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In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…
Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…
We consider minimisation of dynamic regret in non-stationary bandits with a slowly varying property. Namely, we assume that arms' rewards are stochastic and independent over time, but that the absolute difference between the expected…
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…
We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline policy which is known to perform well on the task. To…
Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…
The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…
We study a Combinatorial Multi-Bandit Problem motivated by applications in energy systems management. Given multiple probabilistic multi-arm bandits with unknown outcome distributions, the task is to optimize the value of a combinatorial…
Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…
Motivated by a broad class of mobile intervention problems, we propose and study restless multi-armed bandits (RMABs) with network effects. In our model, arms are partially recharging and connected through a graph, so that pulling one arm…
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…
Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…
We propose an algorithm for non-stationary kernel bandits that does not require prior knowledge of the degree of non-stationarity. The algorithm follows randomized strategies obtained by solving optimization problems that balance…
Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…
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.…
Restless multi-armed bandits are often used to model budget-constrained resource allocation tasks where receipt of the resource is associated with an increased probability of a favorable state transition. Prior work assumes that individual…
The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…
Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…
We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…
We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of $M$ users and $N \geq M$ resources. For each user-resource pair $(i,j)$, there is an…