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We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters.…

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

We consider the problem of learning to play a repeated multi-agent game with an unknown reward function. Single player online learning algorithms attain strong regret bounds when provided with full information feedback, which unfortunately…

Most bandit algorithms assume that the reward variances or their upper bounds are known, and that they are the same for all arms. This naturally leads to suboptimal performance and higher regret due to variance overestimation. On the other…

In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…

We study the problem of worst case regret in piecewise stationary multi armed bandits. While the minimax theory for stationary bandits is well established, understanding analogous limits in time-varying settings is challenging. Existing…

We study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…

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…

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…

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…

In bandit settings, optimizing long-term regret metrics requires exploration, which corresponds to sometimes taking myopically sub-optimal actions. When a long-lived principal merely recommends actions to be executed by a sequence of…

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…

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Autoregressive processes naturally arise in a large variety of real-world scenarios, including stock markets, sales forecasting, weather prediction, advertising, and pricing. When facing a sequential decision-making problem in such a…

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

Recent developments in digital platforms have highlighted the prevalence of open systems, where agents can arrive and depart over time. While bandit learning in open systems has recently received initial attention, existing work imposes…