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Contextual online decision-making problems with constraints appear in a wide range of real-world applications, such as adaptive experimental design under safety constraints, personalized recommendation with resource limits, and dynamic…
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…
This paper addresses a critical preliminary step in radar signal processing: detecting the presence of a radar signal and robustly estimating its bandwidth. Existing methods which are largely statistical feature-based approaches face…
In this paper, dynamic non-cooperative coexistence between a cognitive pulsed radar and a nearby communications system is addressed by applying nonlinear value function approximation via deep reinforcement learning (Deep RL) to develop a…
We study the task of online learning in the presence of Massart noise. Instead of assuming that the online adversary chooses an arbitrary sequence of labels, we assume that the context $\mathbf{x}$ is selected adversarially but the label…
Applying reinforcement learning to robotic systems poses a number of challenging problems. A key requirement is the ability to handle continuous state and action spaces while remaining within a limited time and resource budget.…
The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a…
We investigate the sparse linear contextual bandit problem where the parameter $\theta$ is sparse. To relieve the sampling inefficiency, we utilize the "perturbed adversary" where the context is generated adversarilly but with small random…
This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…
The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…
Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…
This work addresses the coexistence problem for radar networks. Specifically, we model a network of cooperative, independent, and non-communicating radar nodes which must share resources within the network as well as with non-cooperative…
In this work, we first describe a framework for the application of Reinforcement Learning (RL) control to a radar system that operates in a congested spectral setting. We then compare the utility of several RL algorithms through a…
We study a novel variant of online finite-horizon Markov Decision Processes with adversarially changing loss functions and initially unknown dynamics. In each episode, the learner suffers the loss accumulated along the trajectory realized…
In many recommendation applications such as news recommendation, the items that can be rec- ommended come and go at a very fast pace. This is a challenge for recommender systems (RS) to face this setting. Online learning algorithms seem to…
We study how a Reinforcement Learning (RL) system can remain sample-efficient when learning from an imperfect model of the environment. This is particularly challenging when the learning system is resource-constrained and in continual…
With the fast development of big data, learning the optimal decision rule by recursively updating it and making online decisions has been easier than before. We study the online statistical inference of model parameters in a contextual…
The present paper deals with online convex optimization involving both time-varying loss functions, and time-varying constraints. The loss functions are not fully accessible to the learner, and instead only the function values (a.k.a.…
Radar sensors are gradually becoming a wide-spread equipment for road vehicles, playing a crucial role in autonomous driving and road safety. The broad adoption of radar sensors increases the chance of interference among sensors from…
We investigate the high-dimensional sparse linear bandits problem in a data-poor regime where the time horizon is much smaller than the ambient dimension and number of arms. We study the setting under the additional blocking constraint…