相关论文: Minimax Off-Policy Evaluation for Multi-Armed Band…

In this work, we investigate the problem of adapting to the presence or absence of causal structure in multi-armed bandit problems. In addition to the usual reward signal, we assume the learner has access to additional variables, observed…

What is the most statistically efficient way to do off-policy evaluation and optimization with batch data from bandit feedback? For log data generated by contextual bandit algorithms, we consider offline estimators for the expected reward…

We present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

We study fair multi-agent multi-armed bandit learning under collision-only coordination. Agents cannot communicate explicitly during learning and observe only their own rewards and whether collisions occur when several agents access the…

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…

We study the real-valued combinatorial pure exploration of the multi-armed bandit in the fixed-budget setting. We first introduce the Combinatorial Successive Asign (CSA) algorithm, which is the first algorithm that can identify the best…

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…

Traditional online learning models are typically initialized from scratch. By contrast, contemporary real-world applications often have access to historical datasets that can potentially enhanced the online learning processes. We study how…

We consider the multinomial logistic bandit problem in which a learner interacts with an environment by selecting actions to maximize expected rewards based on probabilistic feedback from multiple possible outcomes. In the binary setting,…

In this paper, we study the contextual multinomial logit (MNL) bandit problem in which a learning agent sequentially selects an assortment based on contextual information, and user feedback follows an MNL choice model. There has been a…

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

When multi-armed bandit (MAB) algorithms allocate pulls among competing arms, the resulting allocation can exhibit huge variation. This is particularly harmful in modern applications such as learning-enhanced platform operations and…

Even when unable to run experiments, practitioners can evaluate prospective policies, using previously logged data. However, while the bandits literature has adopted a diverse set of objectives, most research on off-policy evaluation to…

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…

We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

We consider a situation where an agent has $T$ ressources to be allocated to a larger number $N$ of actions. Each action can be completed at most once and results in a stochastic reward with unknown mean. The goal of the agent is to…

When learning from a batch of logged bandit feedback, the discrepancy between the policy to be learned and the off-policy training data imposes statistical and computational challenges. Unlike classical supervised learning and online…