Related papers: Near-Linear MIR Algorithms for Stochastically-Orde…

Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new…

In sequential decision-making scenarios i.e., mobile health recommendation systems revenue management contextual multi-armed bandit algorithms have garnered attention for their performance. But most of the existing algorithms are built on…

We study exploration in stochastic multi-armed bandits when we have access to a divisible resource that can be allocated in varying amounts to arm pulls. We focus in particular on the allocation of distributed computing resources, where we…

We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…

This paper presents an empirical performance analysis of three project scheduling algorithms dealing with maximizing projects' net present value with unrestricted resources. The selected algorithms, being the most recently cited in the…

This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…

We study the online resource allocation problem in which at each round, a budget $B$ must be allocated across $K$ arms under censored feedback. An arm yields a reward if and only if two conditions are satisfied: (i) the arm is activated…

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Motivated by modern applications, such as online advertisement and recommender systems, we study the top-$k$ extreme contextual bandits problem, where the total number of arms can be enormous, and the learner is allowed to select $k$ arms…

We present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

A device has two arms with unknown deterministic payoffs and the aim is to asymptotically identify the best one without spending too much time on the other. The Narendra algorithm offers a stochastic procedure to this end. We show under…

This paper studies reward-agnostic exploration in reinforcement learning (RL) -- a scenario where the learner is unware of the reward functions during the exploration stage -- and designs an algorithm that improves over the state of the…

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

We consider the best arm identification problem, where the goal is to identify the arm with the highest mean reward from a set of $K$ arms under a limited sampling budget. This problem models many practical scenarios such as A/B testing. We…

We propose the first fully-adaptive algorithm for pure exploration in linear bandits---the task to find the arm with the largest expected reward, which depends on an unknown parameter linearly. While existing methods partially or entirely…

While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. In this paper, we first derive upper bounds for the utility of selecting different…

Learning a reward function from human preferences is challenging as it typically requires having a high-fidelity simulator or using expensive and potentially unsafe actual physical rollouts in the environment. However, in many tasks the…

This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…