Related papers: Online Bandits with (Biased) Offline Data: Adaptiv…

In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…

The fundamental problem of multiple secondary users contending for opportunistic spectrum access over multiple channels in cognitive radio networks has been formulated recently as a decentralized multi-armed bandit (D-MAB) problem. In a…

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on…

Motivated by dynamic parameter optimization in finite, but large action (configurations) spaces, this work studies the nonstochastic multi-armed bandit (MAB) problem in metric action spaces with oblivious Lipschitz adversaries. We propose…

We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation…

Heavy-tailed distributions naturally arise in several settings, from finance to telecommunications. While regret minimization under subgaussian or bounded rewards has been widely studied, learning with heavy-tailed distributions only gained…

In this paper, we propose and study opportunistic bandits - a new variant of bandits where the regret of pulling a suboptimal arm varies under different environmental conditions, such as network load or produce price. When the load/price is…

In real-world machine learning applications, there is a cost associated with sampling of different features. Budgeted learning can be used to select which feature-values to acquire from each instance in a dataset, such that the best model…

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

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…

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

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…

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with $\varepsilon$-contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full…

We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts,…

Determining what experience to generate to best facilitate learning (i.e. exploration) is one of the distinguishing features and open challenges in reinforcement learning. The advent of distributed agents that interact with parallel…

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…