Fair Exploration via Axiomatic Bargaining

Understand

Exploration is often necessary in online learning to maximize long-term reward, but it comes at the cost of short-term 'regret'.

• We study how this cost of exploration is shared across multiple groups.
• For example, in a clinical trial setting, patients who are assigned a sub-optimal treatment effectively incur the cost of exploration.
• When patients are associated with natural groups on the basis of, say, race or age, it is natural to ask whether the cost of exploration borne by any single group is 'fair'.