相关论文: Collaborative Learning in Kernel-based Bandits for…
In this paper, we study \emph{Federated Bandit}, a decentralized Multi-Armed Bandit problem with a set of $N$ agents, who can only communicate their local data with neighbors described by a connected graph $G$. Each agent makes a sequence…
We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…
We study the noise-free Gaussian Process (GP) bandits problem, in which the learner seeks to minimize regret through noise-free observations of the black-box objective function lying on the known reproducing kernel Hilbert space (RKHS).…
We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…
We study the adversarial kernel bandit problem, in which the loss at each round is induced by an arbitrary bounded element of a reproducing kernel Hilbert space (RKHS). We propose an exponential-weights algorithm built on a regularized…
We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…
How can non-communicating agents learn to share congested resources efficiently? This is a challenging task when the agents can access the same resource simultaneously (in contrast to multi-agent multi-armed bandit problems) and the…
Cascading bandit (CB) is a popular model for web search and online advertising, where an agent aims to learn the $K$ most attractive items out of a ground set of size $L$ during the interaction with a user. However, the stationary CB model…
In this paper, we study the collaborative learning model, which concerns the tradeoff between parallelism and communication overhead in multi-agent multi-armed bandits. For regret minimization in multi-armed bandits, we present the first…
The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic…
For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep…
In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…
We investigate a novel cluster-of-bandit algorithm CAB for collaborative recommendation tasks that implements the underlying feedback sharing mechanism by estimating the neighborhood of users in a context-dependent manner. CAB makes sharp…
Despite the recent success of Graph Neural Networks (GNNs), training GNNs on large graphs remains challenging. The limited resource capacities of the existing servers, the dependency between nodes in a graph, and the privacy concern due to…
Extracting actionable intelligence from distributed, heterogeneous, correlated and high-dimensional data sources requires run-time processing and learning both locally and globally. In the last decade, a large number of meta-learning…
We study the generalized linear bandit (GLB) problem, a contextual multi-armed bandit framework that extends the classical linear model by incorporating a non-linear link function, thereby modeling a broad class of reward distributions such…
We consider sequential optimization of an unknown function in a reproducing kernel Hilbert space. We propose a Gaussian process-based algorithm and establish its order-optimal regret performance (up to a poly-logarithmic factor). This is…
Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…
Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…
Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…