相关论文: Whittle index based Q-learning for restless bandit…

Restless multi-armed bandits with partially observable states has applications in communication systems, age of information and recommendation systems. In this paper, we study multi-state partially observable restless bandit models. We…

Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…

We study the repeated principal-agent bandit game, where the principal indirectly interacts with the unknown environment by proposing incentives for the agent to play arms. Most existing work assumes the agent has full knowledge of the…

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…

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

In this paper we propose a multi-armed bandit inspired, pool based active learning algorithm for the problem of binary classification. By carefully constructing an analogy between active learning and multi-armed bandits, we utilize ideas…

The trade-off between the cost of acquiring and processing data, and uncertainty due to a lack of data is fundamental in machine learning. A basic instance of this trade-off is the problem of deciding when to make noisy and costly…

Ensemble learning plays a crucial role in practical applications of online learning due to its enhanced classification performance and adaptable adjustment mechanisms. However, most weight allocation strategies in ensemble learning are…

Applying Reinforcement Learning (RL) to Restless Multi-Arm Bandits (RMABs) offers a promising avenue for addressing allocation problems with resource constraints and temporal dynamics. However, classic RMAB models largely overlook the…

In this paper, we consider a general observation model for restless multi-armed bandit problems. The operation of the player is based on the past observation history that is limited (partial) and error-prone due to resource constraints or…

Exploration policies in Bayesian bandits maximize the average reward over problem instances drawn from some distribution $\mathcal{P}$. In this work, we learn such policies for an unknown distribution $\mathcal{P}$ using samples from…

This paper addresses the average cost minimization problem for discrete-time systems with multiplicative and additive noises via reinforcement learning. By using Q-function, we propose an online learning scheme to estimate the kernel matrix…

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…

The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Reinforcement learning algorithms based on Q-learning are driving Deep Reinforcement Learning (DRL) research towards solving complex problems and achieving super-human performance on many of them. Nevertheless, Q-Learning is known to be…

In this paper, we study a variant of best-arm identification involving elements of risk sensitivity and communication constraints. Specifically, the goal of the learner is to identify the arm with the highest quantile reward, while the…