Related papers: Cognitive Medium Access: Exploration, Exploitation…
The piecewise-stationary bandit problem is an important variant of the multi-armed bandit problem that further considers abrupt changes in the reward distributions. The main theme of the problem is the trade-off between exploration for…
The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…
In this paper, we propose a new multi-objective contextual multi-armed bandit (MAB) problem with two objectives, where one of the objectives dominates the other objective. Unlike single-objective MAB problems in which the learner obtains a…
The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…
The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in…
We consider a rate-constrained contextual multi-armed bandit (RC-CMAB) problem, in which a group of agents are solving the same contextual multi-armed bandit (CMAB) problem. However, the contexts are observed by a remotely connected entity,…
We consider the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unknown efficiencies. One should determine the most effective method and provide its…
Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…
A wireless system with multiple channels is considered, where each channel has several transmission states. A user learns about the instantaneous state of an available channel by transmitting a control packet in it. Since probing all…
Entropy maximization and free energy minimization are general physical principles for modeling the dynamics of various physical systems. Notable examples include modeling decision-making within the brain using the free-energy principle,…
We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activities) is modeled as an arbitrary finite-state Markov chain. At…
Single-player contextual bandits are a well-studied problem in reinforcement learning that has seen applications in various fields such as advertising, healthcare, and finance. In light of the recent work on \emph{information asymmetric}…
Sequential decision making under uncertainty is studied in a mixed observability domain. The goal is to maximize the amount of information obtained on a partially observable stochastic process under constraints imposed by a fully observable…
Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…
In this paper, we investigate cost-aware joint learning and optimization for multi-channel opportunistic spectrum access in a cognitive radio system. We investigate a discrete time model where the time axis is partitioned into frames. Each…
We consider the problem of personalised news recommendation where each user consumes news in a sequential fashion. Existing personalised news recommendation methods focus on exploiting user interests and ignores exploration in…
This article investigates the problem of dynamic spectrum access for canonical wireless networks, in which the channel states are time-varying. In the most existing work, the commonly used optimization objective is to maximize the…
Over the last two decades, we have seen extensive industrial research in the area of computational advertising. In this paper, our goal is to study the performance of various online learning algorithms to identify and display the best…
In this paper, we consider the channel allocation problem for throughput maximization in cognitive radio networks with hardware-constrained secondary users. Specifically, we assume that secondary users exploit spectrum holes on a set of…