相关论文: Finding All {\epsilon}-Good Arms in Stochastic Ban…

We study exploration in Multi-Armed Bandits in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computationally intensive,…

The paper proposes a novel upper confidence bound (UCB) procedure for identifying the arm with the largest mean in a multi-armed bandit game in the fixed confidence setting using a small number of total samples. The procedure cannot be…

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

We study best-arm identification with fixed confidence in bandit models with graph smoothness constraint. We provide and analyze an efficient gradient ascent algorithm to compute the sample complexity of this problem as a solution of a…

This paper formulates a new Best-Arm Identification problem in the non-stationary stochastic bandits setting, where the means of all arms are shifted in the same way due to a global influence of the environment. The aim is to identify the…

We give a complete characterization of the complexity of best-arm identification in one-parameter bandit problems. We prove a new, tight lower bound on the sample complexity. We propose the `Track-and-Stop' strategy, which we prove to be…

We consider a stochastic continuum armed bandit problem where the arms are indexed by the $\ell_2$ ball $B_{d}(1+\nu)$ of radius $1+\nu$ in $\mathbb{R}^d$. The reward functions $r :B_{d}(1+\nu) \rightarrow \mathbb{R}$ are considered to…

We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…

The multi-armed bandit problem forms the foundation for solving a wide range of on-line stochastic optimization problems through a simple, yet effective mechanism. One simply casts the problem as a gambler that repeatedly pulls one out of N…

We study the problem of finding the optimal dosage in early stage clinical trials through the multi-armed bandit lens. We advocate the use of the Thompson Sampling principle, a flexible algorithm that can accommodate different types of…

The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability…

We study the multi-armed bandit problem with arms which are Markov chains with rewards. In the finite-horizon setting, the celebrated Gittins indices do not apply, and the exact solution is intractable. We provide approximation algorithms…

We consider the problem of \textit{best arm identification} with a \textit{fixed budget $T$}, in the $K$-armed stochastic bandit setting, with arms distribution defined on $[0,1]$. We prove that any bandit strategy, for at least one bandit…

We present a provably optimal differentially private algorithm for the stochastic multi-arm bandit problem, as opposed to the private analogue of the UCB-algorithm [Mishra and Thakurta, 2015; Tossou and Dimitrakakis, 2016] which doesn't…

We investigate the sample complexity of learning the optimal arm for multi-task bandit problems. Arms consist of two components: one that is shared across tasks (that we call representation) and one that is task-specific (that we call…

I study adversarial attacks against stochastic bandit algorithms. At each round, the learner chooses an arm, and a stochastic reward is generated. The adversary strategically adds corruption to the reward, and the learner is only able to…

This paper presents a comprehensive study on the problem of Best Arm Retention (BAR), which has recently found applications in streaming algorithms for multi-armed bandits. In the BAR problem, the goal is to retain $m$ arms with the best…

Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available…

We consider the best arm identification problem, where the goal is to identify the arm with the highest mean reward from a set of $K$ arms under a limited sampling budget. This problem models many practical scenarios such as A/B testing. We…

We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample…