Related papers: Constrained Thompson Sampling for Wireless Link Op…
We propose algorithms based on a multi-level Thompson sampling scheme, for the stochastic multi-armed bandit and its contextual variant with linear expected rewards, in the setting where arms are clustered. We show, both theoretically and…
Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…
This paper proves an impossibility result for stochastic network utility maximization for multi-user wireless systems, including multiple access and broadcast systems. Every time slot an access point observes the current channel states for…
We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…
Thompson sampling is a popular algorithm for solving multi-armed bandit problems, and has been applied in a wide range of applications, from website design to portfolio optimization. In such applications, however, the number of choices (or…
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…
In a wireless network, the efficiency of scheduling algorithms over time-varying channels depends heavily on the accuracy of the Channel State Information (CSI), which is usually quite ``costly'' in terms of consuming network resources.…
The robust beamforming problem in multiple-input single-output (MISO) downlink networks of simultaneous wireless information and power transfer (SWIPT) is studied in this paper. Adopting the time switching fashion to perform energy…
Wireless Sensor Networks (WSNs) enable a wealth of new applications where remote estimation is essential. Individual sensors simultaneously sense a dynamic process and transmit measured information over a shared channel to a central fusion…
A multi-access wireless network with N transmitting nodes, each equipped with an energy harvesting (EH) device and a rechargeable battery of finite capacity, is studied. At each time slot (TS) a node is operative with a certain probability,…
Non-stationary multi-armed bandit (NS-MAB) problems have recently received significant attention. NS-MAB are typically modelled in two scenarios: abruptly changing, where reward distributions remain constant for a certain period and change…
Thompson Sampling has recently been shown to be optimal in the Bernoulli Multi-Armed Bandit setting[Kaufmann et al., 2012]. This bandit problem assumes stationary distributions for the rewards. It is often unrealistic to model the real…
In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…
With the rise of critical machine-to-machine applications, next generation wireless communication systems must be designed with strict constraints on the latency and reliability. A key question in this context relates to channel state…
Thompson sampling is a heuristic algorithm for the multi-armed bandit problem which has a long tradition in machine learning. The algorithm has a Bayesian spirit in the sense that it selects arms based on posterior samples of reward…
In this paper we study a multi-arm bandit problem in which the quality of each arm is measured by the Conditional Value at Risk (CVaR) at some level alpha of the reward distribution. While existing works in this setting mainly focus on…
Thompson Sampling algorithm is a well known Bayesian algorithm for solving stochastic multi-armed bandit. At each time step the algorithm chooses each arm with probability proportional to it being the current best arm. We modify the…
Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…
In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…
The increasing complexity of wireless technologies, such as Wi-Fi, presents significant challenges for Rate Adaptation (RA) due to the large configuration space of transmission parameters. While extensive research has been conducted on RA…