Related papers: Adaptive-treed bandits
Motivated by clinical trials, we study bandits with observable non-compliance. At each step, the learner chooses an arm, after, instead of observing only the reward, it also observes the action that took place. We show that such…
Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…
We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…
We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…
We consider the infinitely many-armed bandit problem with rotting rewards, where the mean reward of an arm decreases at each pull of the arm according to an arbitrary trend with maximum rotting rate $\varrho=o(1)$. We show that this…
We study the problems of distributed online and bandit convex optimization against an adaptive adversary. We aim to minimize the average regret on $M$ machines working in parallel over $T$ rounds with $R$ intermittent communications.…
We investigate the challenging problem of adversarial multi-armed bandits operating under time-varying constraints, a scenario motivated by numerous real-world applications. To address this complex setting, we propose a novel primal-dual…
In this paper, we study the problem of stochastic linear bandits with finite action sets. Most of existing work assume the payoffs are bounded or sub-Gaussian, which may be violated in some scenarios such as financial markets. To settle…
We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…
In this paper, we consider stochastic multi-armed bandits (MABs) with heavy-tailed rewards, whose $p$-th moment is bounded by a constant $\nu_{p}$ for $1<p\leq2$. First, we propose a novel robust estimator which does not require $\nu_{p}$…
We consider stochastic multi-armed bandits where the expected reward is a unimodal function over partially ordered arms. This important class of problems has been recently investigated in (Cope 2009, Yu 2011). The set of arms is either…
Boosted decision trees enjoy popularity in a variety of applications; however, for large-scale datasets, the cost of training a decision tree in each round can be prohibitively expensive. Inspired by ideas from the multi-arm bandit…
We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches…
In this paper we consider the adversarial contextual bandit problem in metric spaces. The paper "Nearest neighbour with bandit feedback" tackled this problem but when there are many contexts near the decision boundary of the comparator…
This paper addresses the problem of designing efficient no-swap regret algorithms for combinatorial bandits, where the number of actions $N$ is exponentially large in the dimensionality of the problem. In this setting, designing efficient…
We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…
The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…
We study a nonparametric contextual bandit problem where the expected reward functions belong to a H\"older class with smoothness parameter $\beta$. We show how this interpolates between two extremes that were previously studied in…
We study high-probability regret bounds for adversarial $K$-armed bandits with time-varying feedback graphs over $T$ rounds. For general strongly observable graphs, we develop an algorithm that achieves the optimal regret…
We consider the thresholding bandit problem, whose goal is to find arms of mean rewards above a given threshold $\theta$, with a fixed budget of $T$ trials. We introduce LSA, a new, simple and anytime algorithm that aims to minimize the…