Related papers: Batched Thompson Sampling for Multi-Armed Bandits

We study the real-valued combinatorial pure exploration of the multi-armed bandit (R-CPE-MAB) problem. In R-CPE-MAB, a player is given $d$ stochastic arms, and the reward of each arm $s\in\{1, \ldots, d\}$ follows an unknown distribution…

We study the recovering bandits problem, a variant of the stochastic multi-armed bandit problem where the expected reward of each arm varies according to some unknown function of the time since the arm was last played. While being a natural…

We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…

Thompson sampling has been shown to be an effective policy across a variety of online learning tasks. Many works have analyzed the finite time performance of Thompson sampling, and proved that it achieves a sub-linear regret under a broad…

Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static treatments, each run of a bandit algorithm over $T$ users…

We consider the classical stochastic multi-armed bandit but where, from time to time and roughly with frequency $\epsilon$, an extra observation is gathered by the agent for free. We prove that, no matter how small $\epsilon$ is the agent…

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

We consider a special case of bandit problems, namely batched bandits. Motivated by natural restrictions of recommender systems and e-commerce platforms, we assume that a learning agent observes responses batched in groups over a certain…

In this paper, we investigate the problem of pure exploration in the context of multi-armed bandits, with a specific focus on scenarios where arms are pulled in fixed-size batches. Batching has been shown to enhance computational…

In recent years, the integration of communication and control systems has gained significant traction in various domains, ranging from autonomous vehicles to industrial automation and beyond. Multi-armed bandit (MAB) algorithms have proven…

We study the benefits of sparsity in nonparametric contextual bandit problems, in which the set of candidate features is countably or uncountably infinite. Our contribution is two-fold. First, using a novel reduction to sequences of…

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

Motivated by the task of hyperparameter optimization, we introduce the non-stochastic best-arm identification problem. Within the multi-armed bandit literature, the cumulative regret objective enjoys algorithms and analyses for both the…

Originally motivated by default risk management applications, this paper investigates a novel problem, referred to as the profitable bandit problem here. At each step, an agent chooses a subset of the K possible actions. For each action…

In this survey we cover a few stochastic and adversarial contextual bandit algorithms. We analyze each algorithm's assumption and regret bound.

We consider a finite-horizon multi-armed bandit (MAB) problem in a Bayesian setting, for which we propose an information relaxation sampling framework. With this framework, we define an intuitive family of control policies that include…

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

We consider Thompson sampling for linear bandit problems with finitely many independent arms, where rewards are sampled from normal distributions that are linearly dependent on unknown parameter vectors and with unknown variance.…

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…