相关论文: Bandits with Switching Costs: T^{2/3} Regret

Motivated by a range of applications, we study in this paper the problem of transfer learning for nonparametric contextual multi-armed bandits under the covariate shift model, where we have data collected on source bandits before the start…

We study the $K$-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. We introduce a tight asymptotic regret lower bound that is based…

We derive near-optimal per-action regret bounds for sleeping bandits, in which both the sets of available arms and their losses in every round are chosen by an adversary. In a setting with $K$ total arms and at most $A$ available arms in…

Regret minimization in streaming multi-armed bandits (MABs) has been studied extensively in recent years. In the single-pass setting with $K$ arms and $T$ trials, a regret lower bound of $\Omega(T^{2/3})$ has been proved for any algorithm…

Given a multi-armed bandit problem it may be desirable to achieve a smaller-than-usual worst-case regret for some special actions. I show that the price for such unbalanced worst-case regret guarantees is rather high. Specifically, if an…

Reinforcement learning generalizes multi-armed bandit problems with additional difficulties of a longer planning horizon and unknown transition kernel. We explore a black-box reduction from discounted infinite-horizon tabular reinforcement…

We consider regret minimization in a general collaborative multi-agent multi-armed bandit model, in which each agent faces a finite set of arms and may communicate with other agents through a central controller. The optimal arm for each…

We consider a stochastic multi-armed bandit (MAB) problem motivated by ``large'' action spaces, and endowed with a population of arms containing exactly $K$ arm-types, each characterized by a distinct mean reward. The decision maker is…

We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…

We investigate a natural but surprisingly unstudied approach to the multi-armed bandit problem under safety risk constraints. Each arm is associated with an unknown law on safety risks and rewards, and the learner's goal is to maximise…

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

We study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both…

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

We study the adversarial bandit problem against arbitrary strategies, where the difficulty is captured by an unknown parameter $S$, which is the number of switches in the best arm in hindsight. To handle this problem, we adopt the…

We study online learning when partial feedback information is provided following every action of the learning process, and the learner incurs switching costs for changing his actions. In this setting, the feedback information system can be…

We revisit lower bounds on the regret in the case of multi-armed bandit problems. We obtain non-asymptotic, distribution-dependent bounds and provide straightforward proofs based only on well-known properties of Kullback-Leibler…

Learning from prior tasks and transferring that experience to improve future performance is critical for building lifelong learning agents. Although results in supervised and reinforcement learning show that transfer may significantly…

We study repeated bilateral trade where an adaptive $\sigma$-smooth adversary generates the valuations of sellers and buyers. We provide a complete characterization of the regret regimes for fixed-price mechanisms under different feedback…

We consider the problem of combining and learning over a set of adversarial bandit algorithms with the goal of adaptively tracking the best one on the fly. The CORRAL algorithm of Agarwal et al. (2017) and its variants (Foster et al.,…