Related papers: Bandit algorithms for real-time data capture on la…
The present paper deals with online convex optimization involving both time-varying loss functions, and time-varying constraints. The loss functions are not fully accessible to the learner, and instead only the function values (a.k.a.…
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
On social media platforms and Twitter in particular, specific classes of users such as influencers have been given satisfactory operational definitions in terms of network and content metrics. Others, for instance online activists, are not…
We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…
We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…
The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…
We consider the problem of allocating radio channels to links in a wireless network. Links interact through interference, modelled as a conflict graph (i.e., two interfering links cannot be simultaneously active on the same channel). We aim…
Contextual bandit algorithms are extremely popular and widely used in recommendation systems to provide online personalised recommendations. A recurrent assumption is the stationarity of the reward function, which is rather unrealistic in…
In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…
Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…
We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors under a linear observation cost. Neighbors are defined by a network graph that encodes the…
We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…
This paper is a scoping study to identify current methods used in handling sparse data with contextual bandits in web settings. The area is highly current and state of the art methods are identified. The years 2017-2020 are investigated,…
Learning paradigms based purely on offline data as well as those based solely on sequential online learning have been well-studied in the literature. In this paper, we consider combining offline data with online learning, an area less…
Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…
The dueling bandit problem, an essential variation of the traditional multi-armed bandit problem, has become significantly prominent recently due to its broad applications in online advertising, recommendation systems, information…
Thompson sampling has proven effective across a wide range of stationary bandit environments. However, as we demonstrate in this paper, it can perform poorly when applied to non-stationary environments. We attribute such failures to the…
Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…
While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…
The last decade has witnessed many successes of deep learning-based models for industry-scale recommender systems. These models are typically trained offline in a batch manner. While being effective in capturing users' past interactions…