相关论文: Regularized OFU: an Efficient UCB Estimator forNon…

We consider a Multi-Armed Bandit problem in which the rewards are non-stationary and are dependent on past actions and potentially on past contexts. At the heart of our method, we employ a recurrent neural network, which models these…

We study the Linear Contextual Bandit problem in the hybrid reward setting. In this setting every arm's reward model contains arm specific parameters in addition to parameters shared across the reward models of all the arms. We can reduce…

We study the Pareto frontier of two archetypal objectives in multi-armed bandits, namely, regret minimization (RM) and best arm identification (BAI) with a fixed horizon. It is folklore that the balance between exploitation and exploration…

We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also…

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,…

We naturally generalize the on-line graph prediction problem to a version of stochastic contextual bandit problems where contexts are vertices in a graph and the structure of the graph provides information on the similarity of contexts.…

In many application domains (e.g., recommender systems, intelligent tutoring systems), the rewards associated to the actions tend to decrease over time. This decay is either caused by the actions executed in the past (e.g., a user may get…

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

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…

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…

We consider the Lipschitz bandit optimization problem with an emphasis on practical efficiency. Although there is rich literature on regret analysis of this type of problem, e.g., [Kleinberg et al. 2008, Bubeck et al. 2011, Slivkins 2014],…

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

The standard contextual bandit framework assumes fully observable and actionable contexts. In this work, we consider a new bandit setting with partially observable, correlated contexts and linear payoffs, motivated by the applications in…

The optimized certainty equivalent (OCE) is a family of risk measures that cover important examples such as entropic risk, conditional value-at-risk and mean-variance models. In this paper, we propose a new episodic risk-sensitive…

We study online assortment optimization under stochastic choice when a decision maker simultaneously values cumulative revenue performance and the quality of post-hoc inference on revenue contrasts. We analyze a forced-exploration…

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activities) is modeled as an arbitrary finite-state Markov chain. At…

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…

Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. Yet, so far, such methods have been mostly analyzed from an optimization perspective, without addressing the problem of…