Related papers: Multiplayer Bandit Learning, from Competition to C…
We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…
We study the evolution of information in interactive decision making through the lens of a stochastic multi-armed bandit problem. Focusing on a fundamental example where a unique optimal arm outperforms the rest by a fixed margin, we…
A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…
We introduce exploration potential, a quantity that measures how much a reinforcement learning agent has explored its environment class. In contrast to information gain, exploration potential takes the problem's reward structure into…
Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…
We consider the decentralized exploration problem: a set of players collaborate to identify the best arm by asynchronously interacting with the same stochastic environment. The objective is to insure privacy in the best arm identification…
Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…
Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…
In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…
Many past attempts at modeling repeated Cournot games assume that demand is stationary. This does not align with real-world scenarios in which market demands can evolve over a product's lifetime for a myriad of reasons. In this paper, we…
The self-organization in cooperative regimes in a simple mean-field version of a model based on "selfish" agents which play the Prisoner's Dilemma (PD) game is studied. The agents have no memory and use strategies not based on direct…
We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…
It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean. In this paper, we decouple three different sources of this selection bias: adaptive…
We study a Combinatorial Multi-Bandit Problem motivated by applications in energy systems management. Given multiple probabilistic multi-arm bandits with unknown outcome distributions, the task is to optimize the value of a combinatorial…
Addressing the question of how to achieve optimal decision-making under risk and uncertainty is crucial for enhancing the capabilities of artificial agents that collaborate with or support humans. In this work, we address this question in…
A stochastic multi-armed bandit problem with side information on the similarity and dissimilarity across different arms is considered. The action space of the problem can be represented by a unit interval graph (UIG) where each node…
We consider the classic Multi-Armed Bandit setting to understand the exploration/exploitation tradeoffs made by different search heuristics. Since many search heuristics work by comparing different options (in evolutionary algorithms called…
Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…
Recommendation systems often face exploration-exploitation tradeoffs: the system can only learn about the desirability of new options by recommending them to some user. Such systems can thus be modeled as multi-armed bandit settings;…