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This paper proposes a new algorithm, referred to as GMAB, that combines concepts from the reinforcement learning domain of multi-armed bandits and random search strategies from the domain of genetic algorithms to solve discrete stochastic…

Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with $\varepsilon$-contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full…

In view of its power in extracting feature representation, contrastive self-supervised learning has been successfully integrated into the practice of (deep) reinforcement learning (RL), leading to efficient policy learning in various…

We study the robust best-arm identification problem (RBAI) in the case of linear rewards. The primary objective is to identify a near-optimal robust arm, which involves selecting arms at every round and assessing their robustness by…

In many application domains (e.g., recommender systems, intelligent tutoring systems), the rewards associated to the actions tend to decrease over time. This decay is either caused by the actions executed in the past (e.g., a user may get…

Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify…

In many scientific and engineering applications, we are tasked with the maximisation of an expensive to evaluate black box function $f$. Traditional settings for this problem assume just the availability of this single function. However, in…

A standard assumption in contextual multi-arm bandit is that the true context is perfectly known before arm selection. Nonetheless, in many practical applications (e.g., cloud resource management), prior to arm selection, the context…

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

Bayesian bandit algorithms with approximate Bayesian inference have been widely used in real-world applications. However, there is a large discrepancy between the superior practical performance of these approaches and their theoretical…

Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based…

Online recommendation/advertising is ubiquitous in web business. Image displaying is considered as one of the most commonly used formats to interact with customers. Contextual multi-armed bandit has shown success in the application of…

In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…

In mixed-autonomy traffic networks, autonomous vehicles (AVs) are required to make sequential routing decisions under uncertainty caused by dynamic and heterogeneous interactions with human-driven vehicles (HDVs). Early-stage greedy…

Restless multi-armed bandits (RMABs) extend multi-armed bandits to allow for stateful arms, where the state of each arm evolves restlessly with different transitions depending on whether that arm is pulled. Solving RMABs requires…

Safety is a desirable property that can immensely increase the applicability of learning algorithms in real-world decision-making problems. It is much easier for a company to deploy an algorithm that is safe, i.e., guaranteed to perform at…

Mobile Context-Aware Recommender Systems can be naturally modelled as an exploration/exploitation trade-off (exr/exp) problem, where the system has to choose between maximizing its expected rewards dealing with its current knowledge…

Bandit based methods for tree search have recently gained popularity when applied to huge trees, e.g. in the game of go [6]. Their efficient exploration of the tree enables to re- turn rapidly a good value, and improve preci- sion if more…

In this paper, we propose and evaluate different learning strategies based on Multi-Arm Bandit (MAB) algorithms. They allow Internet of Things (IoT) devices to improve their access to the network and their autonomy, while taking into…

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…