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Conversational recommendation systems elicit user preferences by interacting with users to obtain their feedback on recommended commodities. Such systems utilize a multi-armed bandit framework to learn user preferences in an online manner…

We study meta-learning for adversarial multi-armed bandits. We consider the online-within-online setup, in which a player (learner) encounters a sequence of multi-armed bandit episodes. The player's performance is measured as regret against…

In several applications of the stochastic multi-armed bandit problem, the traditional objective of maximizing the expected total reward can be inappropriate. In this paper, motivated by certain operational concerns in online platforms, we…

We study dueling bandits with weak utility-based regret when preferences over arms have a total order and carry observable feature vectors. The order is assumed to be determined by these feature vectors, an unknown preference vector, and a…

We study learning to learn for the multi-task structured bandit problem where the goal is to learn a near-optimal algorithm that minimizes cumulative regret. The tasks share a common structure and an algorithm should exploit the shared…

We consider Bayesian optimization in settings where observations can be adversarially biased, for example by an uncontrolled hidden confounder. Our first contribution is a reduction of the confounded setting to the dueling bandit model.…

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Learning from human preference data is becoming a useful tool, from fine-tuning large language models to training reinforcement learning agents. However, in most scenarios, the model is trained on the average preference of all human…

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

We study a game between autobidding algorithms that compete in an online advertising platform. Each autobidder is tasked with maximizing its advertiser's total value over multiple rounds of a repeated auction, subject to budget and…

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

We study the framework of a dynamic decision-making scenario with resource constraints. In this framework, an agent, whose target is to maximize the total reward under the initial inventory, selects an action in each round upon observing a…

The proliferation of the Internet has led to the emergence of online advertising, driven by the mechanics of online auctions. In these repeated auctions, software agents participate on behalf of aggregated advertisers to optimize for their…

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

We study the adversarial bandit problem with composite anonymous delayed feedback. In this setting, losses of an action are split into $d$ components, spreading over consecutive rounds after the action is chosen. And in each round, the…

We address online learning in complex auction settings, such as sponsored search auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner and observed only if the bidder wins an allocation. We leverage the…

We introduce an online learning algorithm for computing adaptive resource allocation policies against strategic ecological adversaries with unknown behavioral models and partial observability. Our setting addresses a fundamental limitation…