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Contextual multi-armed bandit (MAB) achieves cutting-edge performance on a variety of problems. When it comes to real-world scenarios such as recommendation system and online advertising, however, it is essential to consider the resource…
We study contextual combinatorial bandits with probabilistically triggered arms (C$^2$MAB-T) under a variety of smoothness conditions that capture a wide range of applications, such as contextual cascading bandits and contextual influence…
We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…
Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…
In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…
We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…
In this paper, a novel approach based on the concept of opportunistic spatial orthogonalization (OSO) is proposed for interference management between machine type communications (MTC) and conventional cellular communications. In particular,…
In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…
While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…
Automated decision-making algorithms drive applications such as recommendation systems and search engines. These algorithms often rely on off-policy contextual bandits or off-policy learning (OPL). Conventionally, OPL selects actions that…
Determining what experience to generate to best facilitate learning (i.e. exploration) is one of the distinguishing features and open challenges in reinforcement learning. The advent of distributed agents that interact with parallel…
Due to the broad range of applications of stochastic multi-armed bandit model, understanding the effects of adversarial attacks and designing bandit algorithms robust to attacks are essential for the safe applications of this model. In this…
In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting…
Motivated by the phenomenon of strategic agents gaming a recommender system to maximize the number of times they are recommended to users, we study a strategic variant of the linear contextual bandit problem, where the arms can…
This paper investigates learning-based caching in small-cell networks (SCNs) when user preference is unknown. The goal is to optimize the cache placement in each small base station (SBS) for minimizing the system long-term transmission…
Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…
In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then…
Establishing and maintaining millimeter-wave (mmWave) links is challenging due to the changing environment and the high sensibility of mmWave signal to user mobility and channel conditions. MmWave link configuration problems often involve a…
The best arm identification problem in the multi-armed bandit setting is an excellent model of many real-world decision-making problems, yet it fails to capture the fact that in the real-world, safety constraints often must be met while…
Wireless links adapt the data transmission parameters to the dynamic channel state -- this is called link adaptation. Classical link adaptation relies on tuning parameters that are challenging to configure for optimal link performance.…