相关论文: Anonymous Bandits for Multi-User Systems

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…

Leveraging offline data is an attractive way to accelerate online sequential decision-making. However, it is crucial to account for latent states in users or environments in the offline data, and latent bandits form a compelling model for…

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Autoregressive processes naturally arise in a large variety of real-world scenarios, including stock markets, sales forecasting, weather prediction, advertising, and pricing. When facing a sequential decision-making problem in such a…

The linear submodular bandit problem was proposed to simultaneously address diversified retrieval and online learning in a recommender system. If there is no uncertainty, this problem is equivalent to a submodular maximization problem under…

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

Offline contextual bandits allow one to learn policies from historical/offline data without requiring online interaction. However, offline policy optimization that maximizes overall expected rewards can unintentionally amplify the reward…

Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…

We consider a special case of bandit problems, namely batched bandits. Motivated by natural restrictions of recommender systems and e-commerce platforms, we assume that a learning agent observes responses batched in groups over a certain…

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We…

Non-stationary bandits and online clustering of bandits lift the restrictive assumptions in contextual bandits and provide solutions to many important real-world scenarios. Though the essence in solving these two problems overlaps…

The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…

We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…

We propose a novel framework for structured bandits, which we call an influence diagram bandit. Our framework captures complex statistical dependencies between actions, latent variables, and observations; and thus unifies and extends many…

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…