相关论文: Learning in Position-Aware Multinomial Logit Bandi…

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…

Choice behavior and preferences typically involve numerous and subjective aspects that are difficult to be identified and quantified. For this reason, their exploration is frequently conducted through the collection of ordinal evidence in…

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

We study nonstationary generalized linear bandits (GLBs), where the expected reward is modeled through a nonlinear link function with an unknown time-varying parameter. This framework encompasses a broad class of reward models, including…

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

Ranking and comparing items is crucial for collecting information about preferences in many areas, from marketing to politics. The Mallows rank model is among the most successful approaches to analyse rank data, but its computational…

Discrete-choice models, such as Multinomial Logit, Probit, or Mixed-Logit, are widely used in Marketing, Economics, and Operations Research: given a set of alternatives, the customer is modeled as choosing one of the alternatives to…

Discrete choice models are fundamental tools in management science, economics, and marketing for understanding and predicting decision-making. Logit-based models are dominant in applied work, largely due to their convenient closed-form…

In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of…

We study regret minimization in a stochastic multi-armed bandit setting and establish a fundamental trade-off between the regret suffered under an algorithm, and its statistical robustness. Considering broad classes of underlying arms'…

In the random-order online set cover problem, the instance with $m$ sets and $n$ elements is chosen in a worst-case fashion, but then the elements arrive in a uniformly random order. Can this random-order model allow us to circumvent the…

Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a universe of substitutable products which maximize seller's…

Recently, Daskalakis, Fishelson, and Golowich (DFG) (NeurIPS`21) showed that if all agents in a multi-player general-sum normal-form game employ Optimistic Multiplicative Weights Update (OMWU), the external regret of every player is…

We study model-based reinforcement learning with non-linear function approximation where the transition function of the underlying Markov decision process (MDP) is given by a multinomial logistic (MNL) model. We develop a provably efficient…

We study human-in-the-loop reinforcement learning (RL) with trajectory preferences, where instead of receiving a numeric reward at each step, the agent only receives preferences over trajectory pairs from a human overseer. The goal of the…

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

The Lipschitz multi-armed bandit (MAB) problem generalizes the classical multi-armed bandit problem by assuming one is given side information consisting of a priori upper bounds on the difference in expected payoff between certain pairs of…

Position bias, i.e., users' preference of an item is affected by its placing position, is well studied in the recommender system literature. However, most existing methods ignore the widely coupled ranking bias, which is also related to the…