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We consider a multi-hypothesis testing problem involving a K-armed bandit. Each arm's signal follows a distribution from a vector exponential family. The actual parameters of the arms are unknown to the decision maker. The decision maker…
The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…
We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…
We present a PAC-Bayesian analysis of lifelong learning. In the lifelong learning problem, a sequence of learning tasks is observed one-at-a-time, and the goal is to transfer information acquired from previous tasks to new learning tasks.…
We introduce a Multi-User Contextual Cascading Bandit model, a new combinatorial bandit framework that captures realistic online advertising scenarios where multiple users interact with sequentially displayed items simultaneously. Unlike…
Upper Confidence Bound (UCB) method is arguably the most celebrated one used in online decision making with partial information feedback. Existing techniques for constructing confidence bounds are typically built upon various concentration…
Multi-armed bandit (MAB) algorithms have achieved significant success in sequential decision-making applications, under the premise that humans perfectly implement the recommended policy. However, existing methods often overlook the crucial…
We consider a perimeter defense problem in which a single vehicle seeks to defend a compact region from intruders in a one-dimensional environment parameterized by the perimeter size and the intruder-to-vehicle speed ratio. The intruders…
In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…
Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…
Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…
When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…
We consider a continuous time two-armed bandit problem in which incomes are described by Poissonian processes. We develop Bayesian approach with arbitrary prior distribution. We present two versions of recursive equation for determination…
We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…
Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…
Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplaces, the revenue of a good depends on discounts applied to…
We consider the scheduling problem concerning N projects. Each project evolves as a multi-state Markov process. At each time instant, one project is scheduled to work, and some reward depending on the state of the chosen project is…
We study the multichannel quickest change detection problem with bandit feedback and controlled sensing, in which an agent sequentially selects one of the data streams to observe at each time-step and aims to detect an unknown change as…
In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…