ﻻ يوجد ملخص باللغة العربية
Contextual bandits often provide simple and effective personalization in decision making problems, making them popular tools to deliver personalized interventions in mobile health as well as other health applications. However, when bandits are deployed in the context of a scientific study -- e.g. a clinical trial to test if a mobile health intervention is effective -- the aim is not only to personalize for an individual, but also to determine, with sufficient statistical power, whether or not the systems intervention is effective. It is essential to assess the effectiveness of the intervention before broader deployment for better resource allocation. The two objectives are often deployed under different model assumptions, making it hard to determine how achieving the personalization and statistical power affect each other. In this work, we develop general meta-algorithms to modify existing algorithms such that sufficient power is guaranteed while still improving each users well-being. We also demonstrate that our meta-algorithms are robust to various model mis-specifications possibly appearing in statistical studies, thus providing a valuable tool to study designers.
We address multi-armed bandits (MAB) where the objective is to maximize the cumulative reward under a probabilistic linear constraint. For a few real-world instances of this problem, constrained extensions of the well-known Thompson Sampling (TS) heu
We derive improved regret bounds for the Tsallis-INF algorithm of Zimmert and Seldin (2021). We show that in adversarial regimes with a $(Delta,C,T)$ self-bounding constraint the algorithm achieves $mathcal{O}left(left(sum_{i eq i^*} frac{1}{Delta_i}
We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special case, but
In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging from clin
This paper studies regret minimization in multi-armed bandits, a classical online learning problem. To develop more statistically-efficient algorithms, we propose to use the assumption of a random-effect model. In this model, the mean rewards of arms