相关论文: Generalised correlated batched bandits via the ARC…

In this paper, we study the stochastic combinatorial multi-armed bandit problem under semi-bandit feedback. While much work has been done on algorithms that optimize the expected reward for linear as well as some general reward functions,…

We present a PAC-Bayesian analysis of lifelong learning. In the lifelong learning problem, a sequence of learning tasks is observed one-at-a-time, and the goal is to transfer information acquired from previous tasks to new learning tasks.…

Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…

We consider the bandit problem of selecting $K$ out of $N$ arms at each time step. The reward can be a non-linear function of the rewards of the selected individual arms. The direct use of a multi-armed bandit algorithm requires choosing…

We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…

We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

We study the Bandit Clustering (BC) problem under the fixed confidence setting, where the objective is to group a collection of data sequences (arms) into clusters through sequential sampling from adaptively selected arms at each time step…

We study a decentralized collaborative requesting problem that aims to optimize the information freshness of time-sensitive clients in edge networks consisting of multiple clients, access nodes (ANs), and servers. Clients request content…

We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

We study a multi-armed bandit problem in a dynamic environment where arm rewards evolve in a correlated fashion according to a Markov chain. Different than much of the work on related problems, in our formulation a learning algorithm does…

The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…

Adam is a widely used optimizer in neural network training due to its adaptive learning rate. However, because different data samples influence model updates to varying degrees, treating them equally can lead to inefficient convergence. To…

We study the fixed-confidence best arm identification (BAI) problem within the multi-armed bandit (MAB) framework under the Entropic Value-at-Risk (EVaR) criterion. Our analysis considers a nonparametric setting, allowing for general reward…