Related papers: Bayesian adversarial multi-node bandit for optimal…
We present a new algorithm to learn a deep neural network model robust against adversarial attacks. Previous algorithms demonstrate an adversarially trained Bayesian Neural Network (BNN) provides improved robustness. We recognize the…
We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm…
We consider the Lipschitz bandit optimization problem with an emphasis on practical efficiency. Although there is rich literature on regret analysis of this type of problem, e.g., [Kleinberg et al. 2008, Bubeck et al. 2011, Slivkins 2014],…
We consider Bandits with Knapsacks (henceforth, BwK), a general model for multi-armed bandits under supply/budget constraints. In particular, a bandit algorithm needs to solve a well-known knapsack problem: find an optimal packing of items…
We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the oblivious adversarial…
We study a general multi-dueling bandit problem, where an agent compares multiple options simultaneously and aims to minimize the regret due to selecting suboptimal arms. This setting generalizes the traditional two-dueling bandit problem…
Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…
Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…
Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…
Communication bottleneck and data privacy are two critical concerns in federated multi-armed bandit (MAB) problems, such as situations in decision-making and recommendations of connected vehicles via wireless. In this paper, we design the…
We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…
In smart electrical grids, fault detection tasks may have a high impact on society due to their economic and critical implications. In the recent years, numerous smart grid applications, such as defect detection and load forecasting, have…
We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches…
Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and restart strategies. As many non-stationary environments exhibit…
In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…
In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…
We introduce a bandit framework for stochastic matching under the multinomial logit (MNL) choice model. In our setting, $N$ agents on one side are assigned to $K$ arms on the other side, where each arm stochastically selects an agent from…
The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…
Given a multi-armed bandit problem it may be desirable to achieve a smaller-than-usual worst-case regret for some special actions. I show that the price for such unbalanced worst-case regret guarantees is rather high. Specifically, if an…
We study a robust, i.e. in presence of malicious participants, multi-agent multi-armed bandit problem where multiple participants are distributed on a fully decentralized blockchain, with the possibility of some being malicious. The rewards…