Related papers: Constrained Thompson Sampling for Wireless Link Op…

The rapid advancement in large language models (LLMs) has brought forth a diverse range of models with varying capabilities that excel in different tasks and domains. However, selecting the optimal LLM for user queries often involves a…

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…

Designing efficient channel access schemes for wireless communications without any prior knowledge about the nature of environments has been a very challenging issue, especially when the channel states distribution of all spectrum resources…

We consider capacity maximization in wireless networks under adversarial interference conditions. There are n links, each consisting of a sender and a receiver, which repeatedly try to perform a successful transmission. In each time step,…

We introduce a novel anytime Batched Thompson sampling policy for multi-armed bandits where the agent observes the rewards of her actions and adjusts her policy only at the end of a small number of batches. We show that this policy…

Bandit-style algorithms have been studied extensively in stochastic and adversarial settings. Such algorithms have been shown to be useful in multiplayer settings, e.g. to solve the wireless network selection problem, which can be…

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…

Thompson sampling has proven effective across a wide range of stationary bandit environments. However, as we demonstrate in this paper, it can perform poorly when applied to non-stationary environments. We attribute such failures to the…

We investigate and provide new insights on the sampling rule called Top-Two Thompson Sampling (TTTS). In particular, we justify its use for fixed-confidence best-arm identification. We further propose a variant of TTTS called Top-Two…

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

A challenging aspect of the bandit problem is that a stochastic reward is observed only for the chosen arm and the rewards of other arms remain missing. The dependence of the arm choice on the past context and reward pairs compounds the…

In 802.11 systems, Rate Adaptation (RA) is a fundamental mechanism allowing transmitters to adapt the coding and modulation scheme as well as the MIMO transmission mode to the radio channel conditions, and in turn, to learn and track the…

We investigate finite stochastic partial monitoring, which is a general model for sequential learning with limited feedback. While Thompson sampling is one of the most promising algorithms on a variety of online decision-making problems,…

Thompson sampling (TS) has been known for its outstanding empirical performance supported by theoretical guarantees across various reward models in the classical stochastic multi-armed bandit problems. Nonetheless, its optimality is often…

Conducting randomized experiments in education settings raises the question of how we can use machine learning techniques to improve educational interventions. Using Multi-Armed Bandits (MAB) algorithms like Thompson Sampling (TS) in…

Modern networks exhibit a high degree of variability in link rates. Cellular network bandwidth inherently varies with receiver motion and orientation, while class-based packet scheduling in datacenter and service provider networks induces…

Multi-armed bandit methods have been used for dynamic experiments particularly in online services. Among the methods, thompson sampling is widely used because it is simple but shows desirable performance. Many thompson sampling methods for…

Thompson Sampling provides an efficient technique to introduce prior knowledge in the multi-armed bandit problem, along with providing remarkable empirical performance. In this paper, we revisit the Thompson Sampling algorithm under rewards…

Efficient exploration in bandits is a fundamental online learning problem. We propose a variant of Thompson sampling that learns to explore better as it interacts with bandit instances drawn from an unknown prior. The algorithm meta-learns…

Thompson sampling for multi-armed bandit problems is known to enjoy favorable performance in both theory and practice. However, it suffers from a significant limitation computationally, arising from the need for samples from posterior…