相关论文: Invariant Policy Learning: A Causal Perspective

We study contextual bandit (CB) problems, where the user can sometimes respond with the best action in a given context. Such an interaction arises, for example, in text prediction or autocompletion settings, where a poor suggestion is…

The Causal Bandit is a variant of the classic Bandit problem where an agent must identify the best action in a sequential decision-making process, where the reward distribution of the actions displays a non-trivial dependence structure that…

Traditional imitation learning focuses on modeling the behavioral mechanisms of experts, which requires a large amount of interaction history generated by some fixed expert. However, in many streaming applications, such as streaming…

Learning representations that capture the underlying data generating process is a key problem for data efficient and robust use of neural networks. One key property for robustness which the learned representation should capture and which…

We study the off-policy evaluation problem---estimating the value of a target policy using data collected by another policy---under the contextual bandit model. We consider the general (agnostic) setting without access to a consistent model…

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

We consider the actor-critic contextual bandit for the mobile health (mHealth) intervention. State-of-the-art decision-making algorithms generally ignore the outliers in the dataset. In this paper, we propose a novel robust contextual…

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…

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…

We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to…

In causal bandit problems, the action set consists of interventions on variables of a causal graph. Several researchers have recently studied such bandit problems and pointed out their practical applications. However, all existing works…

While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Applications and systems are constantly faced with decisions that require picking from a set of actions based on contextual information. Reinforcement-based learning algorithms such as contextual bandits can be very effective in these…

Contextual bandit problems are a natural fit for many information retrieval tasks, such as learning to rank, text classification, recommendation, etc. However, existing learning methods for contextual bandit problems have one of two…

We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the…

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on…

This paper formulates a new Best-Arm Identification problem in the non-stationary stochastic bandits setting, where the means of all arms are shifted in the same way due to a global influence of the environment. The aim is to identify the…