相关论文: Pure Exploration Bandit Problem with General Rewar…

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

We consider a bandit problem where the buget is smaller than the number of arms, which may be infinite. In this regime, the usual objective in the literature is to minimize simple regret. To analyze broad classes of distributions with…

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 study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

We study the ranking problem in generalized linear bandits. At each time, the learning agent selects an ordered list of items and observes stochastic outcomes. In recommendation systems, displaying an ordered list of the most attractive…

In this paper, we consider a very general model for exploration-exploitation tradeoff which allows arbitrary concave rewards and convex constraints on the decisions across time, in addition to the customary limitation on the time horizon.…

The multi-armed bandit (MAB) problems are widely studied in fields of operations research, stochastic optimization, and reinforcement learning. In this paper, we consider the classical MAB model with heavy-tailed reward distributions and…

The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…

We consider a kernelized bandit problem with a compact arm set ${X} \subset \mathbb{R}^d $ and a fixed but unknown reward function $f^*$ with a finite norm in some Reproducing Kernel Hilbert Space (RKHS). We propose a class of…

In this paper we consider the problem of best-arm identification in multi-armed bandits in the fixed confidence setting, where the goal is to identify, with probability $1-\delta$ for some $\delta>0$, the arm with the highest mean reward in…

We propose a bandit algorithm that explores purely by randomizing its past observations. In particular, the sufficient optimism in the mean reward estimates is achieved by exploiting the variance in the past observed rewards. We name the…

We study a multi-armed bandit problem where the rewards exhibit regime switching. Specifically, the distributions of the random rewards generated from all arms are modulated by a common underlying state modeled as a finite-state Markov…

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

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…

Motivated by the fact that humans like some level of unpredictability or novelty, and might therefore get quickly bored when interacting with a stationary policy, we introduce a novel non-stationary bandit problem, where the expected reward…

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…