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Critical decisions in hiring, college admissions, and credit lending are guided by predictions made in the presence of uncertainty. While uncertainty imparts errors across all demographic groups, this paper shows that the types of errors…

机器学习 · 统计学 2024-10-22 Claire Lazar Reich

Directed Exploration is a crucial challenge in reinforcement learning (RL), especially when rewards are sparse. Information-directed sampling (IDS), which optimizes the information ratio, seeks to do so by augmenting regret with information…

机器学习 · 计算机科学 2023-09-20 Souradip Chakraborty , Amrit Singh Bedi , Alec Koppel , Mengdi Wang , Furong Huang , Dinesh Manocha

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

机器学习 · 计算机科学 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

Algorithmic decision-making in high-stakes domains often involves assigning decisions to agents with incentives to strategically modify their input to the algorithm. In addition to dealing with incentives, in many domains of interest (e.g.…

计算机科学与博弈论 · 计算机科学 2023-10-31 Keegan Harris , Chara Podimata , Zhiwei Steven Wu

Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…

机器学习 · 计算机科学 2020-06-12 Chih-Wei Hsu , Branislav Kveton , Ofer Meshi , Martin Mladenov , Csaba Szepesvari

We study approximation and integration problems and compare the quality of optimal information with the quality of random information. For some problems random information is almost optimal and for some other problems random information is…

数值分析 · 数学 2019-03-05 Aicke Hinrichs , David Krieg , Erich Novak , Joscha Prochno , Mario Ullrich

We consider the problem of online collaborative filtering in the online setting, where items are recommended to the users over time. At each time step, the user (selected by the environment) consumes an item (selected by the agent) and…

信息检索 · 计算机科学 2018-10-23 Hamid Dadkhahi , Sahand Negahban

We study the adversarial multi-armed bandit problem where partial observations are available and where, in addition to the loss incurred for each action, a \emph{switching cost} is incurred for shifting to a new action. All previously known…

机器学习 · 计算机科学 2020-03-24 Raman Arora , Teodor V. Marinov , Mehryar Mohri

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

机器学习 · 计算机科学 2022-05-30 Maria-Florina Balcan , Keegan Harris , Mikhail Khodak , Zhiwei Steven Wu

In this paper, we study a variant of best-arm identification involving elements of risk sensitivity and communication constraints. Specifically, the goal of the learner is to identify the arm with the highest quantile reward, while the…

机器学习 · 统计学 2025-02-11 Ivan Lau , Jonathan Scarlett

Contextual bandits often provide simple and effective personalization in decision making problems, making them popular tools to deliver personalized interventions in mobile health as well as other health applications. However, when bandits…

机器学习 · 计算机科学 2021-07-28 Jiayu Yao , Emma Brunskill , Weiwei Pan , Susan Murphy , Finale Doshi-Velez

Modern multi-agent systems ranging from sensor networks monitoring critical infrastructure to crowdsourcing platforms aggregating human intelligence can suffer significant performance degradation due to systematic biases that vary with…

机器学习 · 计算机科学 2025-10-31 Siavash M. Alamouti , Fay Arjomandi

Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…

机器学习 · 统计学 2022-04-26 Dhruv Malik , Yuanzhi Li , Aarti Singh

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

机器学习 · 计算机科学 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

The staggering feats of AI systems have brought to attention the topic of AI Alignment: aligning a "superintelligent" AI agent's actions with humanity's interests. Many existing frameworks/algorithms in alignment study the problem on a…

机器学习 · 计算机科学 2024-10-22 Hong Jun Jeon , Benjamin Van Roy

We consider a special case of bandit problems, named batched bandits, in which an agent observes batches of responses over a certain time period. Unlike previous work, we consider a more practically relevant batch-centric scenario of batch…

机器学习 · 计算机科学 2023-04-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Cognition, information processing in form of inference, communication, and memorization, is the central activity of any intelligence. Its physical realization in a brain, computer, or in any other intelligent system requires resources like…

信息论 · 计算机科学 2025-06-11 Torsten Enßlin

A sensing policy for the restless multi-armed bandit problem with stationary but unknown reward distributions is proposed. The work is presented in the context of cognitive radios in which the bandit problem arises when deciding which parts…

信息论 · 计算机科学 2012-11-20 Jan Oksanen , Visa Koivunen , H. Vincent Poor

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

计算机科学与博弈论 · 计算机科学 2022-06-14 Mark Sellke , Aleksandrs Slivkins

Autonomous exploration in mobile robotics often involves a trade-off between two objectives: maximizing environmental coverage and minimizing the total path length. In the widely used information gain paradigm, exploration is guided by the…

机器人学 · 计算机科学 2025-04-22 Ludvig Ericson , José Pedro , Patric Jensfelt