Related papers: A Multi-Armed Bandit Approach for Online Expert Se…
In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…
Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…
We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…
Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…
Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…
Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…
We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…
Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…
We extend the classic multi-armed bandit (MAB) model to the setting of noncompliance, where the arm pull is a mere instrument and the treatment applied may differ from it, which gives rise to the instrument-armed bandit (IAB) problem. The…
In recent years, multi-armed bandit (MAB) framework has attracted a lot of attention in various applications, from recommender systems and information retrieval to healthcare and finance, due to its stellar performance combined with certain…
This brief paper presents simple simulation-based algorithms for obtaining an approximately optimal policy in a given finite set in large finite constrained Markov decision processes. The algorithms are adapted from playing strategies for…
Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…
For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…
Motivated by dynamic parameter optimization in finite, but large action (configurations) spaces, this work studies the nonstochastic multi-armed bandit (MAB) problem in metric action spaces with oblivious Lipschitz adversaries. We propose…
This paper focuses on building personalized player models solely from player behavior in the context of adaptive games. We present two main contributions: The first is a novel approach to player modeling based on multi-armed bandits (MABs).…
The paper addresses the Multiplayer Multi-Armed Bandit (MMAB) problem, where $M$ decision makers or players collaborate to maximize their cumulative reward. When several players select the same arm, a collision occurs and no reward is…
Model selection in the context of bandit optimization is a challenging problem, as it requires balancing exploration and exploitation not only for action selection, but also for model selection. One natural approach is to rely on online…
We study the problem of determining the best intervention in a Causal Bayesian Network (CBN) specified only by its causal graph. We model this as a stochastic multi-armed bandit (MAB) problem with side-information, where the interventions…
We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…
The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…