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We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…
In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…
We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…
In several realistic situations, an interactive learning agent can practice and refine its strategy before going on to be evaluated. For instance, consider a student preparing for a series of tests. She would typically take a few practice…
In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…
Regret minimization in streaming multi-armed bandits (MABs) has been studied extensively in recent years. In the single-pass setting with $K$ arms and $T$ trials, a regret lower bound of $\Omega(T^{2/3})$ has been proved for any algorithm…
Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…
Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a…
We consider the adversarial multi-armed bandit problem under delayed feedback. We analyze variants of the Exp3 algorithm that tune their step-size using only information (about the losses and delays) available at the time of the decisions,…
In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…
In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…
We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…
In this paper, we study Contextual Unsupervised Sequential Selection (USS), a new variant of the stochastic contextual bandits problem where the loss of an arm cannot be inferred from the observed feedback. In our setup, arms are associated…
We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…
The cross-learning contextual bandit problem with graphical feedback has recently attracted significant attention. In this setting, there is a contextual bandit with a feedback graph over the arms, and pulling an arm reveals the loss for…
We introduce a latency-aware contextual bandit framework that generalizes the standard contextual bandit problem, where the learner adaptively selects arms and switches decision sets under action delays. In this setting, the learner…
This paper presents a comprehensive study on the problem of Best Arm Retention (BAR), which has recently found applications in streaming algorithms for multi-armed bandits. In the BAR problem, the goal is to retain $m$ arms with the best…
Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…
We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…
Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…