Related papers: Optimal Data Driven Resource Allocation under Mult…

We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…

We study the stochastic Multi-Armed Bandit (MAB) problem with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…

Early-phase clinical trials face the challenge of selecting optimal drug doses that balance safety and efficacy due to uncertain dose-response relationships and varied participant characteristics. Traditional randomized dose allocation…

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions were known, one could design an optimal sampling strategy by…

Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…

We present a two-armed bandit model of decision making under uncertainty where the expected return to investing in the "risky arm" increases when choosing that arm and decreases when choosing the "safe" arm. These dynamics are natural in…

The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decision maker is either linear or exponential. The analysis…

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

This paper studies a class of constrained restless multi-armed bandits (CRMAB). The constraints are in the form of time varying set of actions (set of available arms). This variation can be either stochastic or semi-deterministic. Given a…

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

Algorithms for hyperparameter optimization abound, all of which work well under different and often unverifiable assumptions. Motivated by the general challenge of sequentially choosing which algorithm to use, we study the more specific…

Motivated by privacy concerns in sequential decision-making on sensitive data, we address the challenge of nonparametric contextual multi-armed bandits (MAB) under local differential privacy (LDP). We develop a uniform-confidence-bound-type…

In this paper, we introduce a multi-armed bandit problem termed max-min grouped bandits, in which the arms are arranged in possibly-overlapping groups, and the goal is to find the group whose worst arm has the highest mean reward. This…

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…