Related papers: Empirical Bayesian Multi-Bandit Learning

Learning personalized cancer treatment with machine learning holds great promise to improve cancer patients' chance of survival. Despite recent advances in machine learning and precision oncology, this approach remains challenging as…

Extracting actionable intelligence from distributed, heterogeneous, correlated and high-dimensional data sources requires run-time processing and learning both locally and globally. In the last decade, a large number of meta-learning…

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

In this work, we initiate the idea of using denoising diffusion models to learn priors for online decision making problems. Our special focus is on the meta-learning for bandit framework, with the goal of learning a strategy that performs…

Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

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…

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…

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…

As two popular schools of machine learning, online learning and evolutionary computations have become two important driving forces behind real-world decision making engines for applications in biomedicine, economics, and engineering fields.…

Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…

The challenge of effectively transferring knowledge across multiple tasks is of critical importance and is also present in downstream tasks with foundation models. However, the nature of transfer, its transitive-intransitive nature, is…

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Efficient online decision-making in contextual bandits is challenging, as methods without informative priors often suffer from computational or statistical inefficiencies. In this work, we leverage pre-trained diffusion models as expressive…

Multi-armed bandits are a quintessential machine learning problem requiring the balancing of exploration and exploitation. While there has been progress in developing algorithms with strong theoretical guarantees, there has been less focus…

The Multi-armed bandit offer the advantage to learn and exploit the already learnt knowledge at the same time. This capability allows this approach to be applied in different domains, going from clinical trials where the goal is…

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

In today's technology environment, information is abundant, dynamic, and heterogeneous in nature. Automated filtering and prioritization of information is based on the distinction between whether the information adds substantial value…

This study presents two new algorithms for solving linear stochastic bandit problems. The proposed methods use an approach from non-parametric statistics called bootstrapping to create confidence bounds. This is achieved without making any…