相关论文: Best Arm Identification with Resource Constraints

Top Two algorithms arose as an adaptation of Thompson sampling to best arm identification in multi-armed bandit models (Russo, 2016), for parametric families of arms. They select the next arm to sample from by randomizing among two…

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

We design and analyze CascadeBAI, an algorithm for finding the best set of $K$ items, also called an arm, within the framework of cascading bandits. An upper bound on the time complexity of CascadeBAI is derived by overcoming a crucial…

We lay the foundations of a non-parametric theory of best-arm identification in multi-armed bandits with a fixed budget T. We consider general, possibly non-parametric, models D for distributions over the arms; an overarching example is the…

We investigate top-$m$ arm identification, a basic problem in bandit theory, in a multi-agent learning model in which agents collaborate to learn an objective function. We are interested in designing collaborative learning algorithms that…

Motivated by drug design, we consider the best-arm identification problem in generalized linear bandits. More specifically, we assume each arm has a vector of covariates, there is an unknown vector of parameters that is common across the…

In the problem called single resource constraint scheduling, we are given $m$ identical machines and a set of jobs, each needing one machine to be processed as well as a share of a limited renewable resource $R$. A schedule of these jobs is…

In natural perception, different items (objects) in a scene are rarely equally relevant to the observer. The brain improves performance by directing attention to the most relevant items, for example the ones most likely to be probed. For a…

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

We consider the problem of near-optimal arm identification in the fixed confidence setting of the infinitely armed bandit problem when nothing is known about the arm reservoir distribution. We (1) introduce a PAC-like framework within which…

We consider a non-stationary formulation of the stochastic multi-armed bandit where the rewards are no longer assumed to be identically distributed. For the best-arm identification task, we introduce a version of Successive Elimination…

We study the problem of Robust Outlier Arm Identification (ROAI), where the goal is to identify arms whose expected rewards deviate substantially from the majority, by adaptively sampling from their reward distributions. We compute the…

In this paper, we conduct a study to optimize resource allocation for adaptive real-time and delay-tolerant applications in cellular systems. To represent the user applications via several devices and equipment, sigmoidal-like and logarithm…

We propose a new problem setting to study the sequential interactions between a recommender system and a user. Instead of assuming the user is omniscient, static, and explicit, as the classical practice does, we sketch a more realistic user…

In fixed budget bandit identification, an algorithm sequentially observes samples from several distributions up to a given final time. It then answers a query about the set of distributions. A good algorithm will have a small probability of…

Existing strategies for determining the optimal treatment or monitoring strategy typically assume unlimited access to resources. However, when a health system has resource constraints, such as limited funds, access to medication, or…

Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…

We give a new algorithm for best arm identification in linearly parameterised bandits in the fixed confidence setting. The algorithm generalises the well-known LUCB algorithm of Kalyanakrishnan et al. (2012) by playing an arm which…

Sequential Resource Allocation with situational constraints presents a significant challenge in real-world applications, where resource demands and priorities are context-dependent. This paper introduces a novel framework, SCRL, to address…

Motivated by recursive learning in Markov Decision Processes, this paper studies best-arm identification in bandit problems where each arm's reward is drawn from a multinomial distribution with a known support. We compare the performance {…