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Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…
WiFi densification leads to the existence of multiple overlapping coverage areas, which allows user stations (STAs) to choose between different Access Points (APs). The standard WiFi association method makes the STAs select the AP with the…
We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…
To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…
We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…
It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…
Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…
We consider the problem of adaptively placing sensors along an interval to detect stochastically-generated events. We present a new formulation of the problem as a continuum-armed bandit problem with feedback in the form of partial…
Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…
One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…
In Reinforcement Learning (RL), multi-armed Bandit (MAB) problems have found applications across diverse domains such as recommender systems, healthcare, and finance. Traditional MAB algorithms typically assume stationary reward…
This paper investigates the problem of best arm identification in $\textit{contaminated}$ stochastic multi-arm bandits. In this setting, the rewards obtained from any arm are replaced by samples from an adversarial model with probability…
We study fairness within the stochastic, \emph{multi-armed bandit} (MAB) decision making framework. We adapt the fairness framework of "treating similar individuals similarly" to this setting. Here, an `individual' corresponds to an arm and…
Thompson Sampling (TS) is widely used to address the exploration/exploitation tradeoff in contextual bandits, yet recent theory shows that it does not explore aggressively enough in high-dimensional problems. Feel-Good Thompson Sampling…
In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the decision maker chooses one arm to pull and receives the…
The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the…
In this paper we propose the first multi-armed bandit algorithm based on re-sampling that achieves asymptotically optimal regret simultaneously for different families of arms (namely Bernoulli, Gaussian and Poisson distributions). Unlike…
In the fixed budget thresholding bandit problem, an algorithm sequentially allocates a budgeted number of samples to different distributions. It then predicts whether the mean of each distribution is larger or lower than a given threshold.…
The combinatorial multi-armed bandit model is designed to maximize cumulative rewards in the presence of uncertainty by activating a subset of arms in each round. This paper is inspired by two critical applications in wireless networks,…
We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…