相关论文: Covert Online Decision Making: From Sequential Hyp…

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

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…

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 formalize sequential decision-making with information acquisition as the probing-augmented user-centric selection (PUCS) framework, where a learner first probes a subset of arms to obtain side information on resources and rewards, and…

In this paper we present a model for the hidden Markovian bandit problem with linear rewards. As opposed to current work on Markovian bandits, we do not assume that the state is known to the decision maker before making the decision.…

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors. Neighbors are defined by a network graph with heterogeneous and stochastic…

Time-series models typically assume untainted and legitimate streams of data. However, a self-interested adversary may have incentive to corrupt this data, thereby altering a decision maker's inference. Within the broader field of…

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 $T$…

This work formulates model selection as an infinite-armed bandit problem, namely, a problem in which a decision maker iteratively selects one of an infinite number of fixed choices (i.e., arms) when the properties of each choice are only…

In online algorithm selection (OAS), instances of an algorithmic problem class are presented to an agent one after another, and the agent has to quickly select a presumably best algorithm from a fixed set of candidate algorithms. For…

In this work, we consider an online robust Markov Decision Process (MDP) where we have the information of finitely many prototypes of the underlying transition kernel. We consider an adaptively updated ambiguity set of the prototypes and…

We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…

Online learning to rank sequentially recommends a small list of items to users from a large candidate set and receives the users' click feedback. In many real-world scenarios, users browse the recommended list in order and click the first…

Contextual online decision-making problems with constraints appear in a wide range of real-world applications, such as adaptive experimental design under safety constraints, personalized recommendation with resource limits, and dynamic…

We consider a multi-armed bandit setting in which each arm has a public and a private reward distribution. An observer expects an agent to follow Thompson Sampling according to the public rewards, however, the deceptive agent aims to…

Multi-dueling bandits, where a learner selects $m \geq 2$ arms per round and observes only the winner, arise naturally in many applications including ranking and recommendation systems, yet a fundamental question has remained open: can a…

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…