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

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

Bandit problems with linear or concave reward have been extensively studied, but relatively few works have studied bandits with non-concave reward. This work considers a large family of bandit problems where the unknown underlying reward…

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs,…

We study linear contextual bandits in the misspecified setting, where the expected reward function can be approximated by a linear function class up to a bounded misspecification level $\zeta>0$. We propose an algorithm based on a novel…

We propose a minimax concave penalized multi-armed bandit algorithm under generalized linear model (G-MCP-Bandit) for a decision-maker facing high-dimensional data in an online learning and decision-making process. We demonstrate that the…

We consider the problem of adversarial bandit convex optimization, that is, online learning over a sequence of arbitrary convex loss functions with only one function evaluation for each of them. While all previous works assume known and…

We investigate contextual online learning with nonparametric (Lipschitz) comparison classes under different assumptions on losses and feedback information. For full information feedback and Lipschitz losses, we design the first explicit…

This paper extends the Distributionally Robust Optimization (DRO) approach for offline contextual bandits. Specifically, we leverage this framework to introduce a convex reformulation of the Counterfactual Risk Minimization principle.…

Several learning problems involve solving min-max problems, e.g., empirical distributional robust learning or learning with non-standard aggregated losses. More specifically, these problems are convex-linear problems where the minimization…

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

Contextual bandits are a central framework for sequential decision-making, with applications ranging from recommendation systems to clinical trials. While nonparametric methods can flexibly model complex reward structures, they suffer from…

We study neural-linear bandits for solving problems where {\em both} exploration and representation learning play an important role. Neural-linear bandits harnesses the representation power of Deep Neural Networks (DNNs) and combines it…

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

We study the fundamental limits of learning in contextual bandits, where a learner's rewards depend on their actions and a known context, which extends the canonical multi-armed bandit to the case where side-information is available. We are…

We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

We consider the problem of designing contextual bandit algorithms in the ``cross-learning'' setting of Balseiro et al., where the learner observes the loss for the action they play in all possible contexts, not just the context of the…

Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…

Contextual Bandits is one of the widely popular techniques used in applications such as personalization, recommendation systems, mobile health, causal marketing etc . As a dynamic approach, it can be more efficient than standard A/B testing…