Efficient batched algorithm for contextual linear bandits with large action space via soft elimination

O Hanna, L Yang, C Fragouli - Advances in Neural …, 2024 - proceedings.neurips.cc
In this paper, we provide the first efficient batched algorithm for contextual linear bandits with
large action spaces. Unlike existing batched algorithms that rely on action elimination, which …

Contexts can be cheap: Solving stochastic contextual bandits with linear bandit algorithms

OA Hanna, L Yang, C Fragouli - The Thirty Sixth Annual …, 2023 - proceedings.mlr.press
In this paper, we address the stochastic contextual linear bandit problem, where a decision
maker is provided a context (a random set of actions drawn from a distribution). The …

CO-BED: information-theoretic contextual optimization via Bayesian experimental design

DR Ivanova, J Jennings, T Rainforth… - International …, 2023 - proceedings.mlr.press
We formalize the problem of contextual optimization through the lens of Bayesian
experimental design and propose CO-BED—a general, model-agnostic framework for …

Efficient and robust sequential decision making algorithms

P Xu - AI Magazine, 2024 - Wiley Online Library
Sequential decision‐making involves making informed decisions based on continuous
interactions with a complex environment. This process is ubiquitous in various applications …

Causal contextual bandits with one-shot data integration

C Subramanian, B Ravindran - Frontiers in Artificial Intelligence, 2024 - frontiersin.org
We study a contextual bandit setting where the agent has access to causal side information,
in addition to the ability to perform multiple targeted experiments corresponding to …

Anonymous bandits for multi-user systems

H Esfandiari, V Mirrokni… - Advances in Neural …, 2022 - proceedings.neurips.cc
In this work, we present and study a new framework for online learning in systems with
multiple users that provide user anonymity. Specifically, we extend the notion of bandits to …

Optimal Batched Linear Bandits

X Ren, T Jin, P Xu - arXiv preprint arXiv:2406.04137, 2024 - arxiv.org
We introduce the E $^ 4$ algorithm for the batched linear bandit problem, incorporating an
Explore-Estimate-Eliminate-Exploit framework. With a proper choice of exploration rate, we …

Communication and Computationally Efficient Learning Algorithms

OAH Habib - 2024 - search.proquest.com
The growing availability of data and rapid advancements in machine learning are
revolutionizing decision-making. Often, these data come from distributed devices with low …