Related papers: Empirical Bayesian Multi-Bandit Learning

We study collaborative learning in multi-agent Bayesian bandit problems, where strategic agents collectively solve the same bandit instance. While multiple agents can accelerate learning by sharing information, strategic agents might prefer…

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

We propose ${\tt AdaTS}$, a Thompson sampling algorithm that adapts sequentially to bandit tasks that it interacts with. The key idea in ${\tt AdaTS}$ is to adapt to an unknown task prior distribution by maintaining a distribution over its…

We propose a new framework for contextual multi-armed bandits based on tree ensembles. Our framework adapts two widely used bandit methods, Upper Confidence Bound and Thompson Sampling, for both standard and combinatorial settings. As part…

As scaling large language models faces prohibitive costs, multi-agent systems emerge as a promising alternative, though challenged by static knowledge assumptions and coordination inefficiencies. We introduces Knowledge-Aware Bayesian…

Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…

Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…

The problem of two-sided matching markets has a wide range of real-world applications and has been extensively studied in the literature. A line of recent works have focused on the problem setting where the preferences of one-side market…

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…

Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a…

Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using…

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…

Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…

The matrix contextual bandit (CB), as an extension of the well-known multi-armed bandit, is a powerful framework that has been widely applied in sequential decision-making scenarios involving low-rank structure. In many real-world…

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Policy inference plays an essential role in the contextual bandit problem. In this paper, we use empirical likelihood to develop a Bayesian inference method for the joint analysis of multiple contextual bandit policies in finite sample…

Bottleneck identification is a challenging task in network analysis, especially when the network is not fully specified. To address this task, we develop a unified online learning framework based on combinatorial semi-bandits that performs…

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…