Related papers: Combinatorial Neural Bandits

In federated multi-armed bandit problems, maximizing global reward while satisfying minimum privacy requirements to protect clients is the main goal. To formulate such problems, we consider a combinatorial contextual bandit setting with…

We consider a contextual bandit problem with a combinatorial action set and time-varying base arm availability. At the beginning of each round, the agent observes the set of available base arms and their contexts and then selects an action…

We consider combinatorial semi-bandits over a set of arms ${\cal X} \subset \{0,1\}^d$ where rewards are uncorrelated across items. For this problem, the algorithm ESCB yields the smallest known regret bound $R(T) = {\cal O}\Big( {d (\ln…

We address multi-armed bandits (MAB) where the objective is to maximize the cumulative reward under a probabilistic linear constraint. For a few real-world instances of this problem, constrained extensions of the well-known Thompson…

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

We consider the stochastic combinatorial semi-bandit problem with adversarial corruptions. We provide a simple combinatorial algorithm that can achieve a regret of $\tilde{O}\left(C+d^2K/\Delta_{min}\right)$ where $C$ is the total amount of…

In the combinatorial semi-bandit (CSB) problem, a player selects an action from a combinatorial action set and observes feedback from the base arms included in the action. While CSB is widely applicable to combinatorial optimization…

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Motivated by the pressing need for efficient optimization in online recommender systems, we revisit the cascading bandit model proposed by Kveton et al. (2015). While Thompson sampling (TS) algorithms have been shown to be empirically…

We propose a novel combinatorial stochastic-greedy bandit (SGB) algorithm for combinatorial multi-armed bandit problems when no extra information other than the joint reward of the selected set of $n$ arms at each time step $t\in [T]$ is…

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

We study the Combinatorial Thompson Sampling policy (CTS) for combinatorial multi-armed bandit problems (CMAB), within an approximation regret setting. Although CTS has attracted a lot of interest, it has a drawback that other usual CMAB…

We introduce a novel framework called combinatorial logistic bandits (CLogB), where in each round, a subset of base arms (called the super arm) is selected, with the outcome of each base arm being binary and its expectation following a…

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as…

Motivated by modern applications, such as online advertisement and recommender systems, we study the top-$k$ extreme contextual bandits problem, where the total number of arms can be enormous, and the learner is allowed to select $k$ arms…

Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the $K$-armed bandit problem. Despite extensive research over the past decades aimed at understanding their asymptotic and (near) minimax…

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…