相关论文: Co-Exploration and Co-Exploitation via Shared Stru…

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…

We consider the problem of how to improve automatic target recognition by fusing the naive sensor-level classification decisions with "intuition," or context, in a mathematically principled way. This is a general approach that is compatible…

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

One of the key challenges for multi-agent learning is scalability. In this paper, we introduce a technique for speeding up multi-agent learning by exploiting concurrent and incremental experience sharing. This solution adaptively identifies…

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

State abstraction has been an essential tool for dramatically improving the sample efficiency of reinforcement-learning algorithms. Indeed, by exposing and accentuating various types of latent structure within the environment, different…

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…

Meta-, multi-task, and federated learning can be all viewed as solving similar tasks, drawn from a distribution that reflects task similarities. We provide a unified view of all these problems, as learning to act in a hierarchical Bayesian…

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

In meta-learning and its downstream tasks, many methods rely on implicit adaptation to task variations, where multiple factors are mixed together in a single entangled representation. This makes it difficult to interpret which factors drive…

Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian…

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…

The piecewise-stationary bandit problem is an important variant of the multi-armed bandit problem that further considers abrupt changes in the reward distributions. The main theme of the problem is the trade-off between exploration for…

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…

In the latent bandit problem, the learner has access to reward distributions and -- for the non-stationary variant -- transition models of the environment. The reward distributions are conditioned on the arm and unknown latent states. The…

We study pure exploration in bandits, where the dimension of the feature representation can be much larger than the number of arms. To overcome the curse of dimensionality, we propose to adaptively embed the feature representation of each…