Study collaborative learning among multi-agents in multi-armed bandits.
problem Minimizing group cumulative regret in a heterogeneous multi-agent setting.
method Developed decentralized algorithms for collaboration between N N N agents learning M M M stochastic multi-armed bandits. result Proved near-optimal behavior of proposed algorithms for group regret.
The study uses a multi-armed bandit model to analyze and mitigate hiring discrimination.
problem Hiring discrimination due to insufficient data on worker skill and characteristics.
method Multi-armed bandit model to simulate firms' learning process and policy solutions.
result Temporary affirmative actions effectively alleviate discrimination caused by data insufficiency.
Two novel methods identify influential features in CMABs for better reward distribution.
problem Suboptimal features degrade rewards, interpretability, and efficiency in CMABs.
method Heterogeneous Incremental Effect (HIE) and Heterogeneous Distribution Divergence (HDD) methods.
result Consistent ability to identify influential HTE features, enhancing CMAB performance.
Algorithm aggregates rewards from multiple players to learn related tasks in online bandit learning.
problem Learning related but slightly different tasks in an online setting with heterogeneous feedback.
method RobustAgg ( ε ) (ε) ( ε ) algorithm that aggregates rewards from different players. result Achieves instance-dependent regret guarantees and nearly matching lower bounds.
Paper proposes FMAB framework for federated learning with two models: approximate and exact.
problem Uncertainty in client sampling and suboptimality gap in federated multi-armed bandits.
method Developed a general FMAB framework and two specific models (approximate and exact), proposing Fed2-UCB for the approximate model.
result Achieved O(log(T)) regret in the approximate model and order-optimal regret in the exact model.
New algorithm optimizes decision-making for complex systems with varying parameters.
problem Optimizing decisions in systems with varying parameters and heterogeneous restlessness.
method Model Predictive Control (MPC) approach with randomized rounding for heterogeneous RMABs.
result Achieves an O ( log N 1 / N ) O(\log N\sqrt{1/N}) O ( log N 1/ N ) optimality gap in infinite time average reward problems. Develops locally private methods for nonparametric contextual bandits.
problem Privacy concerns in sequential decision-making on sensitive data.
method Uniform-confidence-bound-type estimator and jump-start scheme.
result Minimax optimality of proposed methods supported by lower bounds.
New algorithm tackles multi-agent bandits with heavy-tailed data.
problem Maximizing system performance in multi-agent settings with heavy-tailed data.
method Algorithm exploits hub-like structures and synchronization among clients.
result Regret bound of O ( M 1 − 1 α log T ) O(M^{1 -\frac{1}α} \log{T}) O ( M 1 − α 1 log T ) for homogeneous settings, O ( M log T ) O(M \log{T}) O ( M log T ) for heterogeneous. A federated learning algorithm tackles unknown contexts in multi-arm bandits.
problem Learning optimal actions in federated multi-arm bandits with unobserved contexts.
method Elimination-based algorithm for linearly parametrized reward functions.
result Proved regret bound for linearly parametrized reward functions.
Paper closes the gap in MP-MAB problems with novel adaptive communication and exploration.
problem Closing the gap between decentralized MP-MAB and natural centralized lower bound.
method BEACON: Batched Exploration with Adaptive COmmunicatioN, incorporating ADC and batched exploration.
result Proves logarithmic regret for a generalized MP-MAB problem.
We consider a fully decentralized multi-player stochastic multi-armed bandit setting where the players cannot communicate with each other and can observe only their own actions and rewards. The environment may appear differently to different players, i.e. \textit{i.e.} i.e. , the reward distributions for a given arm are heterog…
New protocol reduces communication costs for heterogeneous bandits over complex networks.
problem Minimizing group regret in a multi-agent, heterogeneous bandit setting over complex networks.
method Flooding with Absorption (FwA) protocol for heterogeneous bandits over complex networks.
result FwA protocol significantly reduces communication costs compared to flooding while maintaining similar regret performance.
ODC protocol improves learning in asynchronous multi-agent bandits.
problem Cooperative multi-agent bandits with unknown, irregular pull times.
method ODC protocol for on-demand communication between agents.
result ODC protocol reduces communication complexity based on empirical pull times.
A multi-player bandit system resists adversarial attacks with near-optimal regret.
problem Adversaries attempt to manipulate rewards in a multi-player multi-armed bandit game.
method Players communicate a single bit to resist attacks, achieving near-optimal regret.
result Achieves near-optimal regret of O ( log 1 + δ T + W ) O(\log^{1+δ}T + W) O ( log 1 + δ T + W ) , where W W W is the total time of adversarial attacks. Neural Index Policy for multi-action bandits with heterogeneous budgets.
problem Real-world settings often involve multiple interventions with heterogeneous costs and constraints, breaking classical assumptions.
method Introduces a Neural Index Policy (NIP) that learns to assign budget-aware indices to arm-action pairs using a neural network and differentiable knapsack layer.
result Empirically achieves near-optimal performance while strictly enforcing heterogeneous budgets and scaling to hundreds of arms.
New dynamic allocation methods for multi-armed bandit models.
problem Dynamic allocation problems in multi-armed bandit models.
method New types of dynamic allocation problems and proofs for Gittins index decomposition.
result New proofs for Gittins index decomposition and related results.
PAC-Bayesian analysis improves lifelong learning in multi-armed bandits.
problem Improving lifelong learning in multi-armed bandits.
method PAC-Bayesian analysis for deriving lower bounds and proposing lifelong learning algorithms.
result Proposed algorithms outperform baseline methods in lifelong multi-armed bandit problems.
A novel algorithm minimizes regret in a multi-agent bandit problem with time-varying random graphs and heterogeneous rewards.
problem Minimizing regret in a multi-agent multi-armed bandit problem with time-varying random graphs and heterogeneous rewards.
method Introduces a novel algorithmic framework combining averaging-based consensus with a weighting technique and upper confidence bound.
result Derives optimal instance-dependent regret upper bounds of order log T \log{T} log T in both sub-gaussian and sub-exponential environments. Paper uses subjective logic to estimate uncertainty in multi-armed bandit problems.
problem Estimating uncertainty in multi-armed bandit problems.
method Formalism of subjective logic applied to multi-armed bandits, proposing new algorithms.
result Subjective logic quantities enable useful assessment of uncertainty.
Algorithm improves multi-armed bandit performance by transferring reward samples.
problem Sequential multi-armed bandit problem with changing reward distributions.
method UCB algorithm with reward sample transfer.
result Significant improvement in cumulative regret over standard UCB.
Quantum algorithms for multi-armed bandits are explored with limited reward access.
problem Exploring quantum speed-ups in multi-armed bandit problems with limited reward information.
method Introduced new bandit models and showed query complexity equivalence with classical algorithms.
result No quadratic speed-up is possible for multi-armed bandits with limited reward access.
Study on Pareto optimality in multi-objective bandit problems.
problem Pareto optimality in multi-objective multi-armed bandit problems.
method Formulated adversarial multi-objective multi-armed bandit, defined Pareto regrets, presented algorithms, established upper and lower bounds.
result New algorithms are optimal in adversarial settings and nearly optimal in stochastic settings.
Unified formulation bridges adversarial and nonstationary bandits.
problem Handling time-varying reward distributions in multi-armed bandit problems.
method Unified oracle that switches between adversarial and nonstationary bandit oracles based on window size.
result Optimal regret achieved with matching lower bound.
Heterogeneous network embedding (HNE) is a challenging task due to the diverse node types and/or diverse relationships between nodes. Existing HNE methods are typically unsupervised. To maximize the profit of utilizing the rare and valuable supervised information in HNEs, we develop a novel Active Heterogeneous Network…
In this paper we propose a multi-armed bandit inspired, pool based active learning algorithm for the problem of binary classification. By carefully constructing an analogy between active learning and multi-armed bandits, we utilize ideas such as lower confidence bounds, and self-concordant regularization from the multi…
Study finds optimal regret bound for multi-armed bandit problem with expert advice.
problem Optimizing decision-making in a multi-armed bandit problem with expert advice.
method Proved a tight lower bound matching the upper bound of Kale (2014) for minimax expected regret.
result The minimax optimal expected regret is Θ(√(T K log (N/K))) for the problem.
The paper tackles lifelong learning in multi-armed bandits, aiming to minimize average regret over multiple tasks.
problem Minimizing average regret in multi-armed bandits over multiple tasks.
method Confidence interval tuning of UCB algorithms and greedy algorithms applied to a bandit over bandit approach.
result Empirical improvement over previous work in the mortal bandit problem.
We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed solely for one of the regimes are known to be sub-optimal for the alternate regime…
New method for identifying best arm in batched multi-armed bandit problems.
problem Identifying the best arm in multi-armed bandit problems where arms are sampled in batches.
method General linear programming framework for best arm identification in batched multi-armed bandit problems.
result Demonstrated good performance in numerical studies compared to UCB-type or Thompson sampling methods.
The paper explores sampling problems and shows minimal exploration is needed.
problem Exploration-exploitation trade-off in sampling.
method Systematic definition of regret, proposal of a simple algorithm.
result Near-optimal regret bounds achieved with minimal exploration.
New algorithm for nonstationary multi-armed bandits with optimal performance.
problem Nonstationary multi-armed bandits with changing model parameters over time.
method Adaptive Resetting Bandit (ADR-bandit) algorithm using adaptive windowing techniques.
result ADR-bandit achieves nearly optimal performance in both abrupt and gradual changes.
Paper tackles transfer learning for contextual multi-armed bandits under covariate shift.
problem Nonparametric contextual multi-armed bandits with covariate shift.
method Established minimax rate of convergence, proposed transfer learning algorithm.
result Achieved near-optimal statistical guarantees for learning in target domain.
Proposes Genetic Thompson Sampling for multi-armed bandits, improving performance in nonstationary settings.
problem Improving sequential decision making tasks of online learning agents using multi-armed bandits.
method Integrates genetic principles into Thompson Sampling for multi-armed bandits.
result Significantly outperforms baselines in nonstationary settings.
New method for contextual bandits with corrupted context.
problem Contextual bandits with corrupted context in online settings.
method Combining contextual bandit and multi-armed bandit approaches.
result Improved learning from all iterations, including corrupted ones.
We present a formal model of human decision-making in explore-exploit tasks using the context of multi-armed bandit problems, where the decision-maker must choose among multiple options with uncertain rewards. We address the standard multi-armed bandit problem, the multi-armed bandit problem with transition costs, and …
In this paper, we study the multi-armed bandit problem in the batched setting where the employed policy must split data into a small number of batches. While the minimax regret for the two-armed stochastic bandits has been completely characterized in \cite{perchet2016batched}, the effect of the number of arms on the re…
Sequential portfolio selection has attracted increasing interests in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed bandit problem addresses the primary difficulty in sequential decision making under …
In recent years, multi-armed bandit (MAB) framework has attracted a lot of attention in various applications, from recommender systems and information retrieval to healthcare and finance, due to its stellar performance combined with certain attractive properties, such as learning from less feedback. The multi-armed ban…
New algorithm prevents strategic replication in multi-armed bandit problems.
problem Strategic replication by agents can exploit bandit algorithms' balance.
method Designs Hierarchical UCB (H-UCB) and Robust Hierarchical UCB (RH-UCB) algorithms.
result Achieves O ( ln T ) O(\ln T) O ( ln T ) -regret and sublinear regret in realistic scenarios. ALMAB-DC optimizes expensive black-box experiments using active learning and distributed computing.
problem Efficiently optimizing expensive, gradient-free objectives in computational statistics and machine learning.
method Combines active learning, multi-armed bandits, and distributed asynchronous computing.
result Achieves lower simple regret and superior performance in various tasks compared to non-ALMAB baselines.
This paper applies Thompson Sampling to asymmetric α \alpha α -stable bandits for financial and wireless data.
problem Optimizing exploration-exploitation in multi-armed bandits with asymmetric α \alpha α -stable distributions. method Thompson Sampling applied to unknown asymmetric α \alpha α -stable reward distributions. result Demonstrates effectiveness of Thompson Sampling for asymmetric α \alpha α -stable bandits. The paper examines how loss aversion impacts multi-armed bandit decisions over long periods.
problem The impact of loss aversion on multi-armed bandit decisions over long periods.
method A new central limit theorem for measures with history-dependent variances, derived under risk aversion in gains and risk loving in losses.
result Consequences of loss aversion for asymptotic properties are derived in analytical results.
Two non-communicating players minimize regret in a multi-armed bandit game.
problem Optimal regret in non-communicating multi-armed bandit players.
method Proposed a strategy with no collisions, achieving near-optimal regret.
result Near-optimal regret of O ( T log ( T ) ) O(\sqrt{T \log(T)}) O ( T log ( T ) ) with very high probability. Next generation networks are expected to be ultradense and aim to explore spectrum sharing paradigm that allows users to communicate in licensed, shared as well as unlicensed spectrum. Such ultra-dense networks will incur significant signaling load at base stations leading to a negative effect on spectrum and energy ef…
Gittins indices provide an optimal solution to the classical multi-armed bandit problem. An obstacle to their use has been the common perception that their computation is very difficult. This paper demonstrates an accessible general methodology for the calculating Gittins indices for the multi-armed bandit with a detai…
A new federated multi-armed bandit framework with personalization balances generalization and personalization.
problem Balancing generalization and personalization in federated multi-armed bandits.
method Proposed a Personalized Federated Upper Confidence Bound (PF-UCB) algorithm to achieve a O ( log ( T ) ) O(\log(T)) O ( log ( T )) regret. result PF-UCB achieves an O ( log ( T ) ) O(\log(T)) O ( log ( T )) regret regardless of personalization degree and has similar instance dependency to lower bound. The paper connects discrete choice models to multi-armed bandit algorithms with sublinear regret bounds.
problem Optimizing user choices in a multi-armed bandit setting.
method Establishes connections between discrete choice models and multi-armed bandit algorithms, providing sublinear regret bounds and novel algorithms.
result Sublinear regret bounds for a family of algorithms, including the Exp3 algorithm.
Multi-armed bandits are a quintessential machine learning problem requiring the balancing of exploration and exploitation. While there has been progress in developing algorithms with strong theoretical guarantees, there has been less focus on practical near-optimal finite-time performance. In this paper, we propose an …