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Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Dealing with sparse rewards is one of the biggest challenges in Reinforcement Learning (RL). We present a novel technique called Hindsight Experience Replay which allows sample-efficient learning from rewards which are sparse and binary and…

The stochastic multi-armed bandit setting has been recently studied in the non-stationary regime, where the mean payoff of each action is a non-decreasing function of the number of rounds passed since it was last played. This model captures…

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…

Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…

In this paper we study a generalized version of classical multi-armed bandits (MABs) problem by allowing for arbitrary constraints on constituent bandits at each decision point. The motivation of this study comes from many situations that…

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 consider a class of restless bandit problems that finds a broad application area in reinforcement learning and stochastic optimization. We consider $N$ independent discrete-time Markov processes, each of which had two possible states: 1…

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

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…

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…

In stochastic multi-armed bandits, the reward distribution of each arm is assumed to be stationary. This assumption is often violated in practice (e.g., in recommendation systems), where the reward of an arm may change whenever is selected,…

We study the stream-based online active learning in a contextual multi-armed bandit framework. In this framework, the reward depends on both the arm and the context. In a stream-based active learning setting, obtaining the ground truth of…

While reinforcement learning (RL) has been applied to turn-based board games for many years, more complex games involving decision-making in real-time are beginning to receive more attention. A challenge in such environments is that the…

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

We study the stochastic Multi-Armed Bandit (MAB) problem with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…

Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available…

This work handles the inverse reinforcement learning (IRL) problem where only a small number of demonstrations are available from a demonstrator for each high-dimensional task, insufficient to estimate an accurate reward function. Observing…