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A Top Two sampling rule for bandit identification is a method which selects the next arm to sample from among two candidate arms, a leader and a challenger. Due to their simplicity and good empirical performance, they have received…
Best arm identification (BAI) aims to identify the highest-performance arm among a set of $K$ arms by collecting stochastic samples from each arm. In real-world problems, the best arm needs to satisfy additional feasibility constraints.…
In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…
Dynamic decision-making under model uncertainty is central to many economic environments, yet existing bandit and reinforcement learning algorithms rely on the assumption of correct model specification. This paper studies the behavior and…
Standard bandit algorithms that assume continual reallocation of measurement effort are challenging to implement due to delayed feedback and infrastructural/organizational difficulties. Motivated by practical instances involving a handful…
Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…
We consider stochastic multi-armed bandit problems with graph feedback, where the decision maker is allowed to observe the neighboring actions of the chosen action. We allow the graph structure to vary with time and consider both…
Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…
Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…
In this paper, we consider several finite-horizon Bayesian multi-armed bandit problems with side constraints which are computationally intractable (NP-Hard) and for which no optimal (or near optimal) algorithms are known to exist with…
Existing data-dependent and best-of-both-worlds regret bounds for multi-armed bandits problems have limited adaptivity as they are either data-dependent but not best-of-both-worlds (BOBW), BOBW but not data-dependent or have sub-optimal…
This paper considers the multi-armed thresholding bandit problem -- identifying all arms whose expected rewards are above a predefined threshold via as few pulls (or rounds) as possible -- proposed by Locatelli et al. [2016] recently.…
Integrated terrestrial and non-terrestrial network (TN-NTN) architectures offer a promising solution for expanding coverage and improving capacity for the network. While non-terrestrial networks (NTNs) are primarily exploited for these…
This work deals with parallel optimization of expensive objective functions which are modeled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit…
Multi-armed Bandits (MABs) are increasingly employed in online platforms and e-commerce to optimize decision making for personalized user experiences. In this work, we focus on the Contextual Bandit problem with linear rewards, under…
Motivated by the challenges of edge inference, we study a variant of the cascade bandit model in which each arm corresponds to an inference model with an associated accuracy and error probability. We analyse four decision-making…
In recommender system or crowdsourcing applications of online learning, a human's preferences or abilities are often a function of the algorithm's recent actions. Motivated by this, a significant line of work has formalized settings where…
We consider a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem…
Wireless communication systems operate in complex time-varying environments. Therefore, selecting the optimal configuration parameters in these systems is a challenging problem. For wireless links, \emph{rate selection} is used to select…
Thompson Sampling has been widely used for contextual bandit problems due to the flexibility of its modeling power. However, a general theory for this class of methods in the frequentist setting is still lacking. In this paper, we present a…