相关论文: Weighted Sequential Bayesian Inference for Non-Sta…

Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and restart strategies. As many non-stationary environments exhibit…

Bayesian bandit algorithms with approximate Bayesian inference have been widely used in real-world applications. Despite the superior practical performance, their theoretical justification is less investigated in the literature, especially…

We consider a stochastic linear bandit model in which the available actions correspond to arbitrary context vectors whose associated rewards follow a non-stationary linear regression model. In this setting, the unknown regression parameter…

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and restart strategies. As many non-stationary environments exhibit…

We consider the problem of contextual multi-armed bandits in the setting of hypothesis transfer learning. That is, we assume having access to a previously learned model on an unobserved set of contexts, and we leverage it in order to…

We develop a weighted Bayesian Bootstrap (WBB) for machine learning and statistics. WBB provides uncertainty quantification by sampling from a high dimensional posterior distribution. WBB is computationally fast and scalable using only…

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

This paper is about index policies for minimizing (frequentist) regret in a stochastic multi-armed bandit model, inspired by a Bayesian view on the problem. Our main contribution is to prove that the Bayes-UCB algorithm, which relies on…

In this paper, we consider the Gaussian process (GP) bandit optimization problem in a non-stationary environment. To capture external changes, the black-box function is allowed to be time-varying within a reproducing kernel Hilbert space…

Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…

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,…

We investigate the non-stationary stochastic linear bandit problem where the reward distribution evolves each round. Existing algorithms characterize the non-stationarity by the total variation budget $B_K$, which is the summation of the…

We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…

We investigate the high-dimensional sparse linear bandits problem in a data-poor regime where the time horizon is much smaller than the ambient dimension and number of arms. We study the setting under the additional blocking constraint…

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…

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

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…

Classic contextual bandit algorithms for linear models, such as LinUCB, assume that the reward distribution for an arm is modeled by a stationary linear regression. When the linear regression model is non-stationary over time, the regret of…