Related papers: Quantum exploration algorithms for multi-armed ban…
We propose a bandit algorithm that explores by randomizing its history of rewards. Specifically, it pulls the arm with the highest mean reward in a non-parametric bootstrap sample of its history with pseudo rewards. We design the pseudo…
This paper proposes a new method for the K-armed dueling bandit problem, a variation on the regular K-armed bandit problem that offers only relative feedback about pairs of arms. Our approach extends the Upper Confidence Bound algorithm to…
This thesis studies the exploration and exploitation trade-off in online learning of properties of quantum states using multi-armed bandits. Given streaming access to an unknown quantum state, in each round we select an observable from a…
This paper studies the Best-of-K Bandit game: At each time the player chooses a subset S among all N-choose-K possible options and observes reward max(X(i) : i in S) where X is a random vector drawn from a joint distribution. The objective…
We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…
Best-arm identification (BAI) in a fixed-budget setting is a bandit problem where the learning agent maximizes the probability of identifying the optimal (best) arm after a fixed number of observations. Most works on this topic study…
This paper describes a quantum algorithm for finding the maximum among N items. The classical method for the same problem takes O(N) steps because we need to compare two numbers in one step. This algorithm takes O(sqrt(N)) steps by…
The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…
Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…
We consider a contextual bandit problem with a combinatorial action set and time-varying base arm availability. At the beginning of each round, the agent observes the set of available base arms and their contexts and then selects an action…
We consider two combinatorial problems. The first we call "search with wildcards": given an unknown n-bit string x, and the ability to check whether any subset of the bits of x is equal to a provided query string, the goal is to output x.…
In several applications of the stochastic multi-armed bandit problem, the traditional objective of maximizing the expected total reward can be inappropriate. In this paper, motivated by certain operational concerns in online platforms, we…
We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit…
We study the problem of corralling stochastic bandit algorithms, that is combining multiple bandit algorithms designed for a stochastic environment, with the goal of devising a corralling algorithm that performs almost as well as the best…
The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability…
We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…
We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…
We study the federated pure exploration problem of multi-armed bandits and linear bandits, where $M$ agents cooperatively identify the best arm via communicating with the central server. To enhance the robustness against latency and…
The multi objective bandit setting has traditionally been regarded as more complex than the single objective case, as multiple objectives must be optimized simultaneously. In contrast to this prevailing view, we demonstrate that when…
In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…