Related papers: Evolution of Information in Interactive Decision M…
Multi-armed bandits a simple but very powerful framework for algorithms that make decisions over time under uncertainty. An enormous body of work has accumulated over the years, covered in several books and surveys. This book provides a…
Social learning is learning through the observation of or interaction with other individuals; it is critical in the understanding of the collective behaviors of humans in social physics. We study the learning process of agents in a restless…
This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes…
We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…
Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…
Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…
Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…
We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…
We investigate top-$m$ arm identification, a basic problem in bandit theory, in a multi-agent learning model in which agents collaborate to learn an objective function. We are interested in designing collaborative learning algorithms that…
Traditional online learning models are typically initialized from scratch. By contrast, contemporary real-world applications often have access to historical datasets that can potentially enhanced the online learning processes. We study how…
In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…
Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…
We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…
In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…
Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…
We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…
Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…
Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…
We study the best-arm identification problem with fixed confidence when contextual (covariate) information is available in stochastic bandits. Although we can use contextual information in each round, we are interested in the marginalized…
We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…