相关论文: Empirical Bayesian Multi-Bandit Learning

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…

As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…

Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…

We study learning to learn for the multi-task structured bandit problem where the goal is to learn a near-optimal algorithm that minimizes cumulative regret. The tasks share a common structure and an algorithm should exploit the shared…

The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current research in this field focuses on generic solutions that can be…

We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

A fundamental problem for waveform-agile radar systems is that the true environment is unknown, and transmission policies which perform well for a particular tracking instance may be sub-optimal for another. Additionally, there is a limited…

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding…

The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Empirical Bayes (EB) improves the accuracy of simultaneous inference "by learning from the experience of others" (Efron, 2012). Classical EB theory focuses on latent variables that are iid draws from a fitted prior (Efron, 2019). Modern…

Empirical Bayes is a versatile approach to `learn from a lot' in two ways: first, from a large number of variables and second, from a potentially large amount of prior information, e.g. stored in public repositories. We review applications…

Today's top advertisers typically manage hundreds of campaigns simultaneously and consistently launch new ones throughout the year. A crucial challenge for marketing managers is determining the optimal allocation of limited budgets across…

Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…