Related papers: Bandit Algorithms for Tree Search
We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…
Search algorithms for the bandit problems are applicable in materials discovery. However, the objectives of the conventional bandit problem are different from those of materials discovery. The conventional bandit problem aims to maximize…
We propose a novel variant of the UCB algorithm (referred to as Efficient-UCB-Variance (EUCBV)) for minimizing cumulative regret in the stochastic multi-armed bandit (MAB) setting. EUCBV incorporates the arm elimination strategy proposed in…
By leveraging the representation power of deep neural networks, neural upper confidence bound (UCB) algorithms have shown success in contextual bandits. To further balance the exploration and exploitation, we propose…
Motivated by the pressing need for efficient optimization in online recommender systems, we revisit the cascading bandit model proposed by Kveton et al. (2015). While Thompson sampling (TS) algorithms have been shown to be empirically…
Classic no-regret multi-armed bandit algorithms, including the Upper Confidence Bound (UCB), Hedge, and EXP3, are inherently unfair by design. Their unfairness stems from their objective of playing the most rewarding arm as frequently as…
Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…
Cascading bandit (CB) is a popular model for web search and online advertising, where an agent aims to learn the $K$ most attractive items out of a ground set of size $L$ during the interaction with a user. However, the stationary CB model…
The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…
In this work, we develop the Batch Belief Trees (BBT) algorithm for motion planning under motion and sensing uncertainties. The algorithm interleaves between batch sampling, building a graph of nominal trajectories in the state space, and…
In many application domains (e.g., recommender systems, intelligent tutoring systems), the rewards associated to the actions tend to decrease over time. This decay is either caused by the actions executed in the past (e.g., a user may get…
Models of intrinsic motivation present an important means to produce sensible behaviour in the absence of extrinsic rewards. Applications in video games are varied, and range from intrinsically motivated general game-playing agents to…
Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…
We study the $\textit{single-index bandit}$ problem, where rewards depend on an unknown one-dimensional projection of high-dimensional contexts through an unknown reward function. This model extends linear and generalized linear bandits to…
In this paper, we propose and study opportunistic contextual bandits - a special case of contextual bandits where the exploration cost varies under different environmental conditions, such as network load or return variation in…
Recent results have shown that the MCTS algorithm (a new, adaptive, randomized optimization algorithm) is effective in a remarkably diverse set of applications in Artificial Intelligence, Operations Research, and High Energy Physics. MCTS…
Upper Confidence Bound (UCB) method is arguably the most celebrated one used in online decision making with partial information feedback. Existing techniques for constructing confidence bounds are typically built upon various concentration…
Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…
Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…
We study the corrupted bandit problem, i.e. a stochastic multi-armed bandit problem with $k$ unknown reward distributions, which are heavy-tailed and corrupted by a history-independent adversary or Nature. To be specific, the reward…