Online Bandit Download ((LINK)) Free

We provide a general technique for making online learning algorithms differentially private, in both the full information and bandit settings. Our technique applies to algorithms that aim to minimize a \emph{convex} loss function which is a sum of smaller convex loss terms, one for each data point. We modify the popular \emph{mirror descent} approach, or rather a variant called \emph{follow the approximate leader}. The technique leads to the first nonprivate algorithms for private online learning in the bandit setting. In the full information setting, our algorithms improve over the regret bounds of previous work. In many cases, our algorithms (in both settings) matching the dependence on the input length, $T$, of the \emph{optimal nonprivate} regret bounds up to logarithmic factors in $T$. Our algorithms require logarithmic space and update time.

We consider online learning in finite stochastic Markovian environments where in each time step a new reward function is chosen by an oblivious adversary. The goal of the learning agent is to compete with the best stationary policy in terms of the total reward received. In each time step the agent observes the current state and the reward associated with the last transition, however, the agent does not observe the rewards associated with other state-action pairs. The agent is assumed to know the transition probabilities. The state of the art result for this setting is a no-regret algorithm. In this paper we propose a new learning algorithm and assuming that stationary policies mix uniformly fast, we show that after T time steps, the expected regret of the new algorithm is O(T^{2/3} (ln T)^{1/3}), giving the first rigorously proved convergence rate result for the problem.

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Pricing managers at online retailers face a unique challenge. They must decide on real-time prices for a large number of products with incomplete demand information. The manager runs price experiments to learn about each product's demand curve and the profit-maximizing price. Balanced field price experiments, in practice can create high opportunity costs since a large number of customers are presented with sub-optimal prices. In this paper, we propose an alternative dynamic price experimentation policy. The proposed approach extends multi-armed bandit (MAB) algorithms, from statistical machine learning, to include microeconomic choice theory. Our automated pricing policy solves this MAB problem using a scalable distribution-free algorithm. We prove analytically that our method is asymptotically optimal for any weakly downward sloping demand curve. In a series of Monte Carlo simulations, we show that the proposed approach perform favorably compared to balanced field experiments and standard methods in dynamic pricing from computer science. In a calibrated simulation based on an existing pricing field experiment, we find that our algorithm can increase profits by 43% profits during the month of testing and 4% annually.

Keywords: dynamic pricing, ecommerce, online experiments, machine learning, multi-armed bandits, partial identification, minimax regret, non-parametric econometrics, A/B testing, field experiments

I think bandit algorithms(such as multi-armed bandit algorithms) can be considered as online algorithms because they make decision and update the parameters as data arrives. However, I can't find any articles/posts that confirm this statement.

Multi-armed bandit is a problem, not algorithm, there are multiple algorithms for solving it. Depending on your solution, you could solve it in online, or offline fashion. For example, you could decide that for a thousand of rounds you gather data by playing randomly, than use this data to estimate the expected payoffs, and given the estimate play the best arm. This would be clearly offline solution. On another hand, you could use something like $\varepsilon$-greedy, or Thompson sampling, that are online algorithms, as they adapt to incoming data, rather than processing it all-at-once.

Bandits are gangs of humans who live outside the law and find delight in violence. They form nomadic groups that ambush travelers and merchant caravans in remote locations to rob them of all their belongings. Leaders are bandits with a strong personality and charisma who manage to keep in line a mob of subordinates. In combat, they can deal heavy damage to their opponents.

Hard sample selection can effectively improve model convergence by extracting the most representative samples from a training set. However, due to the large capacity of medical images, existing sampling strategies suffer from insufficient exploitation for hard samples or high time cost for sample selection when adopted by 3D patch-based models in the field of multi-organ segmentation. In this paper, we present a novel and effective online hard patch mining (OHPM) algorithm. In our method, an average shape model that can be mapped with all training images is constructed to guide the exploration of hard patches and aggregate feedback from predicted patches. The process of hard mining is formalized as a multi-armed bandit problem and solved with bandit algorithms. With the shape model, OHPM requires negligible time consumption and can intuitively locate difficult anatomical areas during training. The employment of bandit algorithms ensures online and sufficient hard mining. We integrate OHPM with advanced segmentation networks and evaluate them on two datasets containing different anatomical structures. Comparative experiments with other sampling strategies demonstrate the superiority of OHPM in boosting segmentation performance and improving model convergence. The results in each dataset with each network suggest that OHPM significantly outperforms other sampling strategies by nearly 2% average Dice score.

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In the 12th century, the Emperor Hui Zhong is faced with an internal rebellion led by Imperial Minister Gao Qiu. The Song Dynasty comes to an end, and Gao Qiu became the new ruler. You take the role of an exiled ruler, and you must build your stats up to be able to challenge- and destroy- Gao Qiu and restore Hui Zhong to the throne. Play Bandit Kings of Ancient China online!

The last decade has witnessed many successes of deep learning-based models for industry-scale recommender systems. These models are typically trained offline in a batch manner. While being effective in capturing users' past interactions with recommendation platforms, batch learning suffers from long model-update latency and is vulnerable to system biases, making it hard to adapt to distribution shift and explore new items or user interests. Although online learning-based approaches (e.g., multi-armed bandits) have demonstrated promising theoretical results in tackling these challenges, their practical real-time implementation in large-scale recommender systems remains limited. First, the scalability of online approaches in servicing a massive online traffic while ensuring timely updates of bandit parameters poses a significant challenge. Additionally, exploring uncertainty in recommender systems can easily result in unfavorable user experience, highlighting the need for devising intricate strategies that effectively balance the trade-off between exploitation and exploration. In this paper, we introduce Online Matching: a scalable closed-loop bandit system learning from users' direct feedback on items in real time. We present a hybrid "offline + online" approach for constructing this system, accompanied by a comprehensive exposition of the end-to-end system architecture. We propose Diag-LinUCB -- a novel extension of the LinUCB algorithm -- to enable distributed updates of bandits parameter in a scalable and timely manner. We conduct live experiments in YouTube and show that Online Matching is able to enhance the capabilities of fresh content discovery and item exploration in the present platform.

We present an efficient second-order algorithm with $\tilde{O}(\frac{1}{\eta}\sqrt{T})$ regret for the bandit online multiclass problem. The regret bound holds simultaneously with respect to a family of loss functions parameterized by $\eta$, for a range of $\eta$ restricted by the norm of the competitor. The family of loss functions ranges from hinge loss ($\eta=0$) to squared hinge loss ($\eta=1$). This provides a solution to the open problem of (J. Abernethy and A. Rakhlin. An efficient bandit algorithm for $\sqrt{T}$-regret in online multiclass prediction? In COLT, 2009). We test our algorithm experimentally, showing that it also performs favorably against earlier algorithms.

In many robot navigation scenarios, the robot is able to choose between some number of operating modes. One such scenario is when a robot must decide how to trade-off online between human and tele-operation control. When little prior knowledge about the performance of each operator is known, the robot must learn online to model their abilities and be able to take advantage of the strengths of each. We present a bandit-based online candidate selection algorithm that operates in this adjustable autonomy setting and makes choices to optimize overall navigational performance. We justify this technique through such a scenario on logged data and demonstrate how the same technique can be used to optimize the use of high-resolution overhead data when its availability is limited. 2351a5e196