$ is larger than the sampling budget $n$. In such cases, it is in general impossible to derive sub-linear regret bounds since usual…

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…

Safety is a desirable property that can immensely increase the applicability of learning algorithms in real-world decision-making problems. It is much easier for a company to deploy an algorithm that is safe, i.e., guaranteed to perform at…

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Bayesian strategies for contextual bandits have proved promising in single-state reinforcement learning tasks by modeling uncertainty using context information from the environment. In this paper, we propose Greedy Bandits with Sampled…

Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional…

We study the problem of infrequent exploration in linear bandits, addressing a significant yet overlooked gap between fully adaptive exploratory methods (e.g., UCB and Thompson Sampling), which explore potentially at every time step, and…

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and restart strategies. As many non-stationary environments exhibit…

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel…

Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

We investigate the contextual bandits with knapsack (CBwK) problem in a high-dimensional linear setting, where the feature dimension can be very large. Our goal is to harness sparsity to obtain sharper regret guarantees. To this end, we…

We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting where the entire cost function is revealed after each decision,…

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…