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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

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

In this work, we propose a multi-armed bandit-based framework for identifying a compact set of informative data instances (i.e., the prototypes) from a source dataset $S$ that best represents a given target set $T$. Prototypical examples of…

Machine Learning · Computer Science 2023-08-24 Arghya Roy Chaudhuri , Pratik Jawanpuria , Bamdev Mishra

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

In this paper we propose a flexible and efficient framework for handling multi-armed bandits, combining sequential Monte Carlo algorithms with hierarchical Bayesian modeling techniques. The framework naturally encompasses restless bandits,…

Machine Learning · Statistics 2013-10-08 Michael Cherkassky , Luke Bornn

We consider a non stationary multi-armed bandit in which the population preferences are positively and negatively reinforced by the observed rewards. The objective of the algorithm is to shape the population preferences to maximize the…

Machine Learning · Computer Science 2024-03-04 Viraj Nadkarni , D. Manjunath , Sharayu Moharir

We study the problem of combining multiple bandit algorithms (that is, online learning algorithms with partial feedback) with the goal of creating a master algorithm that performs almost as well as the best base algorithm if it were to be…

Machine Learning · Computer Science 2017-06-07 Alekh Agarwal , Haipeng Luo , Behnam Neyshabur , Robert E. Schapire

As an important psychological and social experiment, the Iterated Prisoner's Dilemma (IPD) treats the choice to cooperate or defect as an atomic action. We propose to study the behaviors of online learning algorithms in the Iterated…

Computer Science and Game Theory · Computer Science 2022-08-30 Baihan Lin , Djallel Bouneffouf , Guillermo Cecchi

We study agnostic active learning, where the goal is to learn a classifier in a pre-specified hypothesis class interactively with as few label queries as possible, while making no assumptions on the true function generating the labels. The…

Machine Learning · Computer Science 2014-07-15 Chicheng Zhang , Kamalika Chaudhuri

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

Machine Learning · Computer Science 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors under a linear observation cost. Neighbors are defined by a network graph that encodes the…

Optimization and Control · Mathematics 2020-04-09 Udari Madhushani , Naomi Ehrich Leonard

Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using…

Machine Learning · Computer Science 2018-07-27 Mark Collier , Hector Urdiales Llorens

We study the stochastic multi-armed bandit (MAB) problem where an underlying network structure enables side-observations across related actions. We use a bipartite graph to link actions to a set of unknowns, such that selecting an action…

Machine Learning · Computer Science 2026-03-30 Ashutosh Soni , Peizhong Ju , Atilla Eryilmaz , Ness B. Shroff

Conducting randomized experiments in education settings raises the question of how we can use machine learning techniques to improve educational interventions. Using Multi-Armed Bandits (MAB) algorithms like Thompson Sampling (TS) in…

Machine Learning · Computer Science 2022-08-11 Fernando J. Yanez , Angela Zavaleta-Bernuy , Ziwen Han , Michael Liut , Anna Rafferty , Joseph Jay Williams

The stochastic multi-armed bandit model is a simple abstraction that has proven useful in many different contexts in statistics and machine learning. Whereas the achievable limit in terms of regret minimization is now well known, our aim is…

Machine Learning · Statistics 2016-11-15 Emilie Kaufmann , Olivier Cappé , Aurélien Garivier

Recently, extensive studies on photonic reinforcement learning to accelerate the process of calculation by exploiting the physical nature of light have been conducted. Previous studies utilized quantum interference of photons to achieve…

Artificial Intelligence · Computer Science 2022-12-21 Hiroaki Shinkawa , Nicolas Chauvet , André Röhm , Takatomo Mihana , Ryoichi Horisaki , Guillaume Bachelier , Makoto Naruse

With the availability of big medical image data, the selection of an adequate training set is becoming more important to address the heterogeneity of different datasets. Simply including all the data does not only incur high processing…

Computer Vision and Pattern Recognition · Computer Science 2017-05-30 Benjamín Gutiérrez , Loïc Peter , Tassilo Klein , Christian Wachinger

Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward…

Machine Learning · Computer Science 2023-11-01 Ravi Kumar Kolla , Prashanth L. A. , Aditya Gopalan , Krishna Jagannathan , Michael Fu , Steve Marcus

Active learning is of great interest for many practical applications, especially in industry and the physical sciences, where there is a strong need to minimize the number of costly experiments necessary to train predictive models. However,…

Machine Learning · Computer Science 2021-12-23 Maryam Pardakhti , Nila Mandal , Anson W. K. Ma , Qian Yang

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…

Machine Learning · Computer Science 2014-11-24 Branislav Kveton , Zheng Wen , Azin Ashkan , Michal Valko
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