Related papers: Short-lived High-volume Multi-A(rmed)/B(andits) Te…

The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…

There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire…

We introduce a novel variant of the multi-armed bandit problem, in which bandits are streamed one at a time to the player, and at each point, the player can either choose to pull the current bandit or move on to the next bandit. Once a…

In this paper, we consider a bandit problem in which there are a number of groups each consisting of infinitely many arms. Whenever a new arm is requested from a given group, its mean reward is drawn from an unknown reservoir distribution…

We consider adversarial multi-armed bandit problems where the learner is allowed to observe losses of a number of arms beside the arm that it actually chose. We study the case where all non-chosen arms reveal their loss with a fixed but…

We present a PAC-Bayesian analysis of lifelong learning. In the lifelong learning problem, a sequence of learning tasks is observed one-at-a-time, and the goal is to transfer information acquired from previous tasks to new learning tasks.…

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…

Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…

This paper aims to put forward the concept that learning to take safe actions in unknown environments, even with probability one guarantees, can be achieved without the need for an unbounded number of exploratory trials, provided that one…

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

Recommendation systems are a vital component of many online marketplaces, where there are often millions of items to potentially present to users who have a wide variety of wants or needs. Evaluating recommender system algorithms is a hard…

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…

When an AI system interacts with multiple users, it frequently needs to make allocation decisions. For instance, a virtual agent decides whom to pay attention to in a group setting, or a factory robot selects a worker to deliver a part.…

In this paper we initiate the study of optimization of bandit type problems in scenarios where the feedback of a play is not immediately known. This arises naturally in allocation problems which have been studied extensively in the…

In this paper, we introduce a multi-armed bandit problem termed max-min grouped bandits, in which the arms are arranged in possibly-overlapping groups, and the goal is to find the group whose worst arm has the highest mean reward. This…

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…

Simple regret is a natural and parameter-free performance criterion for pure exploration in multi-armed bandits yet is less popular than the probability of missing the best arm or an $\epsilon$-good arm, perhaps due to lack of easy ways to…