66 research outputs found

    Dual Instrumental Method for Confounded Kernelized Bandits

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    The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more sensible setting where the noise becomes a latent confounder that affects both contexts and rewards. Such a confounded setting is more realistic and could expand to a broader range of applications. However, the unresolved confounder will cause a bias in reward function estimation and thus lead to a large regret. To deal with the challenges brought by the confounder, we apply the dual instrumental variable regression, which can correctly identify the true reward function. We prove the convergence rate of this method is near-optimal in two types of widely used reproducing kernel Hilbert spaces. Therefore, we can design computationally efficient and regret-optimal algorithms based on the theoretical guarantees for confounded bandit problems. The numerical results illustrate the efficacy of our proposed algorithms in the confounded bandit setting

    Stochastic Graph Bandit Learning with Side-Observations

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    In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the best of our knowledge, our algorithm is the first to provide a gap-dependent upper bound in this stochastic setting, bridging the research gap left by the work in [35]. In comparison to [31,33,35], our method offers improved regret upper bounds and does not require knowledge of graphical quantities. We conduct numerical experiments to demonstrate the computational efficiency and effectiveness of our approach in terms of regret upper bounds. These findings highlight the significance of our algorithm in advancing the field of stochastic contextual bandits with graph feedback, opening up avenues for practical applications in various domains.Comment: arXiv admin note: text overlap with arXiv:2010.03104 by other author

    Provably Efficient Learning in Partially Observable Contextual Bandit

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    In this paper, we investigate transfer learning in partially observable contextual bandits, where agents have limited knowledge from other agents and partial information about hidden confounders. We first convert the problem to identifying or partially identifying causal effects between actions and rewards through optimization problems. To solve these optimization problems, we discretize the original functional constraints of unknown distributions into linear constraints, and sample compatible causal models via sequentially solving linear programmings to obtain causal bounds with the consideration of estimation error. Our sampling algorithms provide desirable convergence results for suitable sampling distributions. We then show how causal bounds can be applied to improving classical bandit algorithms and affect the regrets with respect to the size of action sets and function spaces. Notably, in the task with function approximation which allows us to handle general context distributions, our method improves the order dependence on function space size compared with previous literatures. We formally prove that our causally enhanced algorithms outperform classical bandit algorithms and achieve orders of magnitude faster convergence rates. Finally, we perform simulations that demonstrate the efficiency of our strategy compared to the current state-of-the-art methods. This research has the potential to enhance the performance of contextual bandit agents in real-world applications where data is scarce and costly to obtain.Comment: 47 page

    Bus Travel Time Deviation Analysis Using Automatic Vehicle Location Data and Structural Equation Modeling

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    To investigate the influences of causes of unreliability and bus schedule recovery phenomenon on microscopic segment-level travel time variance, this study adopts Structural Equation Modeling (SEM) to specify, estimate, and measure the theoretical proposed models. The SEM model establishes and verifies hypotheses for interrelationships among travel time deviations, departure delays, segment lengths, dwell times, and number of traffic signals and access connections. The finally accepted model demonstrates excellent fitness. Most of the hypotheses are supported by the sample dataset from bus Automatic Vehicle Location system. The SEM model confirms the bus schedule recovery phenomenon. The departure delays at bus terminals and upstream travel time deviations indeed have negative impacts on travel time fluctuation of buses en route. Meanwhile, the segment length directly and negatively impacts travel time variability and inversely positively contributes to the schedule recovery process; this exogenous variable also indirectly and positively influences travel times through the existence of signalized intersections and access connections. This study offers a rational approach to analyzing travel time deviation feature. The SEM model structure and estimation results facilitate the understanding of bus service performance characteristics and provide several implications for bus service planning, management, and operation

    Room Temperature Uniaxial Magnetic Anisotropy Induced By Fe‐Islands in the InSe Semiconductor Van Der Waals Crystal

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    The controlled manipulation of the spin and charge of electrons in a semiconductor has the potential to create new routes to digital electronics beyond Moore’s law, spintronics, and quantum detection and imaging for sensing applications. These technologies require a shift from traditional semiconducting and magnetic nanostructured materials. Here, a new material system is reported, which comprises the InSe semiconductor van der Waals crystal that embeds ferromagnetic Fe-islands. In contrast to many traditional semiconductors, the electronic properties of InSe are largely preserved after the incorporation of Fe. Also, this system exhibits ferromagnetic resonances and a large uniaxial magnetic anisotropy at room temperature, offering opportunities for the development of functional devices that integrate magnetic and semiconducting properties within the same material system
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