相关论文: CORe: Capitalizing On Rewards in Bandit Exploratio…

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

We study the problem of combining multiple bandit algorithms (that is, online learning algorithms with partial feedback) with the goal of creating a master algorithm that performs almost as well as the best base algorithm if it were to be…

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

We study the $\textit{single-index bandit}$ problem, where rewards depend on an unknown one-dimensional projection of high-dimensional contexts through an unknown reward function. This model extends linear and generalized linear bandits to…

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Motivated by practical considerations in machine learning for financial decision-making, such as risk aversion and large action space, we consider risk-aware bandits optimization with applications in smart order routing (SOR). Specifically,…

We consider a cooperative multiplayer bandit learning problem where the players are only allowed to agree on a strategy beforehand, but cannot communicate during the learning process. In this problem, each player simultaneously selects an…

Despite the significant interest and progress in reinforcement learning (RL) problems with adversarial corruption, current works are either confined to the linear setting or lead to an undesired $\tilde{O}(\sqrt{T}\zeta)$ regret bound,…

The multi-armed bandit formalism has been extensively studied under various attack models, in which an adversary can modify the reward revealed to the player. Previous studies focused on scenarios where the attack value either is bounded at…

We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…

The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum…

We study two randomized algorithms for generalized linear bandits. The first, GLM-TSL, samples a generalized linear model (GLM) from the Laplace approximation to the posterior distribution. The second, GLM-FPL, fits a GLM to a randomly…

We consider a version of the continuum armed bandit where an action induces a filtered realisation of a non-homogeneous Poisson process. Point data in the filtered sample are then revealed to the decision-maker, whose reward is the total…

This paper considers a contextual bandit problem involving multiple agents, where a learner sequentially observes the contexts and the agent's reported arms, and then selects the arm that maximizes the system's overall reward. Existing work…

The stochastic generalised linear bandit is a well-understood model for sequential decision-making problems, with many algorithms achieving near-optimal regret guarantees under immediate feedback. However, the stringent requirement for…

In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…

Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…

Real-world contextual bandit problems with complex reward models are often tackled with iteratively trained models, such as boosting trees. However, it is difficult to directly apply simple and effective exploration strategies--such as…

We consider the stochastic combinatorial semi-bandit problem with adversarial corruptions. We provide a simple combinatorial algorithm that can achieve a regret of $\tilde{O}\left(C+d^2K/\Delta_{min}\right)$ where $C$ is the total amount of…