相关论文: Energy Regularized RNNs for Solving Non-Stationary…

We consider a stochastic continuum armed bandit problem where the arms are indexed by the $\ell_2$ ball $B_{d}(1+\nu)$ of radius $1+\nu$ in $\mathbb{R}^d$. The reward functions $r :B_{d}(1+\nu) \rightarrow \mathbb{R}$ are considered to…

Integrated terrestrial and non-terrestrial network (TN-NTN) architectures offer a promising solution for expanding coverage and improving capacity for the network. While non-terrestrial networks (NTNs) are primarily exploited for these…

The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current research in this field focuses on generic solutions that can be…

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…

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 consider a stochastic multi-armed bandit problem with i.i.d. rewards where the expected reward function is multimodal with at most m modes. We propose the first known computationally tractable algorithm for computing the solution to the…

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…

We consider the neural contextual bandit problem. In contrast to the existing work which primarily focuses on ReLU neural nets, we consider a general set of smooth activation functions. Under this more general setting, (i) we derive…

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Learning from prior tasks and transferring that experience to improve future performance is critical for building lifelong learning agents. Although results in supervised and reinforcement learning show that transfer may significantly…

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

We consider the linear contextual bandit problem with resource consumption, in addition to reward generation. In each round, the outcome of pulling an arm is a reward as well as a vector of resource consumptions. The expected values of…

Many past attempts at modeling repeated Cournot games assume that demand is stationary. This does not align with real-world scenarios in which market demands can evolve over a product's lifetime for a myriad of reasons. In this paper, we…

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…

Sequential decision making under uncertainty is studied in a mixed observability domain. The goal is to maximize the amount of information obtained on a partially observable stochastic process under constraints imposed by a fully observable…

The linear bandit problem has been studied for many years in both stochastic and adversarial settings. Designing an algorithm that can optimize the environment without knowing the loss type attracts lots of interest. \citet{LeeLWZ021}…

Real-world contextual bandit problems with complex reward models are often tackled with iteratively trained models, such as boosting trees. However, it is difficult to directly apply simple and effective exploration strategies--such as…

Restless multi-armed bandits (RMABs) are a popular framework for algorithmic decision making in sequential settings with limited resources. RMABs are increasingly being used for sensitive decisions such as in public health, treatment…

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…