Related papers: How fast is the bandit?
It has been shown (Amuru et al. 2015) that online learning algorithms can be effectively used to select optimal physical layer parameters for jamming against digital modulation schemes without a priori knowledge of the victim's transmission…
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…
Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…
We investigate the challenging problem of adversarial multi-armed bandits operating under time-varying constraints, a scenario motivated by numerous real-world applications. To address this complex setting, we propose a novel primal-dual…
We study the problem of combining multiple bandit algorithms (that is, online learning algorithms with partial feedback) with the goal of creating a master algorithm that performs almost as well as the best base algorithm if it were to be…
Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance. This research effort delivered statistically efficient algorithms, improving the regret of previous strategies by…
Training data for machine translation (MT) is often sourced from a multitude of large corpora that are multi-faceted in nature, e.g. containing contents from multiple domains or different levels of quality or complexity. Naturally, these…
We consider a Kullback-Leibler-based algorithm for the stochastic multi-armed bandit problem in the case of distributions with finite supports (not necessarily known beforehand), whose asymptotic regret matches the lower bound of…
The target of $\mathcal{X}$-armed bandit problem is to find the global maximum of an unknown stochastic function $f$, given a finite budget of $n$ evaluations. Recently, $\mathcal{X}$-armed bandits have been widely used in many situations.…
We study finite-armed stochastic bandits where the rewards of each arm might be correlated to those of other arms. We introduce a novel phased algorithm that exploits the given structure to build confidence sets over the parameters of the…
Motivated by applications in clinical trials and finance, we study the problem of online convex optimization (with bandit feedback) where the decision maker is risk-averse. We provide two algorithms to solve this problem. The first one is a…
Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable)…
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.…
Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…
We give a new algorithm for best arm identification in linearly parameterised bandits in the fixed confidence setting. The algorithm generalises the well-known LUCB algorithm of Kalyanakrishnan et al. (2012) by playing an arm which…
When comparing the performance of multi-armed bandit algorithms, the potential impact of missing data is often overlooked. In practice, it also affects their implementation where the simplest approach to overcome this is to continue to…
We characterize a joint CLT of the number of pulls and the sample mean reward of the arms in a stochastic two-armed bandit environment under UCB algorithms. Several implications of this result are in place: (1) a nonstandard CLT of the…
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…
Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…
We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…