相关论文: Monte Carlo Rollout Policy for Recommendation Syst…

In this paper, we investigate the prison's dilemma game with monte carlo rule in the view of the idea of the classic Monte Carlo method on the grid. Monte carlo rule is an organic combination of the current dynamic rules of individual…

In this paper we present a model for the hidden Markovian bandit problem with linear rewards. As opposed to current work on Markovian bandits, we do not assume that the state is known to the decision maker before making the decision.…

We present a two-armed bandit model of decision making under uncertainty where the expected return to investing in the "risky arm" increases when choosing that arm and decreases when choosing the "safe" arm. These dynamics are natural in…

We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

Focusing on Random Forests, we propose a multi-armed contextual bandit recommendation framework for feature-based selection of a single shallow tree of the learned ensemble. The trained system, which works on top of the Random Forest,…

This paper proposes to use probabilistic model checking to synthesize optimal robot policies in multi-tasking autonomous systems that are subject to human-robot interaction. Given the convincing empirical evidence that human behavior can be…

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

Agentic language models operate in a fundamentally different safety regime than chat models: they must plan, call tools, and execute long-horizon actions where a single misstep, such as accessing files or entering credentials, can cause…

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

We address the problem of online sequential decision making, i.e., balancing the trade-off between exploiting the current knowledge to maximize immediate performance and exploring the new information to gain long-term benefits using the…

The stochastic multi-armed bandit has provided a framework for studying decision-making in unknown environments. We propose a variant of the stochastic multi-armed bandit where the rewards are sampled from a stochastic linear dynamical…

Motivated by emerging applications such as live-streaming e-commerce, promotions and recommendations, we introduce and solve a general class of non-stationary multi-armed bandit problems that have the following two features: (i) the…

In today's business marketplace, many high-tech Internet enterprises constantly explore innovative ways to provide optimal online user experiences for gaining competitive advantages. The great needs of developing intelligent interactive…

We introduce \textit{Policy Guided Monte Carlo} (PGMC), a computational framework using reinforcement learning to improve Markov chain Monte Carlo (MCMC) sampling. The methodology is generally applicable, unbiased and opens up a new path to…

Policy evaluation via Monte Carlo (MC) simulation is at the core of many MC Reinforcement Learning (RL) algorithms (e.g., policy gradient methods). In this context, the designer of the learning system specifies an interaction budget that…

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

We consider a restless multi-armed bandit in which each arm can be in one of two states. When an arm is sampled, the state of the arm is not available to the sampler. Instead, a binary signal with a known randomness that depends on the…

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…