Related papers: A Fast Algorithm for the Real-Valued Combinatorial…
We study the stochastic multi-armed bandit (MAB) problem where an underlying network structure enables side-observations across related actions. We use a bipartite graph to link actions to a set of unknowns, such that selecting an action…
We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…
The pure-exploration problem in stochastic multi-armed bandits aims to find one or more arms with the largest (or near largest) means. Examples include finding an {\epsilon}-good arm, best-arm identification, top-k arm identification, and…
Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…
We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…
This work formulates model selection as an infinite-armed bandit problem, namely, a problem in which a decision maker iteratively selects one of an infinite number of fixed choices (i.e., arms) when the properties of each choice are only…
Pure exploration in bandits formalises multiple real-world problems, such as tuning hyper-parameters or conducting user studies to test a set of items, where different safety, resource, and fairness constraints on the decision space…
We investigate a Bayesian $k$-armed bandit problem in the \emph{many-armed} regime, where $k \geq \sqrt{T}$ and $T$ represents the time horizon. Initially, and aligned with recent literature on many-armed bandit problems, we observe that…
In this paper, we study the combinatorial multi-armed bandit problem (CMAB) with probabilistically triggered arms (PTAs). Under the assumption that the arm triggering probabilities (ATPs) are positive for all arms, we prove that a class of…
Boltzmann exploration is widely used in reinforcement learning to provide a trade-off between exploration and exploitation. Recently, in (Cesa-Bianchi et al., 2017) it has been shown that pure Boltzmann exploration does not perform well…
Combinatorial online learning is a fundamental task for selecting the optimal action (or super arm) as a combination of base arms in sequential interactions with systems providing stochastic rewards. It is applicable to diverse domains such…
Many modern AI and ML problems require evaluating partners' contributions through shared yet asymmetric, computationally intensive processes and the simultaneous selection of the most beneficial candidates. Sequential approaches to these…
We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of…
Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…
The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…
Multi-armed bandits are a quintessential machine learning problem requiring the balancing of exploration and exploitation. While there has been progress in developing algorithms with strong theoretical guarantees, there has been less focus…
The batched multi-armed bandit (MAB) problem, in which rewards are collected in batches, is crucial for applications such as clinical trials. Existing research predominantly assumes light-tailed reward distributions, yet many real-world…
We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…
The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in…
We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…