相关论文: Pessimism for Offline Linear Contextual Bandits us…

This paper studies federated linear contextual bandits under the notion of user-level differential privacy (DP). We first introduce a unified federated bandits framework that can accommodate various definitions of DP in the sequential…

In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

Offline contextual bandits allow one to learn policies from historical/offline data without requiring online interaction. However, offline policy optimization that maximizes overall expected rewards can unintentionally amplify the reward…

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

We study constrained contextual bandits (CCB) with adversarially chosen contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context,…

In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…

We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions,…

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

For the linear bandit problem, we extend the analysis of algorithm CombEXP from [R. Combes, M. S. Talebi Mazraeh Shahi, A. Proutiere, and M. Lelarge. Combinatorial bandits revisited. In C. Cortes, N. D. Lawrence, D. D. Lee, M. Sugiyama, and…

We develop a learning principle and an efficient algorithm for batch learning from logged bandit feedback. This learning setting is ubiquitous in online systems (e.g., ad placement, web search, recommendation), where an algorithm makes a…

This study investigates the problem of $K$-armed linear contextual bandits, an instance of the multi-armed bandit problem, under an adversarial corruption. At each round, a decision-maker observes an independent and identically distributed…

Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…

In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…

We introduce the model selection problem in pure exploration linear bandits, where the learner needs to adapt to the instance-dependent complexity measure of the smallest hypothesis class containing the true model. We design algorithms in…

In this research, we investigate the high-dimensional linear contextual bandit problem where the number of features $p$ is greater than the budget $T$, or it may even be infinite. Differing from the majority of previous works in this field,…

Stochastic linear bandits are a natural and simple generalisation of finite-armed bandits with numerous practical applications. Current approaches focus on generalising existing techniques for finite-armed bandits, notably the optimism…

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

In linear bandits, how can a learner effectively learn when facing corrupted rewards? While significant work has explored this question, a holistic understanding across different adversarial models and corruption measures is lacking, as is…

We study adversarial online nonparametric regression with general convex losses and propose a parameter-free learning algorithm that achieves minimax optimal rates. Our approach leverages chaining trees to compete against H{\"o}lder…

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…