8 accepted papers
Bayesian posterior sampling techniques have demonstrated superior empirical performance in many exploration-exploitation settings. However, their theoretical analysis remains a challenge, especially in complex settings like reinforcement learning. In this paper, we introduce Q-Learning with Posterio…
We consider a novel dynamic pricing and learning setting where in addition to setting prices of products in sequential rounds, the seller also ex-ante commits to ‘advertising schemes’. That is, in the beginning of each round the seller can decide what kind of signal they will provide to the buyer ab…
We study the problem of allocating $T$ sequentially arriving items among $n$ homogenous agents under the constraint that each agent must receive a prespecified fraction of all items, with the objective of maximizing the agents' total valuation of items allocated to them. The agents' valuations for t…
Integer programming is a general optimization framework with a wide variety of applications, e.g., in scheduling, production planning, and graph optimization. As Integer Programs (IPs) model many provably hard to solve problems, modern IP solvers rely on heuristics. These heuristics are often human-…
We study a variant of the stochastic $K$-armed bandit problem, which we call "bandits with delayed, aggregated anonymous feedback”. In this problem, when the player pulls an arm, a reward is generated, however it is not immediately observed. Instead, at the end of each round the player observes only…
Inspired by many applications of bipartite matching in online advertising and machine learning, we study a simple and natural iterative proportional allocation algorithm: Maintain a priority score $\priority_a$ for each node $a\in \mathds{A}$ on one side of the bipartition, initialized as $\priority…
We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our main result is a high probability regret upper bound of $\ti…
We consider the linear contextual bandit problem with resource consumption, in addition to reward generation. In each round, the outcome of pulling an arm is a reward as well as a vector of resource consumptions. The expected values of these outcomes depend linearly on the context of that arm. The b…