相关论文: Group Meritocratic Fairness in Linear Contextual B…

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…

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…

A sensing policy for the restless multi-armed bandit problem with stationary but unknown reward distributions is proposed. The work is presented in the context of cognitive radios in which the bandit problem arises when deciding which parts…

Typical contextual bandit algorithms assume that the rewards at each round lie in some fixed range $[0, R]$, and their regret scales polynomially with this reward range $R$. However, many practical scenarios naturally involve heavy-tailed…

How should we decide which fairness criteria or definitions to adopt in machine learning systems? To answer this question, we must study the fairness preferences of actual users of machine learning systems. Stringent parity constraints on…

As the operations of autonomous systems generally affect simultaneously several users, it is crucial that their designs account for fairness considerations. In contrast to standard (deep) reinforcement learning (RL), we investigate the…

Classic no-regret multi-armed bandit algorithms, including the Upper Confidence Bound (UCB), Hedge, and EXP3, are inherently unfair by design. Their unfairness stems from their objective of playing the most rewarding arm as frequently as…

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Restless and collapsing bandits are often used to model budget-constrained resource allocation in settings where arms have action-dependent transition probabilities, such as the allocation of health interventions among patients. However,…

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…

Ensuring long-term fairness is crucial when developing automated decision making systems, specifically in dynamic and sequential environments. By maximizing their reward without consideration of fairness, AI agents can introduce disparities…

We study a nonparametric contextual bandit problem where the expected reward functions belong to a H\"older class with smoothness parameter $\beta$. We show how this interpolates between two extremes that were previously studied in…

We introduce contextual queueing bandits, a new context-aware framework for scheduling while simultaneously learning unknown service rates. Individual jobs carry heterogeneous contextual features, based on which the agent chooses a job and…

We consider Contextual Bandits with Concave Rewards (CBCR), a multi-objective bandit problem where the desired trade-off between the rewards is defined by a known concave objective function, and the reward vector depends on an observed…

We study critical systems that allocate scarce resources to satisfy basic needs, such as homeless services that provide housing. These systems often support communities disproportionately affected by systemic racial, gender, or other…

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

The most prevalent notions of fairness in machine learning are statistical definitions: they fix a small collection of pre-defined groups, and then ask for parity of some statistic of the classifier across these groups. Constraints of this…

We study the contextual multi-armed bandit problem with a finite context space (a.k.a. subpopulations), where the learner recommends a best action for each context and is evaluated by context-weighted simple regret. Our guarantees are…