Related papers: Nonstochastic Multi-Armed Bandits with Graph-Struc…
Motivated by the challenges of edge inference, we study a variant of the cascade bandit model in which each arm corresponds to an inference model with an associated accuracy and error probability. We analyse four decision-making…
We model the behavioral biases of human decision-making in securing interdependent systems and show that such behavioral decision-making leads to a suboptimal pattern of resource allocation compared to non-behavioral (rational)…
The framework of feedback graphs is a generalization of sequential decision-making with bandit or full information feedback. In this work, we study an extension where the directed feedback graph is stochastic, following a distribution…
This paper examines the long-run behavior of learning with bandit feedback in non-cooperative concave games. The bandit framework accounts for extremely low-information environments where the agents may not even know they are playing a…
We study online learning in finite-horizon episodic Markov decision processes (MDPs) under the challenging aggregate bandit feedback model, where the learner observes only the cumulative loss incurred in each episode, rather than individual…
The housing market, also known as one-sided matching market, is a classic exchange economy model where each agent on the demand side initially owns an indivisible good (a house) and has a personal preference over all goods. The goal is to…
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…
We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret,…
We study a distributed multi-armed bandit (MAB) problem over arm erasure channels, motivated by the increasing adoption of MAB algorithms over communication-constrained networks. In this setup, the learner communicates the chosen arm to…
We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…
Sequentially learning to place items in multi-position displays or lists is a task that can be cast into the multiple-play semi-bandit setting. However, a major concern in this context is when the system cannot decide whether the user…
It is a remarkable fact that the same $O(\sqrt{T})$ regret rate can be achieved in both the Experts Problem and the Adversarial Multi-Armed Bandit problem albeit with a worse dependence on number of actions in the latter case. In contrast,…
We study social learning dynamics motivated by reviews on online platforms. The agents collectively follow a simple multi-armed bandit protocol, but each agent acts myopically, without regards to exploration. We allow the greedy…
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,…
Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…
In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…
Model selection in the context of bandit optimization is a challenging problem, as it requires balancing exploration and exploitation not only for action selection, but also for model selection. One natural approach is to rely on online…
We introduce a rich class of graphical models for multi-armed bandit problems that permit both the state or context space and the action space to be very large, yet succinctly specify the payoffs for any context-action pair. Our main result…
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…
Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…