A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Agents collaborate to reduce regret in a multi-agent linear bandit problem with side information.
problem Reducing regret in a multi-agent stochastic linear bandit with side information.
method A decentralized algorithm where agents communicate subspace indices and each plays a projected LinUCB on the corresponding low-dimensional subspace.
result Per-agent finite-time regret is much smaller when agents communicate compared to non-communicating case.
We consider the problem of online collaborative filtering in the online setting, where items are recommended to the users over time. At each time step, the user (selected by the environment) consumes an item (selected by the agent) and provides a rating of the selected item. In this paper, we propose a novel algorithm …
Classical collaborative filtering, and content-based filtering methods try to learn a static recommendation model given training data. These approaches are far from ideal in highly dynamic recommendation domains such as news recommendation and computational advertisement, where the set of items and users is very fluid.…
We study the problem of regret minimization for distributed bandits learning, in which M agents work collaboratively to minimize their total regret under the coordination of a central server. Our goal is to design communication protocols with near-optimal regret and little communication cost, which is measured by the…
We investigate a novel cluster-of-bandit algorithm CAB for collaborative recommendation tasks that implements the underlying feedback sharing mechanism by estimating the neighborhood of users in a context-dependent manner. CAB makes sharp departures from the state of the art by incorporating collaborative effects into …
Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the best arm collaboratively. We want to quantify the power of collaboration under limi…
Optimizes resource allocation for distributed parameter estimation in sensor networks.
problem Maximizing accuracy in parameter estimation with limited resources.
method Formulates a data collection and collaboration policy design problem as a Fisher information maximization problem. Proposes multi-armed bandit algorithms for learning the optimal policy.
result Identifies optimal data collection and collaboration policies that balance resource use and estimation accuracy.
We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform well in particular with respect to the cold-start problem. CAB utilizes a context-a…
We propose a novel algorithm for sequential matrix completion in a recommender system setting, where the (i,j)th entry of the matrix corresponds to a user i's rating of product j. The objective of the algorithm is to provide a sequential policy for user-product pair recommendation which will yield the highest pos…
We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of N agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through pairwise gossip style communications on an arbitrary connected graph. We develop two no…
The target of X-armed bandit problem is to find the global maximum of an unknown stochastic function f, given a finite budget of n evaluations. Recently, X-armed bandits have been widely used in many situations. Many of these applications need to deal with large-scale data sets. To deal with…
We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is instantaneously observed by the agent, as well as its neighbours in the social n…
Study non-linear combinatorial bandits with polynomial rewards, finding significant differences from linear cases.
problem Adversarial combinatorial bandits with general non-linear reward functions.
method Extending existing work on adversarial linear combinatorial bandits, analyzing minimax optimal regret for polynomial and non-polynomial reward functions.
result Minimax optimal regret bounds for adversarial combinatorial bandits with general non-linear reward functions.