Related papers: Distributed Multi-Task Learning for Stochastic Ban…

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

In many real-world sequential decision-making problems, an action does not immediately reflect on the feedback and spreads its effects over a long time frame. For instance, in online advertising, investing in a platform produces an…

The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…

Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic…

Recent works on neural contextual bandits have achieved compelling performances due to their ability to leverage the strong representation power of neural networks (NNs) for reward prediction. Many applications of contextual bandits involve…

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

We consider a stochastic linear bandit model in which the available actions correspond to arbitrary context vectors whose associated rewards follow a non-stationary linear regression model. In this setting, the unknown regression parameter…

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

We study federated contextual linear bandits, where $M$ agents cooperate with each other to solve a global contextual linear bandit problem with the help of a central server. We consider the asynchronous setting, where all agents work…

We propose a novel modification of the standard upper confidence bound (UCB) method for the stochastic multi-armed bandit (MAB) problem which tunes the confidence bound of a given bandit based on its distance to others. Our UCB distance…

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

In this paper, we address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…

We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…