相关论文: Thresholding Graph Bandits with GrAPL

Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: high-dimensional covariates and the need for nonparametric…

This paper targets a variant of the stochastic multi-armed bandit problem called good arm identification (GAI). GAI is a pure-exploration bandit problem with the goal to output as many good arms using as few samples as possible, where a…

In multi-armed bandits, the tasks of reward maximization and pure exploration are often at odds with each other. The former focuses on exploiting arms with the highest means, while the latter may require constant exploration across all…

Several sampling algorithms with variance reduction have been proposed for accelerating the training of Graph Convolution Networks (GCNs). However, due to the intractable computation of optimal sampling distribution, these sampling…

In the Best-$K$ identification problem (Best-$K$-Arm), we are given $N$ stochastic bandit arms with unknown reward distributions. Our goal is to identify the $K$ arms with the largest means with high confidence, by drawing samples from the…

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB…

We introduce the functional bandit problem, where the objective is to find an arm that optimises a known functional of the unknown arm-reward distributions. These problems arise in many settings such as maximum entropy methods in natural…

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…

This paper studies two variants of the best arm identification (BAI) problem under the streaming model, where we have a stream of $n$ arms with reward distributions supported on $[0,1]$ with unknown means. The arms in the stream are…

We study a type of Multi-Armed Bandit (MAB) problems in which arms with a Gaussian reward feedback are clustered. Such an arm setting finds applications in many real-world problems, for example, mmWave communications and portfolio…

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

In the latent bandit problem, the learner has access to reward distributions and -- for the non-stationary variant -- transition models of the environment. The reward distributions are conditioned on the arm and unknown latent states. The…

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…

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

We explore algorithms to select actions in the causal bandit setting where the learner can choose to intervene on a set of random variables related by a causal graph, and the learner sequentially chooses interventions and observes a sample…

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Graph neural networks (GNNs) have emerged as a powerful tool for modeling graph-structured data. However, existing GNNs often struggle with heterophilic graphs, where connected nodes tend to have dissimilar features or labels. While…

We propose a novel combinatorial stochastic-greedy bandit (SGB) algorithm for combinatorial multi-armed bandit problems when no extra information other than the joint reward of the selected set of $n$ arms at each time step $t\in [T]$ is…