相关论文: Stochastic Multi-armed Bandits with Non-stationary…

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 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…

Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable)…

We study the multi-armed bandit problem with arms which are Markov chains with rewards. In the finite-horizon setting, the celebrated Gittins indices do not apply, and the exact solution is intractable. We provide approximation algorithms…

A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…

Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online…

Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…

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 an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…

Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…

We study a multi-armed bandit problem with covariates in a setting where there is a possible delay in observing the rewards. Under some mild assumptions on the probability distributions for the delays and using an appropriate randomization…

The multi-armed bandit problem is a classical decision-making problem where an agent has to learn an optimal action balancing exploration and exploitation. Properly managing this trade-off requires a correct assessment of uncertainty; in…

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…

Online advertising and product recommendation are important domains of applications for multi-armed bandit methods. In these fields, the reward that is immediately available is most often only a proxy for the actual outcome of interest,…

Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…

Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…

This paper studies a new variant of the stochastic multi-armed bandits problem where auxiliary information about the arm rewards is available in the form of control variates. In many applications like queuing and wireless networks, the arm…