Related papers: Doubly robust Thompson sampling for linear payoffs

We study a nonparametric contextual bandit problem where the expected reward functions belong to a H\"older class with smoothness parameter $\beta$. We show how this interpolates between two extremes that were previously studied in…

We consider the stochastic multi-armed bandit problem with a prior distribution on the reward distributions. We are interested in studying prior-free and prior-dependent regret bounds, very much in the same spirit as the usual…

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

We investigate the \emph{linear contextual bandit problem} with independent and identically distributed (i.i.d.) contexts. In this problem, we aim to develop a \emph{Best-of-Both-Worlds} (BoBW) algorithm with regret upper bounds in both…

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…

We study the multi-armed bandit problem with adversarially chosen delays in the Best-of-Both-Worlds (BoBW) framework, which aims to achieve near-optimal performance in both stochastic and adversarial environments. While prior work has made…

This paper investigates the fusion of absolute (reward) and relative (dueling) feedback in stochastic bandits, where both feedback types are gathered in each decision round. We derive a regret lower bound, demonstrating that an efficient…

We provide an approach for the analysis of randomised exploration algorithms like Thompson sampling that does not rely on forced optimism or posterior inflation. With this, we demonstrate that in the $d$-dimensional linear bandit setting,…

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…

Non-stationary multi-armed bandits (NS-MABs) model sequential decision-making problems in which the expected rewards of a set of actions, a.k.a.~arms, evolve over time. In this paper, we fill a gap in the literature by providing a novel…

The Multi-Armed Bandit problem provides a fundamental framework for analyzing the tension between exploration and exploitation in sequential learning. This paper explores Information Directed Sampling (IDS) policies, a class of heuristics…

Influence maximization, adaptive routing, and dynamic spectrum allocation all require choosing the right action from a large set of alternatives. Thanks to the advances in combinatorial optimization, these and many similar problems can be…

We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…

We consider a stochastic bandit problem with infinitely many arms. In this setting, the learner has no chance of trying all the arms even once and has to dedicate its limited number of samples only to a certain number of arms. All previous…

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

In the stochastic multi-armed bandit problem, a randomized probability matching policy called Thompson sampling (TS) has shown excellent performance in various reward models. In addition to the empirical performance, TS has been shown to…

For infinite action contextual bandits, smoothed regret and reduction to regression results in state-of-the-art online performance with computational cost independent of the action set: unfortunately, the resulting data exhaust does not…

Research on the multi-armed bandit problem has studied the trade-off of exploration and exploitation in depth. However, there are numerous applications where the cardinal absolute-valued feedback model (e.g. ratings from one to five) is not…

Thompson Sampling is one of the most widely used and studied bandit algorithms, known for its simple structure, low regret performance, and solid theoretical guarantees. Yet, in stark contrast to most other families of bandit algorithms,…

This paper introduces a general framework for risk-sensitive bandits that integrates the notions of risk-sensitive objectives by adopting a rich class of distortion riskmetrics. The introduced framework subsumes the various existing…