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We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for $T$ steps. In each step, one short-term player arrives to the system. Upon arrival,…
The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…
Despite the significant interests and many progresses in decentralized multi-player multi-armed bandits (MP-MAB) problems in recent years, the regret gap to the natural centralized lower bound in the heterogeneous MP-MAB setting remains…
Next-generation wireless services are characterized by a diverse set of requirements, to sustain which, the wireless access points need to probe the users in the network periodically. In this regard, we study a novel multi-armed bandit…
A recent line of research focuses on the study of the stochastic multi-armed bandits problem (MAB), in the case where temporal correlations of specific structure are imposed between the player's actions and the reward distributions of the…
We analyze the regret of combinatorial Thompson sampling (CTS) for the combinatorial multi-armed bandit with probabilistically triggered arms under the semi-bandit feedback setting. We assume that the learner has access to an exact…
Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…
We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…
This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…
In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the decision maker chooses one arm to pull and receives the…
The Lipschitz multi-armed bandit (MAB) problem generalizes the classical multi-armed bandit problem by assuming one is given side information consisting of a priori upper bounds on the difference in expected payoff between certain pairs of…
In sequential decision-making scenarios i.e., mobile health recommendation systems revenue management contextual multi-armed bandit algorithms have garnered attention for their performance. But most of the existing algorithms are built on…
Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a…
We propose algorithms based on a multi-level Thompson sampling scheme, for the stochastic multi-armed bandit and its contextual variant with linear expected rewards, in the setting where arms are clustered. We show, both theoretically and…
The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…
We study private and robust multi-armed bandits (MABs), where the agent receives Huber's contaminated heavy-tailed rewards and meanwhile needs to ensure differential privacy. We first present its minimax lower bound, characterizing the…
We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…
Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…
Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…
The multi-agent linear bandit setting is a well-known setting for which designing efficient collaboration between agents remains challenging. This paper studies the impact of data sharing among agents on regret minimization. Unlike most…