8 papers
Block Optimism for Nonstationary Bandits with Latent Linear Dynamics
Taehyun Hwang, Hyunjun Choi, Heesang Ann +1
We study an endogenous nonstationary stochastic bandit problem with latent linear dynamics, where actions affect both immediate rewards and the future evolution of an unobserved la…
Linear Ensemble Sampling with Smaller Ensembles
Taehyun Hwang, Min-hwan Oh
Ensemble sampling offers a practical approach to randomized exploration by maintaining a collection of models, but how small an ensemble can be while retaining strong regret guaran…
Generalized Linear Bandits with Memory
Heesang Ann, Hyunjun Choi, Taehyun Hwang +3
We study generalized linear bandits with memory, an endogenous non-stationary setting in which rewards depend on past actions through a finite memory matrix. Building on prior work…
Diversified Multinomial Logit Contextual Bandits
Heesang Ann, Taehyun Hwang, Min-hwan Oh
Existing contextual multinomial logit (MNL) bandits model relevance-driven choice but ignore the potential benefits of within-assortment diversity, while submodular/combinatorial b…
Blessings of Multiple Good Arms in Multi-Objective Linear Bandits
Heesang Ann, Min-hwan Oh
The multi objective bandit setting has traditionally been regarded as more complex than the single objective case, as multiple objectives must be optimized simultaneously. In contr…
Tractable Multinomial Logit Contextual Bandits with Non-Linear Utilities
Taehyun Hwang, Dahngoon Kim, Min-hwan Oh
We study the multinomial logit (MNL) contextual bandit problem for sequential assortment selection. Although most existing research assumes utility functions to be linear in item f…
Thompson Sampling for Multi-Objective Linear Contextual Bandit
Somangchan Park, Heesang Ann, Min-hwan Oh
We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \tex…
Linear Bandits with Partially Observable Features
Wonyoung Kim, Sungwoo Park, Garud Iyengar +2
We study the linear bandit problem that accounts for partially observable features. Without proper handling, unobserved features can lead to linear regret in the decision horizon $…