Related papers: Penalized and Decentralized Contextual Bandit Lear…
We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…
We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…
There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire…
This study introduces ContextWIN, a novel architecture that extends the Neural Whittle Index Network (NeurWIN) model to address Restless Multi-Armed Bandit (RMAB) problems with a context-aware approach. By integrating a mixture of experts…
Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…
Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…
Collecting human preference feedback is often expensive, leading recent works to develop principled algorithms to select them more efficiently. However, these works assume that the underlying reward function is linear, an assumption that…
In this paper, we propose and study opportunistic contextual bandits - a special case of contextual bandits where the exploration cost varies under different environmental conditions, such as network load or return variation in…
We study Contextual Multi-Armed Bandits (CMABs) for non-episodic sequential decision making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer…
Personalized recommendation based on multi-arm bandit (MAB) algorithms has shown to lead to high utility and efficiency as it can dynamically adapt the recommendation strategy based on feedback. However, unfairness could incur in…
In this paper, we formulate a Collaborative Pure Exploration in Kernel Bandit problem (CoPE-KB), which provides a novel model for multi-agent multi-task decision making under limited communication and general reward functions, and is…
We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…
In the Multi-Armed Bandit (MAB) problem, there is a given set of arms with unknown reward models. At each time, a player selects one arm to play, aiming to maximize the total expected reward over a horizon of length T. An approach based on…
In decentralized cooperative multi-armed bandits (MAB), each agent observes a distinct stream of rewards, and seeks to exchange information with others to select a sequence of arms so as to minimize its regret. Agents in the cooperative…
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…
Consider a nonparametric contextual multi-arm bandit problem where each arm $a \in [K]$ is associated to a nonparametric reward function $f_a: [0,1] \to \mathbb{R}$ mapping from contexts to the expected reward. Suppose that there is a large…
Motivated by privacy concerns in sequential decision-making on sensitive data, we address the challenge of nonparametric contextual multi-armed bandits (MAB) under local differential privacy (LDP). We develop a uniform-confidence-bound-type…
This paper establishes the equivalence between cognitive medium access and the competitive multi-armed bandit problem. First, the scenario in which a single cognitive user wishes to opportunistically exploit the availability of empty…
The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…
Contextual bandits (CB) are online sequential decision-making problems under partial feedback that underpin many adaptive services. There is a growing demand to deploy CB agents directly on-device, under strict constraints on memory,…