Related papers: Exploration-Exploitation Tradeoff in Universal Los…
Can one parallelize complex exploration exploitation tradeoffs? As an example, consider the problem of optimal high-throughput experimental design, where we wish to sequentially design batches of experiments in order to simultaneously learn…
The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…
The inherent trade-off in on-line learning is between exploration and exploitation. A good balance between these two (conflicting) goals can achieve a better long-term performance. Can we define an optimal balance? We propose to study this…
Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…
The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…
In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging…
In this paper, we consider a very general model for exploration-exploitation tradeoff which allows arbitrary concave rewards and convex constraints on the decisions across time, in addition to the customary limitation on the time horizon.…
Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…
The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…
The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…
We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…
We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control problems with linear dynamics but unknown coefficients and…
We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of…
Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…
A key challenge to deploying reinforcement learning in practice is avoiding excessive (harmful) exploration in individual episodes. We propose a natural constraint on exploration -- \textit{uniformly} outperforming a conservative policy…
Multi-armed bandit (MAB) is a classic model for understanding the exploration-exploitation trade-off. The traditional MAB model for recommendation systems assumes the user stays in the system for the entire learning horizon. In new online…
We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…
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…
The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…
We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…