相关论文: Order-Optimal Regret in Distributed Kernel Bandits…

In this paper we propose a general methodology to derive regret bounds for randomized multi-armed bandit algorithms. It consists in checking a set of sufficient conditions on the sampling probability of each arm and on the family of…

This paper studies a non-stationary kernelized bandit (KB) problem, also called time-varying Bayesian optimization, where one seeks to minimize the regret under an unknown reward function that varies over time. In particular, we focus on a…

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

We consider the problem of optimizing an unknown (typically non-convex) function with a bounded norm in some Reproducing Kernel Hilbert Space (RKHS), based on noisy bandit feedback. We consider a novel variant of this problem in which the…

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

In cooperative bandits, a framework that captures essential features of collective sequential decision making, agents can minimize group regret, and thereby improve performance, by leveraging shared information. However, sharing information…

Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement…

We consider the problem of scheduling in multi-class, parallel-server queuing systems with uncertain rewards from job-server assignments. In this scenario, jobs incur holding costs while awaiting completion, and job-server assignments yield…

We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation…

This paper investigates regret minimization, statistical inference, and their interplay in high-dimensional online decision-making based on the sparse linear context bandit model. We integrate the $\varepsilon$-greedy bandit algorithm for…

Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…

We consider the problem of joint routing and scheduling in queueing networks, where the edge transmission costs are unknown. At each time-slot, the network controller receives noisy observations of transmission costs only for those edges it…

In instances of online kernel learning where little prior information is available and centralized learning is unfeasible, past research has shown that distributed and online multi-kernel learning provides sub-linear regret as long as every…

We develop a meta-learning framework for simple regret minimization in bandits. In this framework, a learning agent interacts with a sequence of bandit tasks, which are sampled i.i.d.\ from an unknown prior distribution, and learns its…

Reinforcement learning (RL) has shown empirical success in various real world settings with complex models and large state-action spaces. The existing analytical results, however, typically focus on settings with a small number of…

Decentralized Online Learning (online learning in decentralized networks) attracts more and more attention, since it is believed that Decentralized Online Learning can help the data providers cooperatively better solve their online problems…

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

Recently a multi-agent variant of the classical multi-armed bandit was proposed to tackle fairness issues in online learning. Inspired by a long line of work in social choice and economics, the goal is to optimize the Nash social welfare…

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…