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We consider a contextual combinatorial bandit problem where in each round a learning agent selects a subset of arms and receives feedback on the selected arms according to their scores. The score of an arm is an unknown function of the…

Machine Learning · Statistics 2023-06-02 Taehyun Hwang , Kyuwook Chai , Min-hwan Oh

Thompson sampling (TS) is a popular heuristic for action selection, but it requires sampling from a posterior distribution. Unfortunately, this can become computationally intractable in complex environments, such as those modeled using…

In algorithm optimization in reinforcement learning, how to deal with the exploration-exploitation dilemma is particularly important. Multi-armed bandit problem can optimize the proposed solutions by changing the reward distribution to…

Machine Learning · Statistics 2022-03-28 Zhendong Shi , Ercan E. Kuruoglu , Xiaoli Wei

In this work, we consider the problem of transmission rate selection for a discrete time point-to-point block fading wireless communication link. The wireless channel remains constant within the channel coherence time but can change rapidly…

Networking and Internet Architecture · Computer Science 2021-08-24 Haoyue Tang , Xinyu Hou , Jintao Wang , Jian Song

Users of recommender systems often behave in a non-stationary fashion, due to their evolving preferences and tastes over time. In this work, we propose a practical approach for fast personalization to non-stationary users. The key idea is…

Machine Learning · Computer Science 2020-12-02 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Mohammad Ghavamzadeh , Craig Boutilier

The combination of multiple-input multiple-output (MIMO) systems and intelligent reflecting surfaces (IRSs) is foreseen as a critical enabler of beyond 5G (B5G) and 6G. In this work, two different approaches are considered for the joint…

Information Theory · Computer Science 2024-01-31 Dariel Pereira-Ruisánchez , Óscar Fresnedo , Darian Pérez-Adán , Luis Castedo

In this paper, we consider online learning in generalized linear contextual bandits where rewards are not immediately observed. Instead, rewards are available to the decision-maker only after some delay, which is unknown and stochastic. We…

Machine Learning · Computer Science 2020-03-12 Jose Blanchet , Renyuan Xu , Zhengyuan Zhou

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

Machine Learning · Computer Science 2020-01-28 Xiaoying Zhang , Hong Xie , Hang Li , John C. S. Lui

We study joint learning of network topology and a mixed opinion dynamics, in which agents may have different update rules. Such a model captures the diversity of real individual interactions. We propose a learning algorithm based on…

Social and Information Networks · Computer Science 2023-06-29 Yu Xing , Xudong Sun , Karl H. Johansson

We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

Machine Learning · Computer Science 2017-12-11 Mohammadreza Mohaghegh Neyshabouri , Kaan Gokcesu , Huseyin Ozkan , Suleyman S. Kozat

In this paper, we introduce and analyze a variant of the Thompson sampling (TS) algorithm for contextual bandits. At each round, traditional TS requires samples from the current posterior distribution, which is usually intractable. To…

Machine Learning · Statistics 2024-07-23 Pierre Clavier , Tom Huix , Alain Durmus

Non-stationary multi-armed bandit (NS-MAB) problems have recently received significant attention. NS-MAB are typically modelled in two scenarios: abruptly changing, where reward distributions remain constant for a certain period and change…

Machine Learning · Computer Science 2023-05-23 Han Qi , Yue Wang , Li Zhu

We present a novel offline-online method to mitigate the computational burden of the characterization of posterior random variables in statistical learning. In the offline phase, the proposed method learns the joint law of the parameter…

Machine Learning · Statistics 2023-03-07 Tiangang Cui , Sergey Dolgov , Olivier Zahm

To follow the dynamicity of the user's content, researchers have recently started to model interactions between users and the Context-Aware Recommender Systems (CARS) as a bandit problem where the system needs to deal with exploration and…

Information Retrieval · Computer Science 2014-10-01 Djallel Bouneffouf

Mobile health (mHealth) programs face a critical challenge in optimizing the timing of automated health information calls to beneficiaries. This challenge has been formulated as a collaborative multi-armed bandit problem, requiring online…

Machine Learning · Computer Science 2024-10-31 Arpan Dasgupta , Gagan Jain , Arun Suggala , Karthikeyan Shanmugam , Milind Tambe , Aparna Taneja

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Machine Learning · Computer Science 2022-03-01 Runzhe Wan , Lin Ge , Rui Song

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to combinatorial constraints, and then observes stochastic weights of these items and receives…

Machine Learning · Computer Science 2017-02-01 Zheng Wen , Branislav Kveton , Azin Ashkan

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

Unmanned aerial vehicles (UAVs) are expected to be an integral part of wireless networks. In this paper, we aim to find collision-free paths for multiple cellular-connected UAVs, while satisfying requirements of connectivity with ground…

Machine Learning · Computer Science 2021-04-19 Xueyuan Wang , M. Cenk Gursoy , Tugba Erpek , Yalin E. Sagduyu