相关论文: Non-Stationary Bandit Learning via Predictive Samp…

Recently there has been much work on selective sampling, an online active learning setting, in which algorithms work in rounds. On each round an algorithm receives an input and makes a prediction. Then, it can decide whether to query a…

Online model selection in Bayesian bandits raises a fundamental exploration challenge: When an environment instance is sampled from a prior distribution, how can we design an adaptive strategy that explores multiple bandit learners and…

This technical note presents a new approach to carrying out the kind of exploration achieved by Thompson sampling, but without explicitly maintaining or sampling from posterior distributions. The approach is based on a bootstrap technique…

Adam is a widely used optimizer in neural network training due to its adaptive learning rate. However, because different data samples influence model updates to varying degrees, treating them equally can lead to inefficient convergence. To…

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

This work addresses the efficiency concern on inferring a nonlinear contextual bandit when the number of arms $n$ is very large. We propose a neural bandit model with an end-to-end training process to efficiently perform bandit algorithms…

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Stochastic rising rested bandit (SRRB) is a setting where the arms' expected rewards increase as they are pulled. It models scenarios in which the performances of the different options grow as an effect of an underlying learning process…

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…

In many real-world problems of real-time monitoring high-dimensional streaming data, one wants to detect an undesired event or change quickly once it occurs, but under the sampling control constraint in the sense that one might be able to…

A fundamental problem for waveform-agile radar systems is that the true environment is unknown, and transmission policies which perform well for a particular tracking instance may be sub-optimal for another. Additionally, there is a limited…

We consider the stochastic multi-armed bandit problem with a prior distribution on the reward distributions. We are interested in studying prior-free and prior-dependent regret bounds, very much in the same spirit as the usual…

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

What can an agent learn in a stochastic Multi-Armed Bandit (MAB) problem from a dataset that contains just a single sample for each arm? Surprisingly, in this work, we demonstrate that even in such a data-starved setting it may still be…

Thompson Sampling is a well established approach to bandit and reinforcement learning problems. However its use in continuum armed bandit problems has received relatively little attention. We provide the first bounds on the regret of…

Bayesian strategies for contextual bandits have proved promising in single-state reinforcement learning tasks by modeling uncertainty using context information from the environment. In this paper, we propose Greedy Bandits with Sampled…

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to combinatorial constraints, and then observes stochastic weights of these items and receives…

We propose an extension of Thompson sampling to optimization problems over function spaces where the objective is a known functional of an unknown operator's output. We assume that queries to the operator (such as running a high-fidelity…

In this work, we study the performance of the Thompson Sampling algorithm for Contextual Bandit problems based on the framework introduced by Neu et al. and their concept of lifted information ratio. First, we prove a comprehensive bound on…