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Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…
While exploration in single-agent reinforcement learning has been studied extensively in recent years, considerably less work has focused on its counterpart in multi-agent reinforcement learning. To address this issue, this work proposes a…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…
In some agent designs like inverse reinforcement learning an agent needs to learn its own reward function. Learning the reward function and optimising for it are typically two different processes, usually performed at different stages. We…
Multi-arm bandit (MAB) is a classic online learning framework that studies the sequential decision-making in an uncertain environment. The MAB framework, however, overlooks the scenario where the decision-maker cannot take actions (e.g.,…
Multi-agent Inverse Reinforcement Learning (MAIRL) aims to recover agent reward functions from expert demonstrations. We characterize the feasible reward set in Markov games, identifying all reward functions that rationalize a given…
The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…
Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…
We consider a scenario where an agent has multiple available strategies to explore an unknown environment. For each new interaction with the environment, the agent must select which exploration strategy to use. We provide a new…
A central problem in the theory of multi-agent reinforcement learning (MARL) is to understand what structural conditions and algorithmic principles lead to sample-efficient learning guarantees, and how these considerations change as we move…
We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…
We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…
Stochastic multi-armed bandit (MAB) mechanisms are widely used in sponsored search auctions, crowdsourcing, online procurement, etc. Existing stochastic MAB mechanisms with a deterministic payment rule, proposed in the literature,…
In this paper, we consider a transfer Reinforcement Learning (RL) problem in continuous state and action spaces, under unobserved contextual information. For example, the context can represent the mental view of the world that an expert…
Multi-agent reinforcement learning typically suffers from the problem of sample inefficiency, where learning suitable policies involves the use of many data samples. Learning from external demonstrators is a possible solution that mitigates…
This paper considers the hidden-action model of the principal-agent problem, in which a principal incentivizes an agent to work on a project using a contract. We investigate whether contracts with bounded payments are learnable and…
In principal-agent models, a principal offers a contract to an agent to perform a certain task. The agent exerts a level of effort that maximizes her utility. The principal is oblivious to the agent's chosen level of effort, and conditions…
The challenge of developing powerful and general Reinforcement Learning (RL) agents has received increasing attention in recent years. Much of this effort has focused on the single-agent setting, in which an agent maximizes a predefined…
Reinforcement Learning has emerged as a strong alternative to solve optimization tasks efficiently. The use of these algorithms highly depends on the feedback signals provided by the environment in charge of informing about how good (or…
We investigate the use of a multi-agent multi-armed bandit (MA-MAB) setting for modeling repeated Cournot oligopoly games, where the firms acting as agents choose from the set of arms representing production quantity (a discrete value).…