Related papers: A Reduction-based Framework for Sequential Decisio…
Contextual dueling bandits form a cornerstone of preference-based decision-making, with critical applications in recommender systems and large language model alignment. However, standard algorithms rely on the idealized assumption of…
Reinforcement learning generalizes multi-armed bandit problems with additional difficulties of a longer planning horizon and unknown transition kernel. We explore a black-box reduction from discounted infinite-horizon tabular reinforcement…
We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…
A recent work by Schlisselberg et al. (2024) studies a delay-as-payoff model for stochastic multi-armed bandits, where the payoff (either loss or reward) is delayed for a period that is proportional to the payoff itself. While this captures…
Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…
We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…
Large language model (LLM)-based agents are increasingly used to perform complex, multi-step workflows in regulated settings such as compliance and due diligence. However, many agentic architectures rely primarily on prompt engineering of a…
We consider a Markov decision process with deterministic state transition dynamics, adversarially generated rewards that change arbitrarily from round to round, and a bandit feedback model in which the decision maker only observes the…
We study the stochastic combinatorial semi-bandit problem with unrestricted feedback delays under merit-based fairness constraints. This is motivated by applications such as crowdsourcing, and online advertising, where immediate feedback is…
This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…
Action and observation delays exist prevalently in the real-world cyber-physical systems which may pose challenges in reinforcement learning design. It is particularly an arduous task when handling multi-agent systems where the delay of one…
This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…
Tree-form sequential decision making (TFSDM) extends classical one-shot decision making by modeling tree-form interactions between an agent and a potentially adversarial environment. It captures the online decision-making problems that each…
The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…
The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…
We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…
Multi-agent planning under stochastic dynamics is usually formalised using decentralized (partially observable) Markov decision processes ( MDPs) and reachability or expected reward specifications. In this paper, we propose a different…
We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…
Speculative decoding (SD) accelerates large language model (LLM) inference by using a smaller model to draft future tokens, which are then verified by the target LLM. This preserves generation quality by accepting only aligned tokens.…
We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…