Learning effective negotiation strategies poses two key challenges: the exploration-exploitation dilemma and dealing with large action spaces. However, there is an absence of learning-based approaches that effectively address these challenges in negotiation. This paper introduces a comprehensive formulation to tackle various negotiation problems. Our approach leverages contextual combinatorial multi-armed bandits, with the bandits resolving the exploration-exploitation dilemma, and the combinatorial nature handles large action spaces. Building upon this formulation, we introduce NegUCB, a novel method that also handles common issues such as partial observations and complex reward functions in negotiation. NegUCB is contextual and tailored for full-bandit feedback without constraints on the reward functions. Under mild assumptions, it ensures a sub-linear regret upper bound. Experiments conducted on three negotiation tasks demonstrate the superiority of our approach.
Personalized recommendations for new users, also known as the cold-start problem, can be formulated as a contextual bandit problem. Existing contextual bandit algorithms generally rely on features alone to capture user variability. Such methods are inefficient in learning new users' interests. In this paper we propose Latent Contextual Bandits. We consider both the benefit of leveraging a set of learned latent user classes for new users, and how we can learn such latent classes from prior users. We show that our approach achieves a better regret bound than existing algorithms. We also demonstr…
Microsoft Research, Asia（微软亚洲研究院）；Tsinghua University（清华大学）
Balancing exploration and exploitation (EE) is a fundamental problem in contex-tual bandit. One powerful principle for EE trade-off isOptimism in Face of Uncer-tainty(OFU), in which the agent takes the action according to an upper confidencebound (UCB) of reward. OFU has achieved (near-)optimal regret bound for lin-ear/kernel contextual bandits. However, it is in general unknown how to deriveefficient and effective EE trade-off methods for non-linearcomplex tasks, suchas contextual bandit with deep neural network as the reward function. In thispaper, we propose a novel OFU algorithm namedregul…
Columbia University（哥伦比亚大学）；IBM Thomas J. Watson Research Center（IBM托马斯·J·沃森研究中心）
We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online clustering. Our approach starts with an off-line pre-training on unlabeled history of contexts (which can be exploited by our approach, but not by the standard contextual bandit), followed by an online selection and adaptation of encoders. Specifically, given an input sample (context), the proposed approach selects the most appropriate encoding function to extract a…
Google Research（谷歌研究院）；John Hopcroft Center（约翰·霍普克罗夫特中心）；Shanghai Jiao Tong University（上海交通大学）
Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this problem within the generalized linear setting, and design and analyze upper confidence algorithms for it. Our analysis delivers tight regret bounds which, when specialized to vanilla cascading bandits, results in sharper guarantees than previously available in the literature. We evaluate our algorithms on a number of real-world datasets, and show significantly imp…
We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be observed("missing rewards"). This new problem is motivated by certain online settings including clinical trial and ad recommendation applications. In order to address the missing rewards setting, we propose to combine the standard contextual bandit approach with an unsupervised learning mechanism such as clustering. Unlike standard contextual bandit methods, by …
University of Arkansas（阿肯色大学）；Penn State University（宾夕法尼亚州立大学）；Worcester Polytechnic Institute（伍斯特理工学院）
Personalized recommendation based on multi-arm bandit (MAB) algorithms has shown to lead to high utility and efficiency as it can dynamically adapt the recommendation strategy based on feedback. However, unfairness could incur in personalized recommendation. In this paper, we study how to achieve user-side fairness in personalized recommendation. We formulate our fair personalized recommendation as a modified contextual bandit and focus on achieving fairness on the individual whom is being recommended an item as opposed to achieving fairness on the items that are being recommended. We introduc…
As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest, rather than requiring access to explicit labels which can be difficult to acquire in many tasks. We approach such problems with the framework of federated contextual bandits, and develop variants of prominent contextual bandit algorithms from the centralized seting for the federated setting. We carefully evaluate these algorithms in a range of scenarios simul…
McGill University（麦吉尔大学）；University of Agder（阿格德大学）
This paper introduces an interpretable contextual bandit algorithm using Tsetlin Machines, which solves complex pattern recognition tasks using propositional logic. The proposed bandit learning algorithm relies on straightforward bit manipulation, thus simplifying computation and interpretation. We then present a mechanism for performing Thompson sampling with Tsetlin Machine, given its non-parametric nature. Our empirical analysis shows that Tsetlin Machine as a base contextual bandit learner outperforms other popular base learners on eight out of nine datasets. We further analyze the interpr…
We introduce a new and completely online contextual bandit algorithm called Gated Linear Contextual Bandits (GLCB). This algorithm is based on Gated Linear Networks (GLNs), a recently introduced deep learning architecture with properties well-suited to the online setting. Leveraging data-dependent gating properties of the GLN we are able to estimate prediction uncertainty with effectively zero algorithmic overhead. We empirically evaluate GLCB compared to 9 state-of-the-art algorithms that leverage deep neural networks, on a standard benchmark suite of discrete and continuous contextual bandit…
IBM Thomas J. Watson Research Center（IBM托马斯·J·沃森研究中心）；Orange Labs（Orange实验室）
We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation is motivated by different online problems arising in clinical trials, recommender systems and attention modeling. Herein, we adapt the standard multi-armed bandit algorithm known as Thompson Sampling to take advantage of our restricted context setting, and propose two novel algorithms, called the Thompson Sampling with Restricted Context(TSRC) and the Window…
In this paper, we propose and study opportunistic contextual bandits - a special case of contextual bandits where the exploration cost varies under different environmental conditions, such as network load or return variation in recommendations. When the exploration cost is low, so is the actual regret of pulling a sub-optimal arm (e.g., trying a suboptimal recommendation). Therefore, intuitively, we could explore more when the exploration cost is relatively low and exploit more when the exploration cost is relatively high. Inspired by this intuition, for opportunistic contextual bandits with L…
We propose a method for generating simulated contextual bandit environments for personalization tasks from recommendation datasets like MovieLens, Netflix, Last.fm, Million Song, etc. This allows for personalization environments to be developed based on real-life data to reflect the nuanced nature of real-world user interactions. The obtained environments can be used to develop methods for solving personalization tasks, algorithm benchmarking, model simulation, and more. We demonstrate our approach with numerical examples on MovieLens and IMDb datasets.
This paper is a scoping study to identify current methods used in handling sparse data with contextual bandits in web settings. The area is highly current and state of the art methods are identified. The years 2017-2020 are investigated, and 19 method articles are identified, and two review articles. Five categories of methods are described, making it easy to choose how to address sparse data using contextual bandits with a method available for modification in the specific setting of concern. In addition, each method has multiple techniques to choose from for future evaluation. The problem are…
Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in many applications where rewards are binary. However, most theoretical analyses on contextual bandits so far are on linear bandits. In this work, we propose an upper confidence bound based algorithm for generalized linear contextual bandits, which achieves an $\tilde{O}(\sqrt{dT})$ regret over $T$ rounds with $d$ dimensional feature vectors. This regret matc…
This paper extends the Distributionally Robust Optimization (DRO) approach for offline contextual bandits. Specifically, we leverage this framework to introduce a convex reformulation of the Counterfactual Risk Minimization principle. Besides relying on convex programs, our approach is compatible with stochastic optimization, and can therefore be readily adapted tothe large data regime. Our approach relies on the construction of asymptotic confidence intervals for offline contextual bandits through the DRO framework. By leveraging known asymptotic results of robust estimators, we also show how…
University of California, Davis（加州大学戴维斯分校）；University of California, Los Angeles（加州大学洛杉矶分校）
The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning algorithms, contextual bandit algorithms often have one or more hyper-parameters. As an example, in most optimal stochastic contextual bandit algorithms, there is an unknown exploration parameter which controls the trade-off between exploration and exploitation. A proper choice of the hyper-parameters is essential for contextual bandit algorithms to perform wel…
Chalmers University of Technology（查尔姆斯理工大学）；Volvo Car Corporation（沃尔沃汽车公司）
Bottleneck identification is a challenging task in network analysis, especially when the network is not fully specified. To address this task, we develop a unified online learning framework based on combinatorial semi-bandits that performs bottleneck identification in parallel with learning the specifications of the underlying network. Within this framework, we adapt and study various combinatorial semi-bandit methods such as epsilon-greedy, LinUCB, BayesUCB, NeuralUCB, and Thompson Sampling. In addition, our framework is capable of using contextual information in the form of contextual bandit…
University of Virginia（弗吉尼亚大学）；University of California, Los Angeles（加利福尼亚大学洛杉矶分校）
Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural network parameter space to obtain nearly optimal regret, the resulting computational cost is prohibitively high. We perturb the rewards when updating the neural network to eliminate the need of explicit exploration and the corresponding computational overhead. We prove that a $\tilde{O}(\tilde{d}\sqrt{T})$ regret upper bound is still achievable under standar…
We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed solely for one of the regimes are known to be sub-optimal for the alternate regime. We design a single computationally efficient algorithm that simultaneously obtains problem-dependent optimal regret rates in the simple multi-armed bandit regime and minimax optimal regret rates in the linear contextual bandit regime, without knowing a priori which of the two m…
We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the context used at each decision may be corrupted ("useless context"). This new problem is motivated by certain on-line settings including clinical trial and ad recommendation applications. In order to address the corrupted-context setting,we propose to combine the standard contextual bandit approach with a classical multi-armed bandit mechanism. Unlike standard contextual bandit methods, we are able to learn from all iteration, eve…
Contextual bandit is a general framework for online learning in sequential decision-making problems that has found application in a wide range of domains, including recommendation systems, online advertising, and clinical trials. A critical aspect of bandit methods is that they require to observe the contexts --i.e., individual or group-level data-- and rewards in order to solve the sequential problem. The large deployment in industrial applications has increased interest in methods that preserve the users' privacy. In this paper, we introduce a privacy-preserving bandit framework based on hom…
We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii) missing observations exist in the collected data. Unobserved confounders lead to a confounding bias and missing observations cause bias and inefficiency problems. To overcome these challenges and learn the optimal policy from the observed dataset, we present a new algorithm called Causal-Adjusted Pessimistic (CAP) policy learning, which forms the reward functi…
This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles. Some of these adaptations are achieved through bootstrapping or approximate bootstrapping, while others rely on other forms of randomness, resulting in more scalable approaches than previous works, and the ability to work with any type of classification algorithm. In particular, the Adaptive-Greedy algorithm shows a lot of promise, in many cases achieving better performanc…
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 approximate the unknown reward function. We resolve the open problem of proving sublinear regret bounds in this setting for general context sequences, considering both fully-connected and convolutional networks. To this end, we first analyze NTK-UCB, a kernelized bandit optimization algorithm employing the Neural Tangent Kernel (NTK), and bound its regret in terms of…
We study a nonparametric contextual bandit problem where the expected reward functions belong to a Hölder class with smoothness parameter $β$. We show how this interpolates between two extremes that were previously studied in isolation: non-differentiable bandits ($β\leq1$), where rate-optimal regret is achieved by running separate non-contextual bandits in different context regions, and parametric-response bandits (satisfying $β=\infty$), where rate-optimal regret can be achieved with minimal or no exploration due to infinite extrapolatability. We develop a novel algorithm that carefully adju…
IBM Thomas J. Watson Research Center（IBM托马斯·J·沃森研究中心）；Strasbourg University（斯特拉斯堡大学）；CNRS（法国国家科学研究中心）
We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a parameter that is tuned by the user. However, our proposed algorithm learn to choose the right exploration parameters in an online manner based on the observed context, and the immediate reward received for the chosen action. We have presented here two algorithms that uses a bandit to find the optimal exploration of the contextual bandit algorithm, which we …
Massachusetts Institute of Technology（麻省理工学院）；Microsoft Research（微软研究院）；University of Southern California（南加州大学）
In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.
Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with respect to a currently deployed policy. Many of the existing constraint-aware algorithms consider problems with a single objective (the reward) and a constraint on the reward with respect to a baseline policy. However, many important applications involve multiple competing objectives and auxiliary constraints. In this paper, we propose a novel Thompson sampling al…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an essential role in the user's actions, and thus the rewards. Clustering similar users can improve the quality of reward estimation, which in turn leads to more effective content recommendation and targeted advertising. Different from traditional clustering settings, we cluster users based on the unknown bandit parameters, which will be estimated incrementally. In …
Contextual bandits provide an effective way to model the dynamic data problem in ML by leveraging online (incremental) learning to continuously adjust the predictions based on changing environment. We explore details on contextual bandits, an extension to the traditional reinforcement learning (RL) problem and build a novel algorithm to solve this problem using an array of action-based learners. We apply this approach to model an article recommendation system using an array of stochastic gradient descent (SGD) learners to make predictions on rewards based on actions taken. We then extend the a…
Contextual bandit algorithms are widely used in domains where it is desirable to provide a personalized service by leveraging contextual information, that may contain sensitive information that needs to be protected. Inspired by this scenario, we study the contextual linear bandit problem with differential privacy (DP) constraints. While the literature has focused on either centralized (joint DP) or local (local DP) privacy, we consider the shuffle model of privacy and we show that is possible to achieve a privacy/utility trade-off between JDP and LDP. By leveraging shuffling from privacy and …
Microsoft Research（微软研究院）；University of Maryland（马里兰大学）；Yale University（耶鲁大学）
We investigate the feasibility of learning from a mix of both fully-labeled supervised data and contextual bandit data. We specifically consider settings in which the underlying learning signal may be different between these two data sources. Theoretically, we state and prove no-regret algorithms for learning that is robust to misaligned cost distributions between the two sources. Empirically, we evaluate some of these algorithms on a large selection of datasets, showing that our approach is both feasible and helpful in practice.
Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using epsilon-greedy exploration policies. Here we present a deep learning framework for contextual multi-armed bandits that is both non-linear and enables principled exploration at the same time. We tackle the exploration vs. exploitation trade-off through Thompson sampling by exploiting the connection between inference time dropout and sampling from the posterior over …
To address the contextual bandit problem, we propose an online random forest algorithm. The analysis of the proposed algorithm is based on the sample complexity needed to find the optimal decision stump. Then, the decision stumps are assembled in a random collection of decision trees, Bandit Forest. We show that the proposed algorithm is optimal up to logarithmic factors. The dependence of the sample complexity upon the number of contextual variables is logarithmic. The computational cost of the proposed algorithm with respect to the time horizon is linear. These analytical results allow the p…
Over the past decade, contextual bandit algorithms have been gaining in popularity due to their effectiveness and flexibility in solving sequential decision problems---from online advertising and finance to clinical trial design and personalized medicine. At the same time, there are, as of yet, surprisingly few options that enable researchers and practitioners to simulate and compare the wealth of new and existing bandit algorithms in a standardized way. To help close this gap between analytical research and empirical evaluation the current paper introduces the object-oriented R package "conte…
COBRA: Contextual Bandit Algorithm for Ensuring Truthful Strategic Agents
Singapore-MIT Alliance for Research and Technology（新加坡-麻省理工联合研究技术联盟）；Faculty of ISEE, Kyushu University（九州大学信息科学系）；Department of Computer Science, National University of Singapore（新加坡国立大学计算机科学系）
Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the users. While personalization creates a rich user experience that reflect individual interests, there are benefits of a shared experience across a community that enable participation in the zeitgeist. Such benefits are emergent through network effects and are not captured in regret metrics typically employed in evaluating bandits. To balance these needs, we propos…
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 estimation problems along the path of learning. We develop algorithms for contextual bandits with linear payoffs that integrate balancing methods from the causal inference literature in their estimation to make it less prone to problems of estimation bias. We provide the first regret bound analyses for linear contextual bandits with balancing and show that our al…
New York University（纽约大学）；University of Arizona（亚利桑那大学）；Microsoft Research（微软研究院）
We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a general sense and verify the new functionality with large-scale experiments.
University of California, Davis（加州大学戴维斯分校）；University of California, Los Angeles（加州大学洛杉矶分校）；Amazon（亚马逊）
Stochastic linear contextual bandit algorithms have substantial applications in practice, such as recommender systems, online advertising, clinical trials, etc. Recent works show that optimal bandit algorithms are vulnerable to adversarial attacks and can fail completely in the presence of attacks. Existing robust bandit algorithms only work for the non-contextual setting under the attack of rewards and cannot improve the robustness in the general and popular contextual bandit environment. In addition, none of the existing methods can defend against attacked context. In this work, we provide t…
Contextual bandits have the same exploration-exploitation trade-off as standard multi-armed bandits. On adding positive externalities that decay with time, this problem becomes much more difficult as wrong decisions at the start are hard to recover from. We explore existing policies in this setting and highlight their biases towards the inherent reward matrix. We propose a rejection based policy that achieves a low regret irrespective of the structure of the reward probability matrix.
We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one decision was better than the other. We focus on the regret minimization problem under realizability, where the feedback is generated by a pairwise preference matrix that is well-specified by a given function class $\mathcal F$. We provide a new algorithm that achieves the optimal regret rate for a new notion of best response regret, which is a strictly stronge…
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 estimation problems along the path of learning. We study a consideration for the exploration vs. exploitation framework that does not arise in multi-armed bandits but is crucial in contextual bandits; the way exploration and exploitation is conducted in the present affects the bias and variance in the potential outcome model estimation in subsequent stages of lea…
University of Maryland（马里兰大学）；Microsoft Research（微软研究院）
We describe MELEE, a meta-learning algorithm for learning a good exploration policy in the interactive contextual bandit setting. Here, an algorithm must take actions based on contexts, and learn based only on a reward signal from the action taken, thereby generating an exploration/exploitation trade-off. MELEE addresses this trade-off by learning a good exploration strategy for offline tasks based on synthetic data, on which it can simulate the contextual bandit setting. Based on these simulations, MELEE uses an imitation learning strategy to learn a good exploration policy that can then be a…
Contextual bandit algorithms have many applicants in a variety of scenarios. In order to develop trustworthy contextual bandit systems, understanding the impacts of various adversarial attacks on contextual bandit algorithms is essential. In this paper, we propose a new class of attacks: action poisoning attacks, where an adversary can change the action signal selected by the agent. We design action poisoning attack schemes against linear contextual bandit algorithms in both white-box and black-box settings. We further analyze the cost of the proposed attack strategies for a very popular and w…
The Chinese University of Hong Kong（香港中文大学）；Chongqing University（重庆大学）；Bytedance AI Lab（字节跳动人工智能实验室）
Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual bandit algorithms is often slow due to the need for extensive exploration. This poses a critical issue in applications like recommender systems, since users may need to provide feedbacks on a lot of uninterested items. To accelerate the learning speed, we generalize contextual bandit to conversational contextual bandit. Conversational contextual bandit leverages …
Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data usually tend to be high-dimensional, which leads to new challenges for traditional linear bandits mostly designed for the setting of low-dimensional contextual data. Due to the curse of dimensionality, there are two challenges in most of the current bandit algorithms: the first is high time-complexity; and the second is extreme large upper regret bounds with hig…
