Related papers: Genetic multi-armed bandits: a reinforcement learn…
We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample…
We study the multi-armed bandit problem with arms which are Markov chains with rewards. In the finite-horizon setting, the celebrated Gittins indices do not apply, and the exact solution is intractable. We provide approximation algorithms…
Recent advances in generative artificial intelligence (GenAI) models have enabled the generation of personalized content that adapts to up-to-date user context. While personalized decision systems are often modeled using bandit…
Contextual sequential decision problems with categorical or numerical observations are ubiquitous and Generalized Linear Bandits (GLB) offer a solid theoretical framework to address them. In contrast to the case of linear bandits, existing…
We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…
Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…
Quantum reinforcement learning has emerged as a framework combining quantum computation with sequential decision-making, and applications to the multi-armed bandit (MAB) problem have been reported. The graph bandit problem extends the MAB…
Recommender systems in online marketplaces face the challenge of balancing multiple objectives to satisfy various stakeholders, including customers, providers, and the platform itself. This paper introduces Juggler-MAB, a hybrid approach…
In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…
Multi-arm bandit (MAB) algorithms have been used to learn optimal beams for millimeter wave communication systems. Here, the complexity of learning the optimal beam linearly scales with the number of beams, leading to high latency when…
Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…
Multi-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than one player pulls the…
Recommendation systems are a vital component of many online marketplaces, where there are often millions of items to potentially present to users who have a wide variety of wants or needs. Evaluating recommender system algorithms is a hard…
Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…
Multi-armed bandits (MAB) provide a principled online learning approach to attain the balance between exploration and exploitation. Due to the superior performance and low feedback learning without the learning to act in multiple…
In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…
The purpose of this paper is to provide further understanding into the structure of the sequential allocation ("stochastic multi-armed bandit", or MAB) problem by establishing probability one finite horizon bounds and convergence rates for…
We introduce a new variant of contextual multi-armed bandits (CMABs) called observation-augmented CMABs (OA-CMABs) wherein a robot uses extra outcome observations from an external information source, e.g. humans. In OA-CMABs, external…
A matroid is a notion of independence in combinatorial optimization which is closely related to computational efficiency. In particular, it is well known that the maximum of a constrained modular function can be found greedily if and only…
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…