Related papers: Metadata-based Multi-Task Bandits with Bayesian Hi…

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

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.…

An individual's decisions are often guided by those of his or her peers, i.e., neighbors in a social network. Presumably, being privy to the experiences of others aids in learning and decision making, but how much advantage does an…

Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

Very recently crowdsourcing has become the de facto platform for distributing and collecting human computation for a wide range of tasks and applications such as information retrieval, natural language processing and machine learning.…

We study the stochastic multi-armed bandit problem with the graph-based feedback structure introduced by Mannor and Shamir. We analyze the performance of the two most prominent stochastic bandit algorithms, Thompson Sampling and Upper…

We investigate top-$m$ arm identification, a basic problem in bandit theory, in a multi-agent learning model in which agents collaborate to learn an objective function. We are interested in designing collaborative learning algorithms that…

Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…

We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors. Neighbors are defined by a network graph with heterogeneous and stochastic…

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

Stochastic Rank-One Bandits (Katarya et al, (2017a,b)) are a simple framework for regret minimization problems over rank-one matrices of arms. The initially proposed algorithms are proved to have logarithmic regret, but do not match the…

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

This paper explores mobile crowdsensing, which leverages mobile devices and their users for collective sensing tasks under the coordination of a central requester. The primary challenge here is the variability in the sensing capabilities of…

In this work we investigate meta-learning (or learning-to-learn) approaches in multi-task linear stochastic bandit problems that can originate from multiple environments. Inspired by the work of [1] on meta-learning in a sequence of linear…

The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…