Related papers: Robust Thompson Sampling Algorithms Against Reward…

Online platforms take proactive measures to detect and address undesirable behavior, aiming to focus these resource-intensive efforts where such behavior is most prevalent. This article considers the problem of efficient sampling for…

We consider a finite-horizon multi-armed bandit (MAB) problem in a Bayesian setting, for which we propose an information relaxation sampling framework. With this framework, we define an intuitive family of control policies that include…

We study a stochastic bandit algorithm motivated by retry-aware objectives that value the best outcome among multiple attempts, such as pass@$k$ and max@$k$. Given a posterior over arm values, ReMax chooses a sampling distribution that…

We propose a novel algorithm for sequential matrix completion in a recommender system setting, where the $(i,j)$th entry of the matrix corresponds to a user $i$'s rating of product $j$. The objective of the algorithm is to provide a…

We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

A number of online services nowadays rely upon machine learning to extract valuable information from data collected in the wild. This exposes learning algorithms to the threat of data poisoning, i.e., a coordinate attack in which a fraction…

Contextual dueling bandits, where a learner compares two options based on context and receives feedback indicating which was preferred, extends classic dueling bandits by incorporating contextual information for decision-making and…

We consider the exploration-exploitation tradeoff in linear quadratic (LQ) control problems, where the state dynamics is linear and the cost function is quadratic in states and controls. We analyze the regret of Thompson sampling (TS)…

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

We study linear contextual bandits under adversarial corruption and heavy-tailed noise with finite $(1+\epsilon)$-th moments for some $\epsilon \in (0,1]$. Existing work that addresses both adversarial corruption and heavy-tailed noise…

We study the extent to which standard machine learning algorithms rely on exchangeability and independence of data by introducing a monotone adversarial corruption model. In this model, an adversary, upon looking at a "clean" i.i.d.…

We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…

We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…

Various software fault prediction models and techniques for building algorithms have been proposed. Many studies have compared and evaluated them to identify the most effective ones. However, in most cases, such models and techniques do not…

We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…

We discuss a variant of Thompson sampling for nonparametric reinforcement learning in a countable classes of general stochastic environments. These environments can be non-Markov, non-ergodic, and partially observable. We show that Thompson…

Learning reward models from pairwise comparisons is a fundamental component in a number of domains, including autonomous control, conversational agents, and recommendation systems, as part of a broad goal of aligning automated decisions…

Deep image classification models trained on vast amounts of web-scraped data are susceptible to data poisoning - a mechanism for backdooring models. A small number of poisoned samples seen during training can severely undermine a model's…

Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static treatments, each run of a bandit algorithm over $T$ users…