Related papers: A survey on multi-player bandits
Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…
Effective budget allocation is crucial for optimizing the performance of digital advertising campaigns. However, the development of practical budget allocation algorithms remain limited, primarily due to the lack of public datasets and…
We introduce a novel algorithmic approach to content recommendation based on adaptive clustering of exploration-exploitation ("bandit") strategies. We provide a sharp regret analysis of this algorithm in a standard stochastic noise setting,…
Recently, data mining studies are being successfully conducted to estimate several parameters in a variety of domains. Data mining techniques have attracted the attention of the information industry and society as a whole, due to a large…
We study the cooperative stochastic $k$-armed bandit problem, where a network of $m$ agents collaborate to find the optimal action. In contrast to most prior work on this problem, which focuses on extending a specific algorithm to the…
Contextual bandits have the same exploration-exploitation trade-off as standard multi-armed bandits. On adding positive externalities that decay with time, this problem becomes much more difficult as wrong decisions at the start are hard to…
Delivering treatment recommendations via pervasive electronic devices such as mobile phones has the potential to be a viable and scalable treatment medium for long-term health behavior management. But active experimentation of treatment…
Stochastic linear contextual bandit algorithms have substantial applications in practice, such as recommender systems, online advertising, clinical trials, etc. Recent works show that optimal bandit algorithms are vulnerable to adversarial…
We establish a link between a class of discrete choice models and the theory of online learning and multi-armed bandits. Our contributions are: (i) sublinear regret bounds for a broad algorithmic family, encompassing Exp3 as a special case;…
In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…
We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…
This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…
Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance. This research effort delivered statistically efficient algorithms, improving the regret of previous strategies by…
The RKHS bandit problem (also called kernelized multi-armed bandit problem) is an online optimization problem of non-linear functions with noisy feedback. Although the problem has been extensively studied, there are unsatisfactory results…
We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…
We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…
Games with large branching factors pose a significant challenge for game tree search algorithms. In this paper, we address this problem with a sampling strategy for Monte Carlo Tree Search (MCTS) algorithms called {\em na\"{i}ve sampling},…
The nodes' interconnections on a social network often reflect their dependencies and information-sharing behaviors. Nevertheless, abnormal nodes, which significantly deviate from most of the network concerning patterns or behaviors, can…
Cognitive radio has been widely considered as one of the prominent solutions to tackle the spectrum scarcity. While the majority of existing research has focused on single-band cognitive radio, multiband cognitive radio represents great…
In this paper, we consider the problem of an adversary aiming to learn information about the network topology or the executed algorithm from some signals obtained during the algorithm's execution. The problem is defined in a very general…