Related papers: Reinforcement-based Simultaneous Algorithm and its…
We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…
Reformulating the history matching problem from a least-square mathematical optimization problem into a Markov Decision Process introduces a method in which reinforcement learning can be utilized to solve the problem. This method provides a…
There has been significant progress in deep reinforcement learning (RL) in recent years. Nevertheless, finding suitable hyperparameter configurations and reward functions remains challenging even for experts, and performance heavily relies…
The Combined Algorithm Selection and Hyperparameter optimization (CASH) is a challenging resource allocation problem in the field of AutoML. We propose MaxUCB, a max k-armed bandit method to trade off exploring different model classes and…
The multi-armed bandit problem is a popular model for studying exploration/exploitation trade-off in sequential decision problems. Many algorithms are now available for this well-studied problem. One of the earliest algorithms, given by W.…
How to explore efficiently is a central problem in multi-armed bandits. In this paper, we introduce the metadata-based multi-task bandit problem, where the agent needs to solve a large number of related multi-armed bandit tasks and can…
We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…
We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…
The beam alignment (BA) problem consists in accurately aligning the transmitter and receiver beams to establish a reliable communication link in wireless communication systems. Existing BA methods search the entire beam space to identify…
We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…
In this paper we propose the first multi-armed bandit algorithm based on re-sampling that achieves asymptotically optimal regret simultaneously for different families of arms (namely Bernoulli, Gaussian and Poisson distributions). Unlike…
We introduce the functional bandit problem, where the objective is to find an arm that optimises a known functional of the unknown arm-reward distributions. These problems arise in many settings such as maximum entropy methods in natural…
Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…
We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…
In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…
We study the multi-armed bandit problem with arms which are Markov chains with rewards. In the finite-horizon setting, the celebrated Gittins indices do not apply, and the exact solution is intractable. We provide approximation algorithms…
Multi-dueling bandits, where a learner selects $m \geq 2$ arms per round and observes only the winner, arise naturally in many applications including ranking and recommendation systems, yet a fundamental question has remained open: can a…
The performance of reinforcement learning (RL) algorithms is sensitive to the choice of hyperparameters, with the learning rate being particularly influential. RL algorithms fail to reach convergence or demand an extensive number of samples…
An extension of the traditional two-armed bandit problem is considered, in which the decision maker has access to some side information before deciding which arm to pull. At each time t, before making a selection, the decision maker is able…
New ranking algorithms are continually being developed and refined, necessitating the development of efficient methods for evaluating these rankers. Online ranker evaluation focuses on the challenge of efficiently determining, from implicit…