Related papers: Constrained Thompson Sampling for Wireless Link Op…
In stochastic bandit problems, a Bayesian policy called Thompson sampling (TS) has recently attracted much attention for its excellent empirical performance. However, the theoretical analysis of this policy is difficult and its asymptotic…
We revisit combinatorial Thompson sampling (CTS) for semi-bandits with sleeping arms, where arm availability varies over time and actions must satisfy combinatorial constraints, as in wireless mesh routing with fluctuating link…
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…
We study Thompson Sampling-based algorithms for stochastic bandits with bounded rewards. As the existing problem-dependent regret bound for Thompson Sampling with Gaussian priors [Agrawal and Goyal, 2017] is vacuous when $T \le 288 e^{64}$,…
Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…
We address online combinatorial optimization when the player has a prior over the adversary's sequence of losses. In this framework, Russo and Van Roy proposed an information-theoretic analysis of Thompson Sampling based on the information…
Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS)…
We investigate stochastic combinatorial multi-armed bandit with semi-bandit feedback (CMAB). In CMAB, the question of the existence of an efficient policy with an optimal asymptotic regret (up to a factor poly-logarithmic with the action…
The PhD thesis of Maillard (2013) presents a rather obscure algorithm for the $K$-armed bandit problem. This less-known algorithm, which we call Maillard sampling (MS), computes the probability of choosing each arm in a \textit{closed…
Thompson Sampling (TS) has attracted a lot of interest due to its good empirical performance, in particular in the computational advertising. Though successful, the tools for its performance analysis appeared only recently. In this paper,…
Multi-agent coordination is prevalent in many real-world applications. However, such coordination is challenging due to its combinatorial nature. An important observation in this regard is that agents in the real world often only directly…
We study the problem of finding the optimal dosage in early stage clinical trials through the multi-armed bandit lens. We advocate the use of the Thompson Sampling principle, a flexible algorithm that can accommodate different types of…
This paper analyzes the throughput of industrial communication networks under a secrecy constraint. The proposed scenario is composed by sensors that measure some relevant information of the plant that is first processed by aggregator node…
We present a novel extension of Thompson Sampling for stochastic sequential decision problems with graph feedback, even when the graph structure itself is unknown and/or changing. We provide theoretical guarantees on the Bayesian regret of…
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…
In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…
The problem of two-sided matching markets has a wide range of real-world applications and has been extensively studied in the literature. A line of recent works have focused on the problem setting where the preferences of one-side market…
This paper considers coordinated linear precoding for rate optimization in downlink multicell, multiuser orthogonal frequency- division multiple access networks. We focus on two different design criteria. In the first, the weighted sum-rate…
We consider a wireless node that randomly receives data from different sensor units. The arriving data must be compressed, stored, and transmitted over a wireless link, where both the compression and transmission operations consume power.…
Thompson Sampling is one of the most widely used and studied bandit algorithms, known for its simple structure, low regret performance, and solid theoretical guarantees. Yet, in stark contrast to most other families of bandit algorithms,…