相关论文: Laplacian Kernelized Bandit

We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…

We consider a stochastic linear bandit problem with multiple users, where the relationship between users is captured by an underlying graph and user preferences are represented as smooth signals on the graph. We introduce a novel bandit…

We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…

We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms…

We consider a kernelized bandit problem with a compact arm set ${X} \subset \mathbb{R}^d $ and a fixed but unknown reward function $f^*$ with a finite norm in some Reproducing Kernel Hilbert Space (RKHS). We propose a class of…

The RKHS bandit problem (also called kernelized multi-armed bandit problem) is an online optimization problem of non-linear functions with noisy feedback. Although the problem has been extensively studied, there are unsatisfactory results…

We consider the stochastic bandit problem with a continuous set of arms, with the expected reward function over the arms assumed to be fixed but unknown. We provide two new Gaussian process-based algorithms for continuous bandit…

We consider Kernelized Bandits (KBs) to optimize a function $f : \mathcal{X} \rightarrow [0,1]$ belonging to the Reproducing Kernel Hilbert Space (RKHS) $\mathcal{H}_k$. Mainstream works on kernelized bandits focus on a subgaussian noise…

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint…

Non-stationarity is ubiquitous in human behavior and addressing it in the contextual bandits is challenging. Several works have addressed the problem by investigating semi-parametric contextual bandits and warned that ignoring…

We study collaborative learning among distributed clients facilitated by a central server. Each client is interested in maximizing a personalized objective function that is a weighted sum of its local objective and a global objective. Each…

The combinatorial multi-armed bandit model is designed to maximize cumulative rewards in the presence of uncertainty by activating a subset of arms in each round. This paper is inspired by two critical applications in wireless networks,…

Cooperative multi-agent decision making involves a group of agents cooperatively solving learning problems while communicating over a network with delays. In this paper, we consider the kernelised contextual bandit problem, where the reward…

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

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…

This paper studies federated linear contextual bandits under the notion of user-level differential privacy (DP). We first introduce a unified federated bandits framework that can accommodate various definitions of DP in the sequential…

In this paper, the causal bandit problem is investigated, with the objective of maximizing the long-term reward by selecting an optimal sequence of interventions on nodes in an unknown causal graph. It is assumed that both the causal…

Recent works on neural contextual bandits have achieved compelling performances due to their ability to leverage the strong representation power of neural networks (NNs) for reward prediction. Many applications of contextual bandits involve…

Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…

We consider the $\epsilon$-greedy strategy for the multi-arm bandit with covariates (MABC) problem, where the mean reward functions are assumed to lie in a reproducing kernel Hilbert space (RKHS). We propose to estimate the unknown mean…