Related papers: Co-Exploration and Co-Exploitation via Shared Stru…
We learn multiple hypotheses for related tasks under a latent hierarchical relationship between tasks. We exploit the intuition that for domain adaptation, we wish to share classifier structure, but for multitask learning, we wish to share…
As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…
We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…
Solving tasks with sparse rewards is one of the most important challenges in reinforcement learning. In the single-agent setting, this challenge is addressed by introducing intrinsic rewards that motivate agents to explore unseen regions of…
Balancing exploration and exploitation is a fundamental part of reinforcement learning, yet most state-of-the-art algorithms use a naive exploration protocol like $\epsilon$-greedy. This contributes to the problem of high sample complexity,…
In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…
Multi-armed bandits a simple but very powerful framework for algorithms that make decisions over time under uncertainty. An enormous body of work has accumulated over the years, covered in several books and surveys. This book provides a…
We study the problem of incentivizing exploration for myopic users in linear bandits, where the users tend to exploit arm with the highest predicted reward instead of exploring. In order to maximize the long-term reward, the system offers…
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-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than one player pulls the…
Decision-makers often simultaneously face many related but heterogeneous learning problems. For instance, a large retailer may wish to learn product demand at different stores to solve pricing or inventory problems, making it desirable to…
Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…
We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…
We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…
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…
We study incentivized exploration for the multi-armed bandit (MAB) problem with non-stationary reward distributions, where players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on the…
We introduce a distributionally robust approach that enhances the reliability of offline policy evaluation in contextual bandits under general covariate shifts. Our method aims to deliver robust policy evaluation results in the presence of…
In this work, we study clustered contextual bandits where rewards and resource consumption are the outcomes of cluster-specific linear models. The arms are divided in clusters, with the cluster memberships being unknown to an algorithm.…
Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…
We generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward…