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

We propose a multi-agent multi-armed bandit (MA-MAB) framework aimed at ensuring fair outcomes across agents while maximizing overall system performance. A key challenge in this setting is decision-making under limited information about arm…

In the Best-$K$ identification problem (Best-$K$-Arm), we are given $N$ stochastic bandit arms with unknown reward distributions. Our goal is to identify the $K$ arms with the largest means with high confidence, by drawing samples from the…

We present a new type of acquisition functions for online decision making in multi-armed and contextual bandit problems with extreme payoffs. Specifically, we model the payoff function as a Gaussian process and formulate a novel type of…

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Edge Computing (EC) offers a superior user experience by positioning cloud resources in close proximity to end users. The challenge of allocating edge resources efficiently while maximizing profit for the EC platform remains a sophisticated…

Multi-armed bandit (MAB) algorithms are efficient approaches to reduce the opportunity cost of online experimentation and are used by companies to find the best product from periodically refreshed product catalogs. However, these algorithms…

Automated algorithm selection and hyperparameter tuning facilitates the application of machine learning. Traditional multi-armed bandit strategies look to the history of observed rewards to identify the most promising arms for optimizing…

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other…

Multi-armed bandit(MAB) problem is a reinforcement learning framework where an agent tries to maximise her profit by proper selection of actions through absolute feedback for each action. The dueling bandits problem is a variation of MAB…

Originally motivated by default risk management applications, this paper investigates a novel problem, referred to as the profitable bandit problem here. At each step, an agent chooses a subset of the K possible actions. For each action…

Modern optimization problems in scientific and engineering domains often rely on expensive black-box evaluations, such as those arising in physical simulations or deep learning pipelines, where gradient information is unavailable or…

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)…

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…

We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…

Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…

We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts,…

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…