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We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…
We study the decentralized multi-agent multi-armed bandit problem for agents that communicate with probability over a network defined by a $d$-regular graph. Every edge in the graph has probabilistic weight $p$ to account for the…
The use of cellular networks for massive machine-type communications (mMTC) is an appealing solution due to the availability of the existing infrastructure. However, the massive number of user equipments (UEs) poses a significant challenge…
This work introduces a framework for analyzing the Age of Incorrect Information (AoII) in a real-time monitoring system with a generic discrete-time Markov source. We study a noisy communication system employing a hybrid automatic repeat…
Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…
In this paper we study the online learning problem involving rested and restless multiarmed bandits with multiple plays. The system consists of a single player/user and a set of K finite-state discrete-time Markov chains (arms) with unknown…
In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…
We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline policy which is known to perform well on the task. To…
We study the stochastic multi-armed bandit problem and design new policies that enjoy both worst-case optimality for expected regret and light-tailed risk for regret distribution. Specifically, our policy design (i) enjoys the worst-case…
Cognitive ad-hoc networks allow users to access an unlicensed/shared spectrum without the need for any coordination via a central controller and are being envisioned for futuristic ultra-dense wireless networks. The ad-hoc nature of…
This paper studies the minimum-age scheduling problem in a wireless sensor network where an access point (AP) monitors the state of an object via a set of sensors. The freshness of the sensed state, measured by the age-of-information (AoI),…
MIMO processing techniques in fiber optical communications have been proposed as a promising approach to meet increasing demand for information throughput. In this context, the multiple channels correspond to the multiple modes and/or…
This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…
The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…
We consider a setting where multiple players sequentially choose among a common set of actions (arms). Motivated by a cognitive radio networks application, we assume that players incur a loss upon colliding, and that communication between…
We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…
We study risk-aware offline policy learning, aiming to learn a decision rule from logged data that is optimal under general risk criteria. This problem is crucial in high-stakes domains where online interaction is infeasible and adverse…
A Tree Markov Decision Problem (T-MDP) is a finite-horizon MDP with a starting state $s_{1}$, in which every state is reachable from $s_{1}$ through exactly one state-action trajectory. T-MDPs arise naturally as abstractions of decision…
We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…
Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…