相关论文: Autocorrelation effects in a stochastic-process mo…

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…

Many properties of perceptual decision making are well-modeled by deep neural networks. However, such architectures typically treat decisions as instantaneous readouts, overlooking the temporal dynamics of the decision process. We present…

Photonic reservoir computing is an emergent technology toward beyond-Neumann computing. Although photonic reservoir computing provides superior performance in environments whose characteristics are coincident with the training datasets for…

We investigate a Bayesian $k$-armed bandit problem in the \emph{many-armed} regime, where $k \geq \sqrt{T}$ and $T$ represents the time horizon. Initially, and aligned with recent literature on many-armed bandit problems, we observe that…

We study the problem of agent selection in causal strategic learning under multiple decision makers and address two key challenges that come with it. Firstly, while much of prior work focuses on studying a fixed pool of agents that remains…

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

This work explores the idea of a causal contextual multi-armed bandit approach to automated marketing, where we estimate and optimize the causal (incremental) effects. Focusing on causal effect leads to better return on investment (ROI) by…

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic…

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

This paper presents two complementary frameworks to optimize Formula 1 race strategies, jointly accounting for energy allocation, tire wear and pit stop timing. First, the race scenario is modeled using lap time maps and a dynamic tire wear…

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

In this paper, we study both multi-armed and contextual bandit problems in censored environments. Our goal is to estimate the performance loss due to censorship in the context of classical algorithms designed for uncensored environments.…

The multi-armed bandit problem (MBP) is the problem of finding, as accurately and quickly as possible, the most profitable option from a set of options that gives stochastic rewards by referring to past experiences. Inspired by fluctuated…

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Algorithmic agents are used in a variety of competitive decision-making settings, including pricing contexts that range from online retail to residential home rental. We study the emergence of algorithmic collusion when competing agents…

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…

Despite the excelling performance of machine learning models, understanding their decisions remains a long-standing goal. Although commonly used attribution methods from explainable AI attempt to address this issue, they typically rely on…

Multi-armed bandits (MAB) are commonly used in sequential online decision-making when the reward of each decision is an unknown random variable. In practice however, the typical goal of maximizing total reward may be less important than…

We study the best-arm identification problem with fixed confidence when contextual (covariate) information is available in stochastic bandits. Although we can use contextual information in each round, we are interested in the marginalized…