相关论文: Thompson Sampling for Combinatorial Semi-bandits w…

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Thompson sampling has become a ubiquitous approach to online decision problems with bandit feedback. The key algorithmic task for Thompson sampling is drawing a sample from the posterior of the optimal action. We propose an alternative arm…

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

Thompson Sampling (TS) is widely used to address the exploration/exploitation tradeoff in contextual bandits, yet recent theory shows that it does not explore aggressively enough in high-dimensional problems. Feel-Good Thompson Sampling…

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

The design and performance analysis of bandit algorithms in the presence of stage-wise safety or reliability constraints has recently garnered significant interest. In this work, we consider the linear stochastic bandit problem under…

We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across…

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…

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…

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

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…

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

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…

Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance. However, many existing analytical and empirical results for TS rely on restrictive assumptions on reward…

Existing methods of combinatorial pure exploration mainly focus on the UCB approach. To make the algorithm efficient, they usually use the sum of upper confidence bounds within arm set $S$ to represent the upper confidence bound of $S$,…

In stochastic bandit problems, a Bayesian policy called Thompson sampling (TS) has recently attracted much attention for its excellent empirical performance. However, the theoretical analysis of this policy is difficult and its asymptotic…

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

We consider Thompson sampling for linear bandit problems with finitely many independent arms, where rewards are sampled from normal distributions that are linearly dependent on unknown parameter vectors and with unknown variance.…

Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS)…