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12/30/2022
POMRL: No-Regret Learning-to-Plan with Increasing Horizons
We study the problem of planning under model uncertainty in an online me...
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02/25/2022
Non-stationary Bandits and Meta-Learning with a Small Set of Optimal Arms
We study a sequential decision problem where the learner faces a sequenc...
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02/08/2021
EigenGame Unloaded: When playing games is better than optimizing
We build on the recently proposed EigenGame that views eigendecompositio...
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11/11/2020
Asymptotically Optimal Information-Directed Sampling
We introduce a computationally efficient algorithm for finite stochastic...
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10/20/2020
The Elliptical Potential Lemma Revisited
This note proposes a new proof and new perspectives on the so-called Ell...
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10/01/2020
EigenGame: PCA as a Nash Equilibrium
We present a novel view on principal component analysis (PCA) as a compe...
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06/18/2020
Confident Off-Policy Evaluation and Selection through Self-Normalized Importance Weighting
We consider off-policy evaluation in the contextual bandit setting for t...
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06/18/2020
Stochastic bandits with arm-dependent delays
Significant work has been recently dedicated to the stochastic delayed b...
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06/03/2020
Non-Stationary Bandits with Intermediate Observations
Online recommender systems often face long delays in receiving feedback,...
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12/06/2019
Solving Bernoulli Rank-One Bandits with Unimodal Thompson Sampling
Stochastic Rank-One Bandits (Katarya et al, (2017a,b)) are a simple fram...
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09/19/2019
Weighted Linear Bandits for Non-Stationary Environments
We consider a stochastic linear bandit model in which the available acti...
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07/05/2018
Contextual Bandits under Delayed Feedback
Delayed feedback is an ubiquitous problem in many industrial systems emp...
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07/27/2017
Max K-armed bandit: On the ExtremeHunter algorithm and beyond
This paper is devoted to the study of the max K-armed bandit problem, wh...
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03/19/2017
Bernoulli Rank-1 Bandits for Click Feedback
The probability that a user will click a search result depends both on i...
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08/10/2016
Stochastic Rank-1 Bandits
We propose stochastic rank-1 bandits, a class of online learning problem...
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09/30/2015