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A sensing policy for the restless multi-armed bandit problem with stationary but unknown reward distributions is proposed. The work is presented in the context of cognitive radios in which the bandit problem arises when deciding which parts…

Information Theory · Computer Science 2012-11-20 Jan Oksanen , Visa Koivunen , H. Vincent Poor

A core element in decision-making under uncertainty is the feedback on the quality of the performed actions. However, in many applications, such feedback is restricted. For example, in recommendation systems, repeatedly asking the user to…

Machine Learning · Computer Science 2021-07-13 Yonathan Efroni , Nadav Merlis , Aadirupa Saha , Shie Mannor

Using simulations between pairs of $\epsilon$-greedy q-learners with one-period memory, this article demonstrates that the potential function of the stochastic replicator dynamics (Foster and Young, 1990) allows it to predict the emergence…

Theoretical Economics · Economics 2023-02-23 Maximilian Schaefer

Substance abuse is the unrestrained and detrimental use of psychoactive chemical substances, unauthorized drugs, and alcohol. Continuous use of these substances can ultimately lead a human to disastrous consequences. As patients display a…

Machine Learning · Computer Science 2021-01-12 Uwaise Ibna Islam , Iqbal H. Sarker , Enamul Haque , Mohammed Moshiul Hoque

We develop a unified model in which AI adoption in financial markets generates systemic risk through three mutually reinforcing channels: performative prediction, algorithmic herding, and cognitive dependency. Within an extended rational…

Computational Finance · Quantitative Finance 2026-04-07 Shuchen Meng , Xupeng Chen

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…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Zhixuan Fang , Longbo Huang

This paper axiomatizes, in a two-stage setup, a new theory for decision under risk and ambiguity. The axiomatized preference relation $\succeq$ on the space $\tilde{V}$ of random variables induces an ambiguity index $c$ on the space…

Optimization and Control · Mathematics 2026-03-24 Roger J. A. Laeven , Mitja Stadje

Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information…

Machine Learning · Statistics 2019-03-15 Sattar Vakili , Alexis Boukouvalas , Qing Zhao

Measuring the closeness of friendships is an important problem that finds numerous applications in practice. For example, online gaming platforms often host friendship-enhancing events in which a user (called the source) only invites…

Social and Information Networks · Computer Science 2022-08-22 Shiqi Zhang , Jiachen Sun , Wenqing Lin , Xiaokui Xiao , Bo Tang

The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…

Artificial Intelligence · Computer Science 2022-08-23 Ang Li , Judea Pearl

Binary classification models which can assign probabilities to categories such as "the tissue is 75% likely to be tumorous" or "the chemical is 25% likely to be toxic" are well understood statistically, but their utility as an input to…

Applications · Statistics 2017-12-05 Damjan Krstajic , Ljubomir Buturovic , Simon Thomas , David E Leahy

Predicting human decisions under risk and uncertainty remains a fundamental challenge across disciplines. Existing models often struggle even in highly stylized tasks like choice between lotteries. We introduce BEAST Gradient Boosting…

Analysis of competing risks data plays an important role in the lifetime data analysis. Recently Feizjavadian and Hashemi (Computational Statistics and Data Analysis, vol. 82, 19-34, 2015) provided a classical inference of a competing risks…

Methodology · Statistics 2021-05-04 Debashis Samanta , Debasis Kundu

We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…

Methodology · Statistics 2015-03-11 Miroslav Dudík , Dumitru Erhan , John Langford , Lihong Li

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

We consider active learning for binary classification in the agnostic pool-based setting. The vast majority of works in active learning in the agnostic setting are inspired by the CAL algorithm where each query is uniformly sampled from the…

Machine Learning · Computer Science 2021-05-17 Julian Katz-Samuels , Jifan Zhang , Lalit Jain , Kevin Jamieson

Human behavior is a dynamic process that evolves with experience. Understanding the evolution of individual's risk propensity is critical to design public health interventions to propitiate the adoption of better biosecurity protocols and…

Detecting abnormal behaviors of students in time and providing personalized intervention and guidance at the early stage is important in educational management. Academic performance prediction is an important building block to enabling this…

Computers and Society · Computer Science 2019-03-19 Huaxiu Yao , Defu Lian , Yi Cao , Yifan Wu , Tao Zhou

The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…

Artificial Intelligence · Computer Science 2021-09-17 Ang Li , Judea Pearl

The iterated prisoner's dilemma is a game that produces many counter-intuitive and complex behaviors in a social environment, based on very simple basic rules. It illustrates that cooperation can be a good thing even in a competitive world,…

Computer Science and Game Theory · Computer Science 2020-09-07 Robert Prentner
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