Related papers: Efficient Online-Bandit Strategies for Minimax Lea…
Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…
The nodes' interconnections on a social network often reflect their dependencies and information-sharing behaviors. Nevertheless, abnormal nodes, which significantly deviate from most of the network concerning patterns or behaviors, can…
We study a novel setting in offline reinforcement learning (RL) where a number of distributed machines jointly cooperate to solve the problem but only one single round of communication is allowed and there is a budget constraint on the…
In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…
We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical…
In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…
In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…
In the bandits with knapsacks framework (BwK) the learner has $m$ resource-consumption (packing) constraints. We focus on the generalization of BwK in which the learner has a set of general long-term constraints. The goal of the learner is…
We study the problem of combining multiple bandit algorithms (that is, online learning algorithms with partial feedback) with the goal of creating a master algorithm that performs almost as well as the best base algorithm if it were to be…
We discuss multi-task online learning when a decision maker has to deal simultaneously with M tasks. The tasks are related, which is modeled by imposing that the M-tuple of actions taken by the decision maker needs to satisfy certain…
In this paper, we explore the use of multi-armed bandit online learning techniques to solve distributed resource selection problems. As an example, we focus on the problem of network selection. Mobile devices often have several wireless…
We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…
Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…
We unify two prominent lines of work on multi-armed bandits: bandits with knapsacks (BwK) and combinatorial semi-bandits. The former concerns limited "resources" consumed by the algorithm, e.g., limited supply in dynamic pricing. The latter…
Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…
We propose a novel framework for structured bandits, which we call an influence diagram bandit. Our framework captures complex statistical dependencies between actions, latent variables, and observations; and thus unifies and extends many…
We consider the problem of fitting a reinforcement learning (RL) model to some given behavioral data under a multi-armed bandit environment. These models have received much attention in recent years for characterizing human and animal…
Bandit based optimisation has a remarkable advantage over gradient based approaches due to their global perspective, which eliminates the danger of getting stuck at local optima. However, for continuous optimisation problems or problems…
High-dimensional models often have a large memory footprint and must be quantized after training before being deployed on resource-constrained edge devices for inference tasks. In this work, we develop an information-theoretic framework for…
We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…