相关论文: Combinatorial Logistic Bandits

In this paper, we study a family of conservative bandit problems (CBPs) with sample-path reward constraints, i.e., the learner's reward performance must be at least as well as a given baseline at any time. We propose a One-Size-Fits-All…

A challenging aspect of the bandit problem is that a stochastic reward is observed only for the chosen arm and the rewards of other arms remain missing. The dependence of the arm choice on the past context and reward pairs compounds the…

We consider stochastic multi-armed bandits where the expected reward is a unimodal function over partially ordered arms. This important class of problems has been recently investigated in (Cope 2009, Yu 2011). The set of arms is either…

We address the problem of stochastic combinatorial semi-bandits, where a player selects among P actions from the power set of a set containing d base items. Adaptivity to the problem's structure is essential in order to obtain optimal…

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…

Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward…

Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…

Many real-world problems like Social Influence Maximization face the dilemma of choosing the best $K$ out of $N$ options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses $K$ out of $N$ arms at each…

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

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 study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

We consider the adversarial combinatorial multi-armed bandit (CMAB) problem, whose decision set can be exponentially large with respect to the number of given arms. To avoid dealing with such large decision sets directly, we propose an…

Several optimism-based stochastic bandit algorithms -- including UCB, UCB-V, linear UCB, and finite-arm GP-UCB -- achieve logarithmic regret using proofs that, despite superficial differences, follow essentially the same structure. This…

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

We present the first high-probability optimal regret bound for a policy optimization technique applied to the problem of stochastic contextual multi-armed bandit (CMAB) with general offline function approximation. Our algorithm is both…

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

We propose a novel variant of the UCB algorithm (referred to as Efficient-UCB-Variance (EUCBV)) for minimizing cumulative regret in the stochastic multi-armed bandit (MAB) setting. EUCBV incorporates the arm elimination strategy proposed in…