相关论文: Multitask Learning and Bandits via Robust Statisti…

Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…

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.…

Bandit algorithms are increasingly used in real-world sequential decision-making problems. Associated with this is an increased desire to be able to use the resulting datasets to answer scientific questions like: Did one type of ad lead to…

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Multi-dimensional online decision making plays a crucial role in many real applications such as online recommendation and digital marketing. In these problems, a decision at each time is a combination of choices from different types of…

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

We discuss multi-task online learning when a decision maker has to deal simultaneously with M tasks. The tasks are related, which is modeled by imposing that the M-tuple of actions taken by the decision maker needs to satisfy certain…

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Multi-task learning solves multiple correlated tasks. However, conflicts may exist between them. In such circumstances, a single solution can rarely optimize all the tasks, leading to performance trade-offs. To arrive at a set of optimized…

Distributed, online data mining systems have emerged as a result of applications requiring analysis of large amounts of correlated and high-dimensional data produced by multiple distributed data sources. We propose a distributed online data…

In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select…

We investigate the recently introduced model of learning with improvements, where agents are allowed to make small changes to their feature values to be warranted a more desirable label. We extensively extend previously published results by…

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the context used at each decision may be corrupted ("useless context"). This…