相关论文: Infinite Action Contextual Bandits with Reusable D…

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…

We study the benefits of sparsity in nonparametric contextual bandit problems, in which the set of candidate features is countably or uncountably infinite. Our contribution is two-fold. First, using a novel reduction to sequences of…

We study the linear contextual bandit problem in the presence of adversarial corruption, where the reward at each round is corrupted by an adversary, and the corruption level (i.e., the sum of corruption magnitudes over the horizon) is…

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…

This work addresses the fundamental problem of unbounded metric movement costs in bandit online convex optimization, by considering high-dimensional dynamic quadratic hitting costs and $\ell_2$-norm switching costs in a noisy bandit…

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…

Despite the significant interest and progress in reinforcement learning (RL) problems with adversarial corruption, current works are either confined to the linear setting or lead to an undesired $\tilde{O}(\sqrt{T}\zeta)$ regret bound,…

Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…

Linear contextual bandit is an important class of sequential decision making problems with a wide range of applications to recommender systems, online advertising, healthcare, and many other machine learning related tasks. While there is a…

A challenging aspect of the bandit problem is that a stochastic reward is observed only for the chosen arm and the rewards of other arms remain missing. The dependence of the arm choice on the past context and reward pairs compounds the…

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

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…

I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and…

Online structured prediction is a task of sequentially predicting outputs with complex structures based on inputs and past observations, encompassing online classification. Recent studies showed that in the full-information setting, we can…

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…

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

We study the stochastic contextual bandit problem, where the reward is generated from an unknown function with additive noise. No assumption is made about the reward function other than boundedness. We propose a new algorithm, NeuralUCB,…

We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time. Under the assumption that the…