相关论文: Put CASH on Bandits: A Max K-Armed Problem for Aut…

In recent years, the integration of communication and control systems has gained significant traction in various domains, ranging from autonomous vehicles to industrial automation and beyond. Multi-armed bandit (MAB) algorithms have proven…

We consider a variant of the best arm identification (BAI) problem in multi-armed bandits (MAB) in which there are two sets of arms (source and target), and the objective is to determine the best target arm while only pulling source arms.…

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Learning effective negotiation strategies poses two key challenges: the exploration-exploitation dilemma and dealing with large action spaces. However, there is an absence of learning-based approaches that effectively address these…

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

We consider a continuous-time multi-arm bandit problem (CTMAB), where the learner can sample arms any number of times in a given interval and obtain a random reward from each sample, however, increasing the frequency of sampling incurs an…

We study sequential decision-making in batched nonparametric contextual bandits, where actions are selected over a finite horizon divided into a small number of batches. Motivated by constraints in domains such as medicine and marketing --…

Recommender systems in online marketplaces face the challenge of balancing multiple objectives to satisfy various stakeholders, including customers, providers, and the platform itself. This paper introduces Juggler-MAB, a hybrid approach…

The evaluation of hyperparameters, neural architectures, or data augmentation policies becomes a critical model selection problem in advanced deep learning with a large hyperparameter search space. In this paper, we propose an efficient and…

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 $T$…

Lai and Robbins (1985) and Lai (1987) provided efficient parametric solutions to the multi-armed bandit problem, showing that arm allocation via upper confidence bounds (UCB) achieves minimum regret. These bounds are constructed from the…

We study the stochastic Multi-Armed Bandit (MAB) problem with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount 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…

With the continuous and vast increase in the amount of data in our digital world, it has been acknowledged that the number of knowledgeable data scientists can not scale to address these challenges. Thus, there was a crucial need for…

We study the algorithm configuration (AC) problem, in which one seeks to find an optimal parameter configuration of a given target algorithm in an automated way. Recently, there has been significant progress in designing AC approaches that…

In this paper, we consider stochastic multi-armed bandits (MABs) with heavy-tailed rewards, whose $p$-th moment is bounded by a constant $\nu_{p}$ for $1<p\leq2$. First, we propose a novel robust estimator which does not require $\nu_{p}$…

Multi-armed bandit (MAB) algorithms have achieved significant success in sequential decision-making applications, under the premise that humans perfectly implement the recommended policy. However, existing methods often overlook the crucial…