相关论文: A Change-Detection Based Thompson Sampling Framewo…

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…

Users of recommender systems often behave in a non-stationary fashion, due to their evolving preferences and tastes over time. In this work, we propose a practical approach for fast personalization to non-stationary users. The key idea is…

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Multi-armed bandit methods have been used for dynamic experiments particularly in online services. Among the methods, thompson sampling is widely used because it is simple but shows desirable performance. Many thompson sampling methods for…

In this paper we propose a general methodology to derive regret bounds for randomized multi-armed bandit algorithms. It consists in checking a set of sufficient conditions on the sampling probability of each arm and on the family of…

Thompson sampling (TS) is a Bayesian randomized exploration strategy that samples options (e.g., system parameters or control laws) from the current posterior and then applies the selected option that is optimal for a task, thereby…

We consider a non-stationary formulation of the stochastic multi-armed bandit where the rewards are no longer assumed to be identically distributed. For the best-arm identification task, we introduce a version of Successive Elimination…

Information-directed sampling (IDS) is a powerful framework for solving bandit problems which has shown strong results in both Bayesian and frequentist settings. However, frequentist IDS, like many other bandit algorithms, requires that one…

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 provides an efficient technique to introduce prior knowledge in the multi-armed bandit problem, along with providing remarkable empirical performance. In this paper, we revisit the Thompson Sampling algorithm under rewards…

Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…

The stochastic multi-armed bandit setting has been recently studied in the non-stationary regime, where the mean payoff of each action is a non-decreasing function of the number of rounds passed since it was last played. This model captures…

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

We study the combinatorial sleeping multi-armed semi-bandit problem with long-term fairness constraints~(CSMAB-F). To address the problem, we adopt Thompson Sampling~(TS) to maximize the total rewards and use virtual queue techniques to…

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

The problem of quickest change detection (QCD) under transient dynamics is studied, where the change from the initial distribution to the final persistent distribution does not happen instantaneously, but after a series of transient phases.…

In algorithm optimization in reinforcement learning, how to deal with the exploration-exploitation dilemma is particularly important. Multi-armed bandit problem can optimize the proposed solutions by changing the reward distribution to…

Thompson sampling is a popular algorithm for solving multi-armed bandit problems, and has been applied in a wide range of applications, from website design to portfolio optimization. In such applications, however, the number of choices (or…

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…

Canonical algorithms for multi-armed bandits typically assume a stationary reward environment where the size of the action space (number of arms) is small. More recently developed methods typically relax only one of these assumptions:…