Related papers: QoS-Aware Multi-Armed Bandits

Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…

We investigate properties of Thompson Sampling in the stochastic multi-armed bandit problem with delayed feedback. In a setting with i.i.d delays, we establish to our knowledge the first regret bounds for Thompson Sampling with arbitrary…

What can an agent learn in a stochastic Multi-Armed Bandit (MAB) problem from a dataset that contains just a single sample for each arm? Surprisingly, in this work, we demonstrate that even in such a data-starved setting it may still be…

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…

We address the problem of regret minimization in logistic contextual bandits, where a learner decides among sequential actions or arms given their respective contexts to maximize binary rewards. Using a fast inference procedure with…

We consider the problem of the best arm identification in the presence of stochastic constraints, where there is a finite number of arms associated with multiple performance measures. The goal is to identify the arm that optimizes the…

We consider a multi-hypothesis testing problem involving a K-armed bandit. Each arm's signal follows a distribution from a vector exponential family. The actual parameters of the arms are unknown to the decision maker. The decision maker…

We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…

We introduce a latency-aware contextual bandit framework that generalizes the standard contextual bandit problem, where the learner adaptively selects arms and switches decision sets under action delays. In this setting, the learner…

We argue for giving users the ability to lease bandwidth temporarily from any mobile network operator. We propose, prototype, and evaluate a spectrum market for mobile network access, where multiple network operators offer blocks of…

We consider a multi-armed bandit setting where, at the beginning of each round, the learner receives noisy independent, and possibly biased, \emph{evaluations} of the true reward of each arm and it selects $K$ arms with the objective of…

This paper proposes a self-adaptation mechanism to manage the resources allocated to the different species comprising a cooperative coevolutionary algorithm. The proposed approach relies on a dynamic extension to the well-known multi-armed…

Thompson sampling is one of the earliest randomized algorithms for multi-armed bandits (MAB). In this paper, we extend the Thompson sampling to Budgeted MAB, where there is random cost for pulling an arm and the total cost is constrained by…

We investigate experiments that are designed to select a treatment arm for population deployment. Multi-armed bandit algorithms can enhance efficiency by dynamically allocating measurement effort towards higher performing arms based on…

We study finite-armed stochastic bandits where the rewards of each arm might be correlated to those of other arms. We introduce a novel phased algorithm that exploits the given structure to build confidence sets over the parameters of the…

This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving this problem typically involve two key sub-routines: (1) a…

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Multi-agent coordination is prevalent in many real-world applications. However, such coordination is challenging due to its combinatorial nature. An important observation in this regard is that agents in the real world often only directly…

In online algorithm selection (OAS), instances of an algorithmic problem class are presented to an agent one after another, and the agent has to quickly select a presumably best algorithm from a fixed set of candidate algorithms. For…

Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…