Related papers: Cognitive Medium Access: Exploration, Exploitation…
Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…
Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously,…
A multi-access wireless network with N transmitting nodes, each equipped with an energy harvesting (EH) device and a rechargeable battery of finite capacity, is studied. At each time slot (TS) a node is operative with a certain probability,…
We study collaborative learning in multi-agent Bayesian bandit problems, where strategic agents collectively solve the same bandit instance. While multiple agents can accelerate learning by sharing information, strategic agents might prefer…
We study the fundamental network capacity of a multi-user wireless downlink under two assumptions: (1) Channels are not explicitly measured and thus instantaneous states are unknown, (2) Channels are modeled as ON/OFF Markov chains. This is…
In this paper, we consider the distributed stochastic multi-armed bandit problem, where a global arm set can be accessed by multiple players independently. The players are allowed to exchange their history of observations with each other at…
Exploration policies in Bayesian bandits maximize the average reward over problem instances drawn from some distribution $\mathcal{P}$. In this work, we learn such policies for an unknown distribution $\mathcal{P}$ using samples from…
Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…
In this paper we investigate the problem of designing a spectrum scanning strategy to detect an intelligent Invader who wants to utilize spectrum undetected for his/her unapproved purposes. To deal with this problem we model the situation…
Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the…
Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based…
The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…
We consider a dynamic assortment selection problem, where in every round the retailer offers a subset (assortment) of $N$ substitutable products to a consumer, who selects one of these products according to a multinomial logit (MNL) choice…
In recent years, multi-armed bandit (MAB) framework has attracted a lot of attention in various applications, from recommender systems and information retrieval to healthcare and finance, due to its stellar performance combined with certain…
Many real-world problems like Social Influence Maximization face the dilemma of choosing the best $K$ out of $N$ options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses $K$ out of $N$ arms at each…
Next-generation networks are expected to be ultra-dense with a very high peak rate but relatively lower expected traffic per user. For such scenario, existing central controller based resource allocation may incur substantial signaling…
Each individual handles many tasks of finding the most profitable option from a set of options that stochastically provide rewards. Our society comprises a collection of such individuals, and the society is expected to maximise the total…
In this paper, we introduce a multi-armed bandit problem termed max-min grouped bandits, in which the arms are arranged in possibly-overlapping groups, and the goal is to find the group whose worst arm has the highest mean reward. This…
Making judicious channel access and transmission scheduling decisions is essential for improving performance as well as energy and spectral efficiency in multichannel wireless systems. This problem has been a subject of extensive study in…
We study the problem of dynamic spectrum sensing and access in cognitive radio systems as a partially observed Markov decision process (POMDP). A group of cognitive users cooperatively tries to exploit vacancies in primary (licensed)…