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We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online…
We study a type of Multi-Armed Bandit (MAB) problems in which arms with a Gaussian reward feedback are clustered. Such an arm setting finds applications in many real-world problems, for example, mmWave communications and portfolio…
In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…
We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…
Inspired by human-like behaviors for navigation: first searching to explore unknown areas before discovering the target, and then the pathfinding of moving towards the discovered target, recent studies design parallel submodules to achieve…
We explore a stochastic contextual linear bandit problem where the agent observes a noisy, corrupted version of the true context through a noise channel with an unknown noise parameter. Our objective is to design an action policy that can…
Variance-dependent regret bounds have received increasing attention in recent studies on contextual bandits. However, most of these studies are focused on upper confidence bound (UCB)-based bandit algorithms, while sampling based bandit…
Thompson Sampling, one of the oldest heuristics for solving multi-armed bandits, has recently been shown to demonstrate state-of-the-art performance. The empirical success has led to great interests in theoretical understanding of this…
We consider the multiarm bandit problems in the timevarying dynamic system for rich structural features. For the nonlinear dynamic model, we propose the approximate inference for the posterior distributions based on Laplace Approximation.…
To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…
Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…
The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a…
In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…
We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…
We formulate a new problem at the intersectionof semi-supervised learning and contextual bandits,motivated by several applications including clini-cal trials and ad recommendations. We demonstratehow Graph Convolutional Network (GCN), a…
Thompson sampling has become a ubiquitous approach to online decision problems with bandit feedback. The key algorithmic task for Thompson sampling is drawing a sample from the posterior of the optimal action. We propose an alternative arm…
Conventional Congestion Control (CC) algorithms,such as TCP Cubic, struggle in tactical environments as they misinterpret packet loss and fluctuating network performance as congestion symptoms. Recent efforts, including our own MARLIN, have…
We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…
Pursuit-evasion is a multi-agent sequential decision problem wherein a group of agents known as pursuers coordinate their traversal of a spatial domain to locate an agent trying to evade them. Pursuit evasion problems arise in a number of…
In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select…