Related papers: Evolutionary Multi-Armed Bandits with Genetic Thom…

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to combinatorial constraints, and then observes stochastic weights of these items and receives…

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

We consider the stochastic linear contextual bandit problem with high-dimensional features. We analyze the Thompson sampling algorithm using special classes of sparsity-inducing priors (e.g., spike-and-slab) to model the unknown parameter…

Online decision making plays a crucial role in numerous real-world applications. In many scenarios, the decision is made based on performing a sequence of tests on the incoming data points. However, performing all tests can be expensive and…

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

In many real-world problems of real-time monitoring high-dimensional streaming data, one wants to detect an undesired event or change quickly once it occurs, but under the sampling control constraint in the sense that one might be able to…

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

As cellular networks become denser, a scalable and dynamic tuning of wireless base station parameters can only be achieved through automated optimization. Although the contextual bandit framework arises as a natural candidate for such a…

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…

Thompson sampling (TS) has emerged as a robust technique for contextual bandit problems. However, TS requires posterior inference and optimization for action generation, prohibiting its use in many online platforms where latency and ease of…

Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB…

In settings where the application of reinforcement learning (RL) requires running real-world trials, including the optimization of adaptive health interventions, the number of episodes available for learning can be severely limited due to…

Stochastic linear bandits are a natural and simple generalisation of finite-armed bandits with numerous practical applications. Current approaches focus on generalising existing techniques for finite-armed bandits, notably the optimism…

We study the asymptotic performance of the Thompson sampling algorithm in the batched multi-armed bandit setting where the time horizon $T$ is divided into batches, and the agent is not able to observe the rewards of her actions until the…

We propose ${\tt AdaTS}$, a Thompson sampling algorithm that adapts sequentially to bandit tasks that it interacts with. The key idea in ${\tt AdaTS}$ is to adapt to an unknown task prior distribution by maintaining a distribution over its…

Machine unlearning aims to unlearn data points from a learned model, offering a principled way to process data-deletion requests and mitigate privacy risks without full retraining. Prior work has mainly studied unsupervised / supervised…

We present a PAC-Bayesian analysis of lifelong learning. In the lifelong learning problem, a sequence of learning tasks is observed one-at-a-time, and the goal is to transfer information acquired from previous tasks to new learning tasks.…

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…