Related papers: Anti-Concentrated Confidence Bonuses for Scalable …

Existing contextual multi-armed bandit (MAB) algorithms fail to effectively capture both long-term trends and local patterns across all arms, leading to suboptimal performance in environments with rapidly changing reward structures. They…

In today's technology environment, information is abundant, dynamic, and heterogeneous in nature. Automated filtering and prioritization of information is based on the distinction between whether the information adds substantial value…

Personalized recommendation based on multi-arm bandit (MAB) algorithms has shown to lead to high utility and efficiency as it can dynamically adapt the recommendation strategy based on feedback. However, unfairness could incur in…

In this paper, we study the stochastic multi-armed bandit problem, where the reward is driven by an unknown random variable. We propose a new variant of the Upper Confidence Bound (UCB) algorithm called Hellinger-UCB, which leverages the…

Learning effective negotiation strategies poses two key challenges: the exploration-exploitation dilemma and dealing with large action spaces. However, there is an absence of learning-based approaches that effectively address these…

Autonomous navigation in crowded environments is an open problem with many applications, essential for the coexistence of robots and humans in the smart cities of the future. In recent years, deep reinforcement learning approaches have…

Random embedding has been applied with empirical success to large-scale black-box optimization problems with low effective dimensions. This paper proposes the EmbeddedHunter algorithm, which incorporates the technique in a hierarchical…

Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…

We study an online learning version of the generalized principal-agent model, where a principal interacts repeatedly with a strategic agent possessing private types, private rewards, and taking unobservable actions. The agent is non-myopic,…

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

A sensing policy for the restless multi-armed bandit problem with stationary but unknown reward distributions is proposed. The work is presented in the context of cognitive radios in which the bandit problem arises when deciding which parts…

We consider an agent's uncertainty about its environment and the problem of generalizing this uncertainty across observations. Specifically, we focus on the problem of exploration in non-tabular reinforcement learning. Drawing inspiration…

An automatic machine learning (AutoML) task is to select the best algorithm and its hyper-parameters simultaneously. Previously, the hyper-parameters of all algorithms are joint as a single search space, which is not only huge but also…

We study Contextual Multi-Armed Bandits (CMABs) for non-episodic sequential decision making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer…

We introduce a novel framework to account for sensitivity to rewards uncertainty in sequential decision-making problems. While risk-sensitive formulations for Markov decision processes studied so far focus on the distribution of the…

We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of…

We study adversarial attacks on linear stochastic bandits: by manipulating the rewards, an adversary aims to control the behaviour of the bandit algorithm. Perhaps surprisingly, we first show that some attack goals can never be achieved.…

We propose a novel modification of the standard upper confidence bound (UCB) method for the stochastic multi-armed bandit (MAB) problem which tunes the confidence bound of a given bandit based on its distance to others. Our UCB distance…

In this paper, we study the stochastic linear bandit problem under the additional requirements of differential privacy, robustness and batched observations. In particular, we assume an adversary randomly chooses a constant fraction of the…

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…