Related papers: AC-Band: A Combinatorial Bandit-Based Approach to …
Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…
We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the context used at each decision may be corrupted ("useless context"). This…
In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…
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.…
We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…
Consider a multi-phase project management problem where the decision maker needs to deal with two issues: (a) how to allocate resources to projects within each phase, and (b) when to enter the next phase, so that the total expected reward…
The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…
Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…
The goal of data-driven algorithm design is to obtain high-performing algorithms for specific application domains using machine learning and data. Across many fields in AI, science, and engineering, practitioners will often fix a family of…
We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…
We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…
Sampling from the equilibrium distribution has always been a major problem in molecular simulations due to the very high dimensionality of conformational space. Over several decades, many approaches have been used to overcome the problem.…
We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…
We introduce the cram method as a general statistical framework for evaluating the final learned policy from a multi-armed contextual bandit algorithm, using the dataset generated by the same bandit algorithm. The proposed on-policy…
We study the real-valued combinatorial pure exploration of the multi-armed bandit in the fixed-budget setting. We first introduce the Combinatorial Successive Asign (CSA) algorithm, which is the first algorithm that can identify the best…
An automatic machine learning (AutoML) task is to select the best algorithm and its hyper-parameters simultaneously. Previously, the hyper-parameters of all algorithms are joint as a single search space, which is not only huge but also…
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…
We propose a multi-agent multi-armed bandit (MA-MAB) framework aimed at ensuring fair outcomes across agents while maximizing overall system performance. A key challenge in this setting is decision-making under limited information about arm…
Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…
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…