11 accepted papers
Statistical parity is one of the most foundational constraints in algorithmic fairness and privacy. In this paper, we show that statistical parity can be enforced efficiently in the contextual bandit setting while retaining strong performance guarantees. Specifically, we present a meta-algorithm tha…
We study the classic problem of prediction with expert advice under bandit feedback. Our model assumes that one action, corresponding to the learner's abstention from play, has no reward or loss on every trial. We propose the CBA (Confidence-rated Bandits with Abstentions) algorithm, which exploits…
We consider the classic problem of online convex optimisation. Whereas the notion of static regret is relevant for stationary problems, the notion of switching regret is more appropriate for non-stationary problems. A switching regret is defined relative to any segmentation of the trial sequence, an…
In this paper we adapt the nearest neighbour rule to the contextual bandit problem. Our algorithm handles the fully adversarial setting in which no assumptions at all are made about the data-generation process. When combined with a sufficiently fast data-structure for (perhaps approximate) adaptive…
We consider running multiple instances of multi-armed bandit (MAB) problems in parallel. A main motivation for this study are online recommendation systems, in which each of $N$ users is associated with a MAB problem and the goal is to exploit users' similarity in order to learn users' preferences…
This paper studies a cooperative multi-armed bandit problem with $M$ agents cooperating together to solve the same instance of a $K$-armed stochastic bandit problem with the goal of maximizing the cumulative reward of agents. The agents are heterogeneous in (i) their limited access to a local subset…
We give an online algorithm and prove novel mistake and regret bounds for online binary matrix completion with side information. The mistake bounds we prove are of the form \tilde{O}(D/\gamma^2). The term 1/\gamma^2 is analogous to the usual margin term in SVM (perceptron) bounds. More specifically,…
We introduce a novel online multitask setting. In this setting each task is partitioned into a sequence of segments that is unknown to the learner. Associated with each segment is a hypothesis from some hypothesis class. We give algorithms that are designed to exploit the scenario where there are ma…
We introduce a new online learning framework where, at each trial, the learner is required to select a subset of actions from a given known action set. Each action is associated with an energy value, a reward and a cost. The sum of the energies of the actions selected cannot exceed a given energy bu…
We study the problem of completing a binary matrix in an online learning setting. On each trial we predict a matrix entry and then receive the true entry. We propose a Matrix Exponentiated Gradient algorithm [1] to solve this problem. We provide a mistake bound for the algorithm, which scales with t…
We design an online algorithm to classify the vertices of a graph. Underpinning the algorithm is the probability distribution of an Ising model isomorphic to the graph. Each classification is based on predicting the label with maximum marginal probability in the limit of zero-temperature with r…