Related papers: Multi-objective Bandits: Optimizing the Generalize…

We study a variant of the stochastic multi-armed bandit (MAB) problem in which the rewards are corrupted. In this framework, motivated by privacy preservation in online recommender systems, the goal is to maximize the sum of the…

We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of $M$ users and $N \geq M$ resources. For each user-resource pair $(i,j)$, there is an…

Recent years have witnessed a growing interest in the topic of min-max optimization, owing to its relevance in the context of generative adversarial networks (GANs), robust control and optimization, and reinforcement learning. Motivated by…

The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment…

In this paper, we consider the stochastic multi-armed bandits problem with adversarial corruptions, where the random rewards of the arms are partially modified by an adversary to fool the algorithm. We apply the policy gradient algorithm…

Conducting randomized experiments in education settings raises the question of how we can use machine learning techniques to improve educational interventions. Using Multi-Armed Bandits (MAB) algorithms like Thompson Sampling (TS) in…

We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…

We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…

We consider a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem…

Multi-armed bandit problems (MABPs) are a special type of optimal control problem well suited to model resource allocation under uncertainty in a wide variety of contexts. Since the first publication of the optimal solution of the classic…

I analyse the frequentist regret of the famous Gittins index strategy for multi-armed bandits with Gaussian noise and a finite horizon. Remarkably it turns out that this approach leads to finite-time regret guarantees comparable to those…

A cellular-connected unmanned aerial vehicle (UAV)faces several key challenges concerning connectivity and energy efficiency. Through a learning-based strategy, we propose a general novel multi-armed bandit (MAB) algorithm to reduce…

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

This paper proposes a general framework of multi-armed bandit (MAB) processes by introducing a type of restrictions on the switches among arms evolving in continuous time. The Gittins index process is constructed for any single arm subject…

This paper considers what we propose to call multi-gear bandits, which are Markov decision processes modeling a generic dynamic and stochastic project fueled by a single resource and which admit multiple actions representing gears of…

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

In this paper, we solve the arms exponential exploding issue in multivariate Multi-Armed Bandit (Multivariate-MAB) problem when the arm dimension hierarchy is considered. We propose a framework called path planning (TS-PP) which utilizes…

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…