Related papers: Empirical Bayesian Multi-Bandit Learning

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the…

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…

Medical prediction applications often need to deal with small sample sizes compared to the number of covariates. Such data pose problems for prediction and variable selection, especially when the covariate-response relationship is…

We investigate stochastic combinatorial multi-armed bandit with semi-bandit feedback (CMAB). In CMAB, the question of the existence of an efficient policy with an optimal asymptotic regret (up to a factor poly-logarithmic with the action…

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups.…

In this paper, we analyze and extend an online learning framework known as Context-Attentive Bandit, motivated by various practical applications, from medical diagnosis to dialog systems, where due to observation costs only a small subset…

Despite the great interest in the bandit problem, designing efficient algorithms for complex models remains challenging, as there is typically no analytical way to quantify uncertainty. In this paper, we propose Multiplier Bootstrap-based…

We study a novel heterogeneous multi-agent multi-armed bandit problem with a cluster structure induced by stochastic block models, influencing not only graph topology, but also reward heterogeneity. Specifically, agents are distributed on…

Multi-task learning (MTL) aims to improve the performance of a primary task by jointly learning with related auxiliary tasks. Traditional MTL methods select tasks randomly during training. However, both previous studies and our results…

We propose $\tt RandUCB$, a bandit strategy that builds on theoretically derived confidence intervals similar to upper confidence bound (UCB) algorithms, but akin to Thompson sampling (TS), it uses randomization to trade off exploration and…

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify…

Contextual bandits (CB) are online sequential decision-making problems under partial feedback that underpin many adaptive services. There is a growing demand to deploy CB agents directly on-device, under strict constraints on memory,…

In this paper, we propose a novel neural exploration strategy in contextual bandits, EE-Net, distinct from the standard UCB-based and TS-based approaches. Contextual multi-armed bandits have been studied for decades with various…

Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse…

As cellular networks become denser, a scalable and dynamic tuning of wireless base station parameters can only be achieved through automated optimization. Although the contextual bandit framework arises as a natural candidate for such a…