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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Contextual Bandits with Knapsacks for a Conversion Model
2022-06-01 · via stat.ML updates on arXiv.org

We consider contextual bandits with knapsacks, with an underlying structure between rewards generated and cost vectors suffered. We do so motivated by sales with commercial discounts. At each round, given the stochastic i.i.d.\ context $\mathbf{x}_t$ and the arm picked $a_t$ (corresponding, e.g., to a discount level), a customer conversion may be obtained, in which case a reward $r(a,\mathbf{x}_t)$ is gained and vector costs $c(a_t,\mathbf{x}_t)$ are suffered (corresponding, e.g., to losses of earnings). Otherwise, in the absence of a conversion, the reward and costs are null. The reward and costs achieved are thus coupled through the binary variable measuring conversion or the absence thereof. This underlying structure between rewards and costs is different from the linear structures considered by Agrawal and Devanur [2016] (but we show that the techniques introduced in the present article may also be applied to the case of these linear structures). The adaptive policies exhibited solve at each round a linear program based on upper-confidence estimates of the probabilities of conversion given $a$ and $\mathbf{x}$. This kind of policy is most natural and achieves a regret bound of the typical order (OPT/$B$) $\sqrt{T}$, where $B$ is the total budget allowed, OPT is the optimal expected reward achievable by a static policy, and $T$ is the number of rounds.