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We present conservative distributed multi-task learning in stochastic linear contextual bandits with heterogeneous agents. This extends conservative linear bandits to a distributed setting where M agents tackle different but related tasks…

Machine Learning · Computer Science 2025-04-29 Jiabin Lin , Shana Moothedath

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

In the Internet-of-Things (IoT) systems, there are plenty of informative data provided by a massive number of IoT devices (e.g., sensors). Learning a function from such data is of great interest in machine learning tasks for IoT systems.…

Machine Learning · Computer Science 2020-11-19 Jeongmin Chae , Songnam Hong

In the problem of online learning for changing environments, data are sequentially received one after another over time, and their distribution assumptions may vary frequently. Although existing methods demonstrate the effectiveness of…

Machine Learning · Computer Science 2023-07-18 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Christan Grant , Feng Chen

The explosion in mobile data traffic together with the ever-increasing expectations for higher quality of service call for the development of AI algorithms for wireless network optimization. In this paper, we investigate how to learn…

Artificial Intelligence · Computer Science 2021-11-17 Miguel Suau , Alexandros Agapitos , David Lynch , Derek Farrell , Mingqi Zhou , Aleksandar Milenovic

Contextual bandit algorithms have been recently studied under the federated learning setting to satisfy the demand of keeping data decentralized and pushing the learning of bandit models to the client side. But limited by the required…

Machine Learning · Computer Science 2022-10-14 Chuanhao Li , Hongning Wang

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

Machine Learning · Computer Science 2021-01-07 Branislav Kveton , Martin Mladenov , Chih-Wei Hsu , Manzil Zaheer , Csaba Szepesvari , Craig Boutilier

In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…

Machine Learning · Computer Science 2017-02-21 Adish Singla , Hamed Hassani , Andreas Krause

We propose combinatorial cascading bandits, a class of partial monitoring problems where at each step a learning agent chooses a tuple of ground items subject to constraints and receives a reward if and only if the weights of all chosen…

Machine Learning · Computer Science 2015-11-18 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel…

Machine Learning · Statistics 2023-02-07 Jeffrey Chan , Aldo Pacchiano , Nilesh Tripuraneni , Yun S. Song , Peter Bartlett , Michael I. Jordan

We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…

Machine Learning · Statistics 2022-07-19 Zhimei Ren , Zhengyuan Zhou

We present and study a partial-information model of online learning, where a decision maker repeatedly chooses from a finite set of actions, and observes some subset of the associated losses. This naturally models several situations where…

Machine Learning · Computer Science 2014-10-01 Noga Alon , Nicolò Cesa-Bianchi , Claudio Gentile , Shie Mannor , Yishay Mansour , Ohad Shamir

In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…

Networking and Internet Architecture · Computer Science 2019-01-24 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online…

Artificial Intelligence · Computer Science 2020-09-15 Baihan Lin , Djallel Bouneffouf , Guillermo Cecchi , Irina Rish

We study an online learning problem in general-sum Stackelberg games, where players act in a decentralized and strategic manner. We study two settings depending on the type of information for the follower: (1) the limited information…

Machine Learning · Computer Science 2025-05-06 Yaolong Yu , Haipeng Chen

Advances in reinforcement learning research have demonstrated the ways in which different agent-based models can learn how to optimally perform a task within a given environment. Reinforcement leaning solves unsupervised problems where…

Machine Learning · Computer Science 2022-11-03 Herkulaas Combrink , Vukosi Marivate , Benjamin Rosman

We consider a general online resource allocation model with bandit feedback and time-varying demands. While online resource allocation has been well studied in the literature, most existing works make the strong assumption that the demand…

Machine Learning · Computer Science 2023-06-13 Lixing Lyu , Wang Chi Cheung

How can non-communicating agents learn to share congested resources efficiently? This is a challenging task when the agents can access the same resource simultaneously (in contrast to multi-agent multi-armed bandit problems) and the…

Multiagent Systems · Computer Science 2021-05-13 Tomer Boyarski , Amir Leshem , Vikram Krishnamurthy

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

Machine Learning · Computer Science 2018-07-09 Tanner Fiez , Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff