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We study the problem of real time data capture on social media. Due to the different limitations imposed by those media, but also to the very large amount of information, it is impossible to collect all the data produced by social networks…
We consider a utility maximization problem over partially observable Markov ON/OFF channels. In this network instantaneous channel states are never known, and at most one user is selected for service in every slot according to the partial…
Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…
Combinatorial Multi-Armed Bandit with fairness constraints is a framework where multiple arms form a super arm and can be pulled in each round under uncertainty to maximize cumulative rewards while ensuring the minimum average reward…
We consider information filtering, in which we face a stream of items too voluminous to process by hand (e.g., scientific articles, blog posts, emails), and must rely on a computer system to automatically filter out irrelevant items. Such…
Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…
We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…
While the objective in traditional multi-armed bandit problems is to find the arm with the highest mean, in many settings, finding an arm that best captures information about other arms is of interest. This objective, however, requires…
We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…
We study a Combinatorial Multi-Bandit Problem motivated by applications in energy systems management. Given multiple probabilistic multi-arm bandits with unknown outcome distributions, the task is to optimize the value of a combinatorial…
Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…
We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best…
Dynamic spectrum access problem is an important problem that allows a wireless sub-network to use channels temporarily unoccupied by the parent network for minimizing the spectrum waste. Previous work has shown that the sequential channel…
The target of $\mathcal{X}$-armed bandit problem is to find the global maximum of an unknown stochastic function $f$, given a finite budget of $n$ evaluations. Recently, $\mathcal{X}$-armed bandits have been widely used in many situations.…
Consider a multi-phase project management problem where the decision maker needs to deal with two issues: (a) how to allocate resources to projects within each phase, and (b) when to enter the next phase, so that the total expected reward…
We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…
We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…
This paper studies a multi-armed bandit (MAB) version of the range-searching problem. In its basic form, range searching considers as input a set of points (on the real line) and a collection of (real) intervals. Here, with each specified…
In light of the COVID-19 pandemic, it is an open challenge and critical practical problem to find a optimal way to dynamically prescribe the best policies that balance both the governmental resources and epidemic control in different…
Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users in order to gain information that will lead to…