相关论文: Optimal cross-learning for contextual bandits with…

We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…

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…

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…

We present the first high-probability optimal regret bound for a policy optimization technique applied to the problem of stochastic contextual multi-armed bandit (CMAB) with general offline function approximation. Our algorithm is both…

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 bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting…

Nonparametric contextual bandit is an important model of sequential decision making problems. Under $\alpha$-Tsybakov margin condition, existing research has established a regret bound of $\tilde{O}\left(T^{1-\frac{\alpha+1}{d+2}}\right)$…

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Bandits with covariates, a.k.a. contextual bandits, address situations where optimal actions (or arms) at a given time $t$, depend on a context $x_t$, e.g., a new patient's medical history, a consumer's past purchases. While it is…

We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

We propose the first contextual bandit algorithm that is parameter-free, efficient, and optimal in terms of dynamic regret. Specifically, our algorithm achieves dynamic regret $\mathcal{O}(\min\{\sqrt{ST},…

We naturally generalize the on-line graph prediction problem to a version of stochastic contextual bandit problems where contexts are vertices in a graph and the structure of the graph provides information on the similarity of contexts.…

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

We introduce a new stochastic smoothing perspective to study adversarial contextual bandit problems. We propose a general algorithm template that represents random perturbation based algorithms and identify several perturbation…

We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…

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…