Related papers: Decentralized Upper Confidence Bound Algorithms fo…
We study decentralized stochastic linear bandits, where a network of $N$ agents acts cooperatively to efficiently solve a linear bandit-optimization problem over a $d$-dimensional space. For this problem, we propose DLUCB: a fully…
We present conservative distributed multi-task learning in stochastic linear contextual bandits with heterogeneous agents. This extends conservative linear bandits to a distributed setting where M agents tackle different but related tasks…
We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…
Upper Confidence Bound (UCB) is arguably the most commonly used method for linear multi-arm bandit problems. While conceptually and computationally simple, this method highly relies on the confidence bounds, failing to strike the optimal…
We provide a simple method to combine stochastic bandit algorithms. Our approach is based on a "meta-UCB" procedure that treats each of $N$ individual bandit algorithms as arms in a higher-level $N$-armed bandit problem that we solve with a…
We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…
When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…
Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…
For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…
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…
We consider a multi-armed bandit problem in which a set of arms is registered by each agent, and the agent receives reward when its arm is selected. An agent might strategically submit more arms with replications, which can bring more…
Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…
We introduce in this paper a new algorithm for Multi-Armed Bandit (MAB) problems. A machine learning paradigm popular within Cognitive Network related topics (e.g., Spectrum Sensing and Allocation). We focus on the case where the rewards…
The multi-armed bandit (MAB) problem is a classical problem that models sequential decision-making under uncertainty in reinforcement learning. In this study, we propose a new generalized upper confidence bound (UCB) algorithm (GWA-UCB1) by…
Motivated by wireless networks where interference or channel state estimates provide partial insight into throughput, we study a variant of the classical stochastic multi-armed bandit problem in which the learner has limited access to…
We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also…
The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…
In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by applications in clinical trials and recommendation systems, we assume that two arms are connected if and only if they are similar (i.e.,…
We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…
In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by the clinical trials and recommendation problem, we assume that two arms are connected if and only if they are similar (i.e., their means are…