Related papers: Learning Unknown Service Rates in Queues: A Multi-…
We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…
We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…
We study a general class of repeated auctions, such as the ones found in electricity markets, as multi-agent games between the bidders. In such a repeated setting, bidders can adapt their strategies online based on the data observed in the…
A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number…
We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…
A search engine usually outputs a list of $K$ web pages. The user examines this list, from the first web page to the last, and chooses the first attractive page. This model of user behavior is known as the cascade model. In this paper, we…
We consider the classical stochastic multi-armed bandit but where, from time to time and roughly with frequency $\epsilon$, an extra observation is gathered by the agent for free. We prove that, no matter how small $\epsilon$ is the agent…
In this paper, we study scheduling of a queueing system with zero knowledge of instantaneous network conditions. We consider a one-hop single-server queueing system consisting of $K$ queues, each with time-varying and non-stationary arrival…
We study a single-server scheduling problem for the objective of minimizing the expected cumulative holding cost incurred by jobs, where parameters defining stochastic job holding costs are unknown to the scheduler. We consider a general…
We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…
This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…
The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…
We study a two-sided market, wherein, price-sensitive heterogeneous customers and servers arrive and join their respective queues. A compatible customer-server pair can then be matched by the platform, at which point, they leave the system.…
We consider stochastic sequential learning problems where the learner can observe the \textit{average reward of several actions}. Such a setting is interesting in many applications involving monitoring and surveillance, where the set of the…
This letter studies the problem of online multi-step-ahead prediction for unknown linear stochastic systems. Using conditional distribution theory, we derive an optimal parameterization of the prediction policy as a linear function of…
We consider a stochastic bandit problem with infinitely many arms. In this setting, the learner has no chance of trying all the arms even once and has to dedicate its limited number of samples only to a certain number of arms. All previous…
We study the problem of \emph{dynamic regret minimization} in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes…
We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…
We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…
Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…