相关论文: Nonparametric Gaussian Mixture Models for the Mult…

We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

In this work, we study the performance of the Thompson Sampling algorithm for Contextual Bandit problems based on the framework introduced by Neu et al. and their concept of lifted information ratio. First, we prove a comprehensive bound on…

Stochastic multi-agent multi-armed bandits typically assume that the rewards from each arm follow a fixed distribution, regardless of which agent pulls the arm. However, in many real-world settings, rewards can depend on the sensitivity of…

In this paper, we propose a novel perturbation-based exploration method in bandit algorithms with bounded or unbounded rewards, called residual bootstrap exploration (\texttt{ReBoot}). The \texttt{ReBoot} enforces exploration by injecting…

Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…

The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…

We study the problem of designing replication-proof bandit mechanisms when agents strategically register or replicate their own arms to maximize their payoff. Specifically, we consider Bayesian agents who only know the distribution from…

Non-stationarity is ubiquitous in human behavior and addressing it in the contextual bandits is challenging. Several works have addressed the problem by investigating semi-parametric contextual bandits and warned that ignoring…

This work addresses the problem of regret minimization in non-stochastic multi-armed bandit problems, focusing on performance guarantees that hold with high probability. Such results are rather scarce in the literature since proving them…

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

We consider the non-stationary multi-armed bandit (MAB) framework and propose a Kolmogorov-Smirnov (KS) test based Thompson Sampling (TS) algorithm named TS-KS, that actively detects change points and resets the TS parameters once a change…

Stochastic rising rested bandit (SRRB) is a setting where the arms' expected rewards increase as they are pulled. It models scenarios in which the performances of the different options grow as an effect of an underlying learning process…

This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…

Efficient exploration in bandits is a fundamental online learning problem. We propose a variant of Thompson sampling that learns to explore better as it interacts with bandit instances drawn from an unknown prior. The algorithm meta-learns…

We investigate experiments that are designed to select a treatment arm for population deployment. Multi-armed bandit algorithms can enhance efficiency by dynamically allocating measurement effort towards higher performing arms based on…

In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal…

We analyze the $K$-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions. We attain tight results for top-arm identification and a sublinear regret of…

We consider a finite-horizon multi-armed bandit (MAB) problem in a Bayesian setting, for which we propose an information relaxation sampling framework. With this framework, we define an intuitive family of control policies that include…

We consider the problem of adaptively placing sensors along an interval to detect stochastically-generated events. We present a new formulation of the problem as a continuum-armed bandit problem with feedback in the form of partial…

We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…