Related papers: Little Exploration is All You Need

This paper explores multi-armed bandit (MAB) strategies in very short horizon scenarios, i.e., when the bandit strategy is only allowed very few interactions with the environment. This is an understudied setting in the MAB literature with…

UCT, a state-of-the art algorithm for Monte Carlo tree search (MCTS) in games and Markov decision processes, is based on UCB1, a sampling policy for the Multi-armed Bandit problem (MAB) that minimizes the cumulative regret. However, search…

We consider a variant of the multi-armed bandit model, which we call multi-armed bandit problem with known trend, where the gambler knows the shape of the reward function of each arm but not its distribution. This new problem is motivated…

We introduce in this paper a new algorithm for Multi-Armed Bandit (MAB) problems. A machine learning paradigm popular within Cognitive Network related topics (e.g., Spectrum Sensing and Allocation). We focus on the case where the rewards…

Multi-armed bandit (MAB) is a classic model for understanding the exploration-exploitation trade-off. The traditional MAB model for recommendation systems assumes the user stays in the system for the entire learning horizon. In new online…

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…

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static treatments, each run of a bandit algorithm over $T$ users…

Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

Balancing exploration and exploitation has been an important problem in both game tree search and automated planning. However, while the problem has been extensively analyzed within the Multi-Armed Bandit (MAB) literature, the planning…

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

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…

Regret in stochastic multi-armed bandits traditionally measures the difference between the highest reward and either the arithmetic mean of accumulated rewards or the final reward. These conventional metrics often fail to address fairness…

Exploration in reinforcement learning (RL) remains an open challenge. RL algorithms rely on observing rewards to train the agent, and if informative rewards are sparse the agent learns slowly or may not learn at all. To improve exploration…

We investigate the problem of maximizing social welfare while ensuring fairness in a multi-agent multi-armed bandit (MA-MAB) setting. In this problem, a centralized decision-maker takes actions over time, generating random rewards for…

The multi-armed bandit problem has been extensively studied under the stationary assumption. However in reality, this assumption often does not hold because the distributions of rewards themselves may change over time. In this paper, we…

Bandit based methods for tree search have recently gained popularity when applied to huge trees, e.g. in the game of go (Gelly et al., 2006). The UCT algorithm (Kocsis and Szepesvari, 2006), a tree search method based on Upper Confidence…