Related papers: When can the two-armed bandit algorithm be trusted…

Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…

We consider a variant of the stochastic multi-armed bandit problem, where multiple players simultaneously choose from the same set of arms and may collide, receiving no reward. This setting has been motivated by problems arising in…

Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…

Let $U$ be a Morse function on a compact connected $m$-dimensional Riemannian manifold, $m \geq 2,$ satisfying $\min U=0$ and let $\mathcal{U} = \{x \in M \: : U(x) = 0\}$ be the set of global minimizers. Consider the stochastic algorithm…

We introduce and study a new class of stochastic bandit problems, referred to as predictive bandits. In each round, the decision maker first decides whether to gather information about the rewards of particular arms (so that their rewards…

We consider a learning problem for the stable marriage model under unknown preferences for the left side of the market. We focus on the centralized case, where at each time step, an online platform matches the agents, and obtains a noisy…

Two-sided online matching platforms are employed in various markets. However, agents' preferences in the current market are usually implicit and unknown, thus needing to be learned from data. With the growing availability of dynamic side…

Many works have developed no-regret algorithms for contextual bandits with function approximation, where the mean reward function over context-action pairs belongs to a function class. Although there are many approaches to this problem, one…

Bandits with Knapsacks (BwK), the generalization of the Bandits problem under global budget constraints, has received a lot of attention in recent years. Previous work has focused on one of the two extremes: Stochastic BwK where the rewards…

This paper considers a multi-armed bandit game where the number of arms is much larger than the maximum budget and is effectively infinite. We characterize necessary and sufficient conditions on the total budget for an algorithm to return…

The multi-armed bandit formalism has been extensively studied under various attack models, in which an adversary can modify the reward revealed to the player. Previous studies focused on scenarios where the attack value either is bounded at…

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…

This paper investigates the problem of non-stationary linear bandits, where the unknown regression parameter is evolving over time. Existing studies develop various algorithms and show that they enjoy an…

This paper studies the one-shot behavior of no-regret algorithms for stochastic bandits. Although many algorithms are known to be asymptotically optimal with respect to the expected regret, over a single run, their pseudo-regret seems to…

Adaptive sampling schemes are well known to create complex dependence that may invalidate conventional inference methods. A recent line of work shows that this need not be the case for UCB-type algorithms in multi-armed bandits. A central…

Canonical algorithms for multi-armed bandits typically assume a stationary reward environment where the size of the action space (number of arms) is small. More recently developed methods typically relax only one of these assumptions:…

We investigate an active pure-exploration setting, that includes best-arm identification, in the context of linear stochastic bandits. While asymptotically optimal algorithms exist for standard multi-arm bandits, the existence of such…

In the contextual linear bandit setting, algorithms built on the optimism principle fail to exploit the structure of the problem and have been shown to be asymptotically suboptimal. In this paper, we follow recent approaches of deriving…

We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline policy which is known to perform well on the task. To…

We consider a situation where an agent has $T$ ressources to be allocated to a larger number $N$ of actions. Each action can be completed at most once and results in a stochastic reward with unknown mean. The goal of the agent is to…