Related papers: RoME: A Robust Mixed-Effects Bandit Algorithm for …

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…

We present efficient algorithms for the problem of contextual bandits with i.i.d. covariates, an arbitrary sequence of rewards, and an arbitrary class of policies. Our algorithm BISTRO requires d calls to the empirical risk minimization…

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional…

In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…

We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches…

Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

We consider the problem of contextual bandits where actions are subsets of a ground set and mean rewards are modeled by an unknown monotone submodular function that belongs to a class $\mathcal{F}$. We allow time-varying matroid constraints…

The multi-armed bandit formalism has been extensively studied under various attack models, in which an adversary can modify the reward revealed to the player. Previous studies focused on scenarios where the attack value either is bounded at…

Multi-armed bandit models have proven to be useful in modeling many real world problems in the areas of control and sequential decision making with partial information. However, in many scenarios, such as those prevalent in healthcare and…

To effect behavior change a successful algorithm must make high-quality decisions in real-time. For example, a mobile health (mHealth) application designed to increase physical activity must make contextually relevant suggestions to…

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…

Balancing exploration and exploitation (EE) is a fundamental problem in contex-tual bandit. One powerful principle for EE trade-off isOptimism in Face of Uncer-tainty(OFU), in which the agent takes the action according to an upper…

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Mobile health aims to enhance health outcomes by delivering interventions to individuals as they go about their daily life. The involvement of care partners and social support networks often proves crucial in helping individuals managing…