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In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal…
Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…
Thompson sampling has proven effective across a wide range of stationary bandit environments. However, as we demonstrate in this paper, it can perform poorly when applied to non-stationary environments. We attribute such failures to the…
In this paper, we investigate the performance of Thompson Sampling (TS) for online learning with censored feedback, focusing primarily on the classic repeated newsvendor model--a foundational framework in inventory management--and…
We introduce a framework for Thompson sampling (TS) contextual bandit algorithms, in which the algorithm's ability to quantify uncertainty and make decisions depends on the quality of a generative model that is learned offline. Instead of…
This paper describes important considerations and challenges associated with online reinforcement-learning based waveform selection for target identification in frequency modulated continuous wave (FMCW) automotive radar systems. We present…
Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…
Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…
Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…
Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…
A contextual bandit is a popular framework for online learning to act under uncertainty. In practice, the number of actions is huge and their expected rewards are correlated. In this work, we introduce a general framework for capturing such…
In this paper, a novel approach based on the concept of opportunistic spatial orthogonalization (OSO) is proposed for interference management between machine type communications (MTC) and conventional cellular communications. In particular,…
Thompson sampling (TS) is a Bayesian randomized exploration strategy that samples options (e.g., system parameters or control laws) from the current posterior and then applies the selected option that is optimal for a task, thereby…
Thompson Sampling has recently been shown to be optimal in the Bernoulli Multi-Armed Bandit setting[Kaufmann et al., 2012]. This bandit problem assumes stationary distributions for the rewards. It is often unrealistic to model the real…
We address the problem of online sequential decision making, i.e., balancing the trade-off between exploiting the current knowledge to maximize immediate performance and exploring the new information to gain long-term benefits using the…
The design and performance analysis of bandit algorithms in the presence of stage-wise safety or reliability constraints has recently garnered significant interest. In this work, we consider the linear stochastic bandit problem under…
How can we make use of information parallelism in online decision making problems while efficiently balancing the exploration-exploitation trade-off? In this paper, we introduce a batch Thompson Sampling framework for two canonical online…
Cellular network configuration plays a critical role in network performance. In current practice, network configuration depends heavily on field experience of engineers and often remains static for a long period of time. This practice is…
It has been shown (Amuru et al. 2015) that online learning algorithms can be effectively used to select optimal physical layer parameters for jamming against digital modulation schemes without a priori knowledge of the victim's transmission…
In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…