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Classification bandits are multi-armed bandit problems whose task is to classify a given set of arms into either positive or negative class depending on whether the rate of the arms with the expected reward of at least h is not less than w…
Mobile health (mHealth) programs face a critical challenge in optimizing the timing of automated health information calls to beneficiaries. This challenge has been formulated as a collaborative multi-armed bandit problem, requiring online…
Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other…
Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify…
We naturally generalize the on-line graph prediction problem to a version of stochastic contextual bandit problems where contexts are vertices in a graph and the structure of the graph provides information on the similarity of contexts.…
In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by applications in clinical trials and recommendation systems, we assume that two arms are connected if and only if they are similar (i.e.,…
Thompson Sampling is one of the most widely used and studied bandit algorithms, known for its simple structure, low regret performance, and solid theoretical guarantees. Yet, in stark contrast to most other families of bandit algorithms,…
Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…
We consider the distributed SGD problem, where a main node distributes gradient calculations among $n$ workers. By assigning tasks to all the workers and waiting only for the $k$ fastest ones, the main node can trade-off the algorithm's…
Recent growing adoption of experimentation in practice has led to a surge of attention to multiarmed bandits as a technique to reduce the opportunity cost of online experiments. In this setting, a decision-maker sequentially chooses among a…
We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…
We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…
Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…
We propose ${\tt AdaTS}$, a Thompson sampling algorithm that adapts sequentially to bandit tasks that it interacts with. The key idea in ${\tt AdaTS}$ is to adapt to an unknown task prior distribution by maintaining a distribution over its…
Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…
We consider the bandit optimization problem with the reward function defined over graph-structured data. This problem has important applications in molecule design and drug discovery, where the reward is naturally invariant to graph…
The design and performance analysis of bandit algorithms in the presence of stage-wise safety or reliability constraints has recently garnered significant interest. In this work, we consider the linear stochastic bandit problem under…
In this paper, we propose generative probabilistic models for label aggregation. We use Gibbs sampling and a novel variational inference algorithm to perform the posterior inference. Empirical results show that our methods consistently…
We consider a stochastic linear bandit problem with multiple users, where the relationship between users is captured by an underlying graph and user preferences are represented as smooth signals on the graph. We introduce a novel bandit…
Bayesian nonparametric mixtures and random partition models are powerful tools for probabilistic clustering. However, standard independent mixture models can be restrictive in some applications such as inference on cell lineage due to the…