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We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…
Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…
In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…
A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…
Bandit algorithms are widely used in sequential decision problems to maximize the cumulative reward. One potential application is mobile health, where the goal is to promote the user's health through personalized interventions based on user…
This paper introduces a blazingly fast, no-loss expert system for Tic Tac Toe using Decision Trees called T3DT, that tries to emulate human gameplay as closely as possible. It does not make use of any brute force, minimax or evolutionary…
We propose $\tt RandUCB$, a bandit strategy that builds on theoretically derived confidence intervals similar to upper confidence bound (UCB) algorithms, but akin to Thompson sampling (TS), it uses randomization to trade off exploration and…
We study the problem of identifying the best arm in a stochastic multi-armed bandit game. Given a set of $n$ arms indexed from $1$ to $n$, each arm $i$ is associated with an unknown reward distribution supported on $[0,1]$ with mean…
Recent advances in generative artificial intelligence (GenAI) models have enabled the generation of personalized content that adapts to up-to-date user context. While personalized decision systems are often modeled using bandit…
Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…
Recent work from the reinforcement learning community has shown that Evolution Strategies are a fast and scalable alternative to other reinforcement learning methods. In this paper we show that Evolution Strategies are a special case of…
Non-stationary multi-armed bandit (NS-MAB) problems have recently received significant attention. NS-MAB are typically modelled in two scenarios: abruptly changing, where reward distributions remain constant for a certain period and change…
Many games are reliant on creating new and engaging content constantly to maintain the interest of their player-base. One such example are puzzle games, in such it is common to have a recurrent need to create new puzzles. Creating new…
This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…
In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard…
We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…
Learning in games is a fundamental problem in machine learning and artificial intelligence, with numerous applications~\citep{silver2016mastering,schrittwieser2020mastering}. This work investigates two-player zero-sum matrix games with an…
We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…
Evolutionary game theory studies populations that change in response to an underlying game. Often, the functional form relating outcome to player attributes or strategy is complex, preventing mathematical progress. In this work, we…
Automated algorithm selection and hyperparameter tuning facilitates the application of machine learning. Traditional multi-armed bandit strategies look to the history of observed rewards to identify the most promising arms for optimizing…