Related papers: Guaranteed satisficing and finite regret: Analysis…

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

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…

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

This paper introduces a general framework for risk-sensitive bandits that integrates the notions of risk-sensitive objectives by adopting a rich class of distortion riskmetrics. The introduced framework subsumes the various existing…

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

In this paper,we consider the restless bandit problem, which is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. However, it is known be PSPACE-Hard to approximate to…

We propose stochastic rank-$1$ bandits, a class of online learning problems where at each step a learning agent chooses a pair of row and column arms, and receives the product of their values as a reward. The main challenge of the problem…

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…

In high-stakes AI applications, even a single action can cause irreparable damage. However, nearly all of sequential decision-making theory assumes that all errors are recoverable (e.g., by bounding rewards). Standard bandit algorithms that…

We study the kernelized bandit problem, that involves designing an adaptive strategy for querying a noisy zeroth-order-oracle to efficiently learn about the optimizer of an unknown function $f$ with a norm bounded by $M<\infty$ in a…

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

We address the problem of Gaussian Process (GP) optimization in the presence of unknown and potentially varying adversarial perturbations. Unlike traditional robust optimization approaches that focus on maximizing performance under…

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Advances in reinforcement learning research have demonstrated the ways in which different agent-based models can learn how to optimally perform a task within a given environment. Reinforcement leaning solves unsupervised problems where…

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Classic no-regret multi-armed bandit algorithms, including the Upper Confidence Bound (UCB), Hedge, and EXP3, are inherently unfair by design. Their unfairness stems from their objective of playing the most rewarding arm as frequently as…

In recommender system or crowdsourcing applications of online learning, a human's preferences or abilities are often a function of the algorithm's recent actions. Motivated by this, a significant line of work has formalized settings where…

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…