Related papers: Robust Thompson Sampling Algorithms Against Reward…

In the stochastic multi-armed bandit problem, a randomized probability matching policy called Thompson sampling (TS) has shown excellent performance in various reward models. In addition to the empirical performance, TS has been shown to…

We consider the problem of Active Search, where a maximum of relevant objects - ideally all relevant objects - should be retrieved with the minimum effort or minimum time. Typically, there are two main challenges to face when tackling this…

We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…

In this work, we develop linear bandit algorithms that automatically adapt to different environments. By plugging a novel loss estimator into the optimization problem that characterizes the instance-optimal strategy, our first algorithm not…

Cold-start exploration is a core challenge in large-scale recommender systems: new or data-sparse items must receive traffic to estimate value, but over-exploration harms users and wastes impressions. In practice, Thompson Sampling (TS) is…

We study the problem of multi-agent multi-armed bandits with adversarial corruption in a heterogeneous setting, where each agent accesses a subset of arms. The adversary can corrupt the reward observations for all agents. Agents share these…

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…

Thompson sampling (TS) has attracted a lot of interest in the bandit area. It was introduced in the 1930s but has not been theoretically proven until recent years. All of its analysis in the combinatorial multi-armed bandit (CMAB) setting…

We study Thompson sampling (TS) in online decision making, where the uncertain environment is sampled from a mixture distribution. This is relevant in multi-task learning, where a learning agent faces different classes of problems. We…

We introduce a novel anytime Batched Thompson sampling policy for multi-armed bandits where the agent observes the rewards of her actions and adjusts her policy only at the end of a small number of batches. We show that this policy…

As two popular schools of machine learning, online learning and evolutionary computations have become two important driving forces behind real-world decision making engines for applications in biomedicine, economics, and engineering fields.…

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,…

We introduce Stacked Thompson Bandits (STB) for efficiently generating plans that are likely to satisfy a given bounded temporal logic requirement. STB uses a simulation for evaluation of plans, and takes a Bayesian approach to using the…

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

In this paper, we study the application of the Thompson sampling (TS) methodology to the stochastic combinatorial multi-armed bandit (CMAB) framework. We first analyze the standard TS algorithm for the general CMAB model when the outcome…

We study the linear contextual bandit problem in the presence of adversarial corruption, where the interaction between the player and a possibly infinite decision set is contaminated by an adversary that can corrupt the reward up to a…

The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the…

In this note, we introduce a general version of the well-known elliptical potential lemma that is a widely used technique in the analysis of algorithms in sequential learning and decision-making problems. We consider a stochastic linear…

This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fraudulent are investigated. We argue that this can lead to…