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We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

The performance of large language models (LLMs) is highly sensitive to the input prompt, making prompt optimization a critical task. However, real-world application is hindered by three major challenges: (1) the black-box nature of powerful…

Classic contextual bandit algorithms for linear models, such as LinUCB, assume that the reward distribution for an arm is modeled by a stationary linear regression. When the linear regression model is non-stationary over time, the regret of…

Multi-armed bandit (MAB) processes constitute a foundational subclass of reinforcement learning problems and represent a central topic in statistical decision theory, but are limited to simultaneous adaptive allocation and sequential test,…

Stochastic multi-armed bandit (MAB) mechanisms are widely used in sponsored search auctions, crowdsourcing, online procurement, etc. Existing stochastic MAB mechanisms with a deterministic payment rule, proposed in the literature,…

Conventional Multi-Armed Bandit (MAB) algorithms are designed for stationary environments, where the reward distributions associated with the arms do not change with time. In many applications, however, the environment is more accurately…

We consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These…

Modern optimization problems in scientific and engineering domains often rely on expensive black-box evaluations, such as those arising in physical simulations or deep learning pipelines, where gradient information is unavailable or…

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Multi-armed bandit (MAB) problems serve as a fundamental building block for more complex reinforcement learning algorithms. However, evaluating and comparing MAB algorithms remains challenging due to the lack of standardized conditions and…

In Reinforcement Learning (RL), multi-armed Bandit (MAB) problems have found applications across diverse domains such as recommender systems, healthcare, and finance. Traditional MAB algorithms typically assume stationary reward…

By leveraging the representation power of deep neural networks, neural upper confidence bound (UCB) algorithms have shown success in contextual bandits. To further balance the exploration and exploitation, we propose…

We consider the problem of finitely parameterized multi-armed bandits where the model of the underlying stochastic environment can be characterized based on a common unknown parameter. The true parameter is unknown to the learning agent.…

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.…

We introduce a Multi-User Contextual Cascading Bandit model, a new combinatorial bandit framework that captures realistic online advertising scenarios where multiple users interact with sequentially displayed items simultaneously. Unlike…

Although real-world decision-making problems can often be encoded as causal multi-armed bandits (CMABs) at different levels of abstraction, a general methodology exploiting the information and computational advantages of each abstraction…

We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current…

In decentralized cooperative multi-armed bandits (MAB), each agent observes a distinct stream of rewards, and seeks to exchange information with others to select a sequence of arms so as to minimize its regret. Agents in the cooperative…

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

This paper proposes a new algorithm, referred to as GMAB, that combines concepts from the reinforcement learning domain of multi-armed bandits and random search strategies from the domain of genetic algorithms to solve discrete stochastic…