Related papers: Satisficing in Time-Sensitive Bandit Learning
The question of the optimality of Thompson Sampling for solving the stochastic multi-armed bandit problem had been open since 1933. In this paper we answer it positively for the case of Bernoulli rewards by providing the first finite-time…
We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…
We advance the study of incentivized bandit exploration, in which arm choices are viewed as recommendations and are required to be Bayesian incentive compatible. Recent work has shown under certain independence assumptions that after…
We study the performance of the Thompson Sampling algorithm for logistic bandit problems. In this setting, an agent receives binary rewards with probabilities determined by a logistic function, $\exp(\beta \langle a, \theta…
We study Thompson Sampling algorithms for stochastic multi-armed bandits in the batched setting, in which we want to minimize the regret over a sequence of arm pulls using a small number of policy changes (or, batches). We propose two…
We introduce a novel anytime Batched Thompson sampling policy for multi-armed bandits where the agent observes the rewards of her actions and adjusts her policy only at the end of a small number of batches. We show that this policy…
Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance. However, many existing analytical and empirical results for TS rely on restrictive assumptions on reward…
We consider Thompson Sampling (TS) for linear combinatorial semi-bandits and subgaussian rewards. We propose the first known TS whose finite-time regret does not scale exponentially with the dimension of the problem. We further show the…
Thompson sampling (TS) has been known for its outstanding empirical performance supported by theoretical guarantees across various reward models in the classical stochastic multi-armed bandit problems. Nonetheless, its optimality is often…
We present a novel extension of Thompson Sampling for stochastic sequential decision problems with graph feedback, even when the graph structure itself is unknown and/or changing. We provide theoretical guarantees on the Bayesian regret of…
Influence maximization, adaptive routing, and dynamic spectrum allocation all require choosing the right action from a large set of alternatives. Thanks to the advances in combinatorial optimization, these and many similar problems can be…
In this paper, we study the application of the Thompson sampling (TS) methodology to the stochastic combinatorial multi-armed bandit (CMAB) framework. We first analyze the standard TS algorithm for the general CMAB model when the outcome…
Motivated by the challenges of edge inference, we study a variant of the cascade bandit model in which each arm corresponds to an inference model with an associated accuracy and error probability. We analyse four decision-making…
Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…
In the stochastic multi-armed bandit problem, a randomized probability matching policy called Thompson sampling (TS) has shown excellent performance in various reward models. In addition to the empirical performance, TS has been shown to…
We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…
Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…
We study learning to learn for the multi-task structured bandit problem where the goal is to learn a near-optimal algorithm that minimizes cumulative regret. The tasks share a common structure and an algorithm should exploit the shared…
In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…
In this paper we propose a general methodology to derive regret bounds for randomized multi-armed bandit algorithms. It consists in checking a set of sufficient conditions on the sampling probability of each arm and on the family of…