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Register a new userMultitask Bandit Learning Through Heterogeneous Feedback Aggregation
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In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $epsilon$-multi-player multi-armed bandit problem, in which a set of players concurrently interact with a set of arms, and for each arm, the reward distributions for all players are similar but not necessarily identical. We develop an upper confidence bound-based algorithm, RobustAgg$(epsilon)$, that adaptively aggregates rewards collected by different players. In the setting where an upper bound on the pairwise similarities of reward distributions between players is known, we achieve instance-dependent regret guarantees that depend on the amenability of information sharing across players. We complement these upper bounds with nearly matching lower bounds. In the setting where pairwise similarities are unknown, we provide a lower bound, as well as an algorithm that trades off minimax regret guarantees for adaptivity to unknown similarity structure.
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This paper addresses the problem of multiclass classification with corrupted or noisy bandit feedback. In this setting, the learner may not receive true feedback. Instead, it receives feedback that has been flipped with some non-zero probability. We propose a novel approach to deal with noisy bandit feedback based on the unbiased estimator technique. We further offer a method that can efficiently estimate the noise rates, thus providing an end-to-end framework. The proposed algorithm enjoys a mistake bound of the order of $O(sqrt{T})$ in the high noise case and of the order of $O(T^{ icefrac{2}{3}})$ in the worst case. We show our approachs effectiveness using extensive experiments on several benchmark datasets.
We formulate a new problem at the intersectionof semi-supervised learning and contextual bandits,motivated by several applications including clini-cal trials and ad recommendations. We demonstratehow Graph Convolutional Network (GCN), a semi-supervised learning approach, can be adjusted tothe new problem formulation. We also propose avariant of the linear contextual bandit with semi-supervised missing rewards imputation. We thentake the best of both approaches to develop multi-GCN embedded contextual bandit. Our algorithmsare verified on several real world datasets.
We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves $mathcal{tilde{O}}(L|X|sqrt{|A|T})$ regret with high probability, where $L$ is the horizon, $|X|$ is the number of states, $|A|$ is the number of actions, and $T$ is the number of episodes. To the best of our knowledge, our algorithm is the first to ensure $mathcal{tilde{O}}(sqrt{T})$ regret in this challenging setting; in fact it achieves the same regret bound as (Rosenberg & Mansour, 2019a) that considers an easier setting with full-information feedback. Our key technical contributions are two-fold: a tighter confidence set for the transition function, and an optimistic loss estimator that is inversely weighted by an $textit{upper occupancy bound}$.
Personalization is a crucial aspect of many online experiences. In particular, content ranking is often a key component in delivering sophisticated personalization results. Commonly, supervised learning-to-rank methods are applied, which suffer from bias introduced during data collection by production systems in charge of producing the ranking. To compensate for this problem, we leverage contextual multi-armed bandits. We propose novel extensions of two well-known algorithms viz. LinUCB and Linear Thompson Sampling to the ranking use-case. To account for the biases in a production environment, we employ the position-based click model. Finally, we show the validity of the proposed algorithms by conducting extensive offline experiments on synthetic datasets as well as customer facing online A/B experiments.
Most deep reinforcement learning algorithms are data inefficient in complex and rich environments, limiting their applicability to many scenarios. One direction for improving data efficiency is multitask learning with shared neural network parameters, where efficiency may be improved through transfer across related tasks. In practice, however, this is not usually observed, because gradients from different tasks can interfere negatively, making learning unstable and sometimes even less data efficient. Another issue is the different reward schemes between tasks, which can easily lead to one task dominating the learning of a shared model. We propose a new approach for joint training of multiple tasks, which we refer to as Distral (Distill & transfer learning). Instead of sharing parameters between the different workers, we propose to share a distilled policy that captures common behaviour across tasks. Each worker is trained to solve its own task while constrained to stay close to the shared policy, while the shared policy is trained by distillation to be the centroid of all task policies. Both aspects of the learning process are derived by optimizing a joint objective function. We show that our approach supports efficient transfer on complex 3D environments, outperforming several related methods. Moreover, the proposed learning process is more robust and more stable---attributes that are critical in deep reinforcement learning.
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