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We consider the adversarial multi-armed bandit problem under delayed feedback. We analyze variants of the Exp3 algorithm that tune their step-size using only information (about the losses and delays) available at the time of the decisions,…
Despite the recent successes of multi-agent reinforcement learning (MARL) algorithms, efficiently adapting to co-players in mixed-motive environments remains a significant challenge. One feasible approach is to hierarchically model…
We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…
Single-player contextual bandits are a well-studied problem in reinforcement learning that has seen applications in various fields such as advertising, healthcare, and finance. In light of the recent work on \emph{information asymmetric}…
Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…
Learning in games refers to scenarios where multiple players interact in a shared environment, each aiming to minimize their regret. An equilibrium can be computed at a fast rate of $O(1/T)$ when all players follow the optimistic…
We examine the problem of efficiently learning coarse correlated equilibria (CCE) in polyhedral games, that is, normal-form games with an exponentially large number of actions per player and an underlying combinatorial structure. Prominent…
Path planning, the problem of efficiently discovering high-reward trajectories, often requires optimizing a high-dimensional and multimodal reward function. Popular approaches like CEM and CMA-ES greedily focus on promising regions of the…
This paper deals with bandit online learning problems involving feedback of unknown delay that can emerge in multi-armed bandit (MAB) and bandit convex optimization (BCO) settings. MAB and BCO require only values of the objective function…
The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the…
Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…
We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…
When a large language model under reinforcement learning commits a wrong reasoning step early in a trajectory, standard algorithms force it to keep generating until the maximum horizon, spending compute on tokens that never receive positive…
We explore off-policy evaluation and learning (OPE/L) in contextual combinatorial bandits (CCB), where a policy selects a subset in the action space. For example, it might choose a set of furniture pieces (a bed and a drawer) from available…
In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…
We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…
We consider a repeated sequential game between a learner, who plays first, and an opponent who responds to the chosen action. We seek to design strategies for the learner to successfully interact with the opponent. While most previous…
In this paper, online game is studied, where at each time, a group of players aim at selfishly minimizing their own time-varying cost function simultaneously subject to time-varying coupled constraints and local feasible set constraints.…
We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an…
We study the decoupled multi-armed bandit problem, where the learner separately selects one arm for exploration and one, possibly different, arm for exploitation at each round. In this setting, the loss of the explored arm is observed but…