We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises two interleaved distributed processes: (i) running consensus algorithms for estim…
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48 results for “multiarmed bandit”
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.
We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on the performance of the upper credible limit (UCL) algorithm and a new correlated U…
We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence Bound# (SW-UCB#). We rigorously analyze these algorithms in abruptly-changing a…
We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward distributions beforehand. We capture this goal by defining a multidimensional for…
We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two novel algorithms, namely, Round-Robin Sliding-Window Upper Confidence Bound\# (RR-…
Improved regret bounds for Tsallis-INF in adversarial bandits and corruptions.
problem Adversarial bandits and corruptions in multiarmed bandit problems.
method Improved regret bounds for Tsallis-INF algorithm.
result Achieves $\mathcal{O}\left(\left(\sum_{i
eq i^*} \frac{1}{Δ_i}
ight)\log_+\left(\frac{(K-1)T}{\left(\sum_{i
eq i^*} \frac{1}{Δ_i}
ight)^2}
ight)+\sqrt{C\left(\sum_{i
eq i^*}\frac{1}{Δ_i}
ight)\log_+\left(\frac{(K-1)T}{C\sum_{i
eq i^*}\frac{1}{Δ_i}}
ight)}
ight)$ regret bound.
New algorithm uses Whittle index to improve Q-learning for restless bandits.
problem Optimizing decision-making in multiarmed restless bandits with average reward.
method Introduces a novel reinforcement learning algorithm combining Q-learning and Whittle index policy.
result Demonstrates significant computational gains and excellent empirical performance.
We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent random variables. The first is based on a new lemma that enables to bound expectations of convex functions of certain dependent random variables by expectations of the same functions of independent Bernoulli random variables. This …
We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a time horizon from to and eliminates an additive factor of o…
UCB algorithm provides stable sample means for sequential data.
problem Challenges in inferential tasks with sequential data.
method Stability property of UCB algorithm for multiarmed bandit problems.
result UCB algorithm ensures asymptotically normal sample means.
Improved algorithm for bandits with delayed feedback, combining adversarial and stochastic performance.
problem Adversarial and stochastic multiarmed bandits with delayed feedback.
method Modified Zimmert and Seldin's algorithm with near-optimal regret guarantees.
result Near-optimal regret guarantees in both adversarial and stochastic settings.
We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model, players can pick among many arms, and each play of an arm generates an i.i.d. rewar…
This paper extends the MAB problem to consider risk-reward tradeoffs.
problem Maximizing reward while accounting for risk in multi-armed bandit problems.
method Introduced the Risk Aware Lower Confidence Bound (RALCB) algorithm to solve the mean-variance MAB problem.
result The RALCB algorithm performs better than the algorithm in Sani et al. (2012) in both independent and dependent scenarios.
In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study multiarmed bandit (MAB) problems with positive externalities. We show that the self…
We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the regret bound conjectured by Cesa-Bianchi et al. [2019] in the case of variable, but bounded delays. Here, is the number of actio…
Develops new methods for risk-aware decision-making in medical bandits.
problem Risk-averse decision-making in medical contexts with limited data.
method Safe, anytime-valid concentration bounds, risk-aware contextual bandits, nonparametric algorithms.
result Improved decision-making algorithms for postoperative patient follow-up.
Algorithm for bandits with switching costs achieves optimal regret bounds.
problem Optimal regret bounds for stochastic and adversarial bandits with switching costs.
method Adaptation of Tsallis-INF algorithm with no prior knowledge of regime or time horizon.
result Achieves minimax optimal regret bounds in various settings.
Paper introduces a new analysis framework for stochastic linear bandits.
problem Optimizing decision-making in online experiments with noisy rewards.
method Develops a general analysis framework and algorithms for stochastic linear bandits.
result Introduces new algorithms like SG that improve performance and provide new regret bounds.
New algorithms improve estimation of treatment effects.
problem Estimating Average Treatment Effect (ATE) in adaptive settings.
method Optimistic algorithms for adaptive estimation using AIPW estimator.
result Significant theoretical and empirical gains over prior methods.
We consider effort allocation in crowdsourcing, where we wish to assign labeling tasks to imperfect homogeneous crowd workers to maximize overall accuracy in a continuous-time Bayesian setting, subject to budget and time constraints. The Bayes-optimal policy for this problem is the solution to a partially observable Ma…
Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agentsecon.TH
Study examines how traders with asymmetric information and adaptive learning strategies affect market efficiency.
problem Effect of traders' strategic behavior on market efficiency and informational asymmetry.
method Examines a market with boundedly rational, asymmetrically informed traders using multiarmed bandit algorithms.
result Strategically acting traders can lead to more efficient markets than purely competitive ones under certain conditions.
New algorithms tackle RKHS bandits with reduced complexity and improved performance.
problem Adversarial and stochastic RKHS bandit problems with high computational complexity.
method Combining approximation theory with misspecified linear bandit methods.
result First general algorithm for adversarial RKHS bandit problem.
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.
Paper tackles LDP bandits learning with improved results and sub-linear regret.
problem Contextual bandits learning with LDP privacy constraints.
method Simple black-box reduction frameworks for context-free bandits, extended to GLB.
result First result for BCO with multi-point feedback under LDP, sub-linear regret for GLB.
Paper solves stochastic contextual linear bandits using linear bandit algorithms.
problem Stochastic contextual linear bandits with unknown context distribution.
method Establishes a reduction framework to convert to linear bandit problems.
result Achieves nearly optimal regret bound of .
Graph-Triggered Bandits unify rested and restless bandits with graph-defined arm interactions.
problem Modeling sequential decision-making problems with evolving arm rewards.
method Graph-Triggered Bandits (GTBs) framework that generalizes rested and restless bandits using a graph.
result Rested and restless bandits are special cases of GTBs for suitable graphs.
New definition resolves ambiguity in non-stationary bandit classification.
problem Ambiguity in classifying non-stationary bandits using existing definitions.
method Introducing a formal definition that resolves ambiguity and provides a unified approach.
result Unified approach applicable to both Bayesian and frequentist formulations, resolves classification issues.
Unified approach for non-stationary and clustered bandits.
problem Solving non-stationary and clustered bandits with overlapping solutions.
method Test of homogeneity for seamless integration of non-stationary and clustered bandits.
result Unified solution framework for change detection and cluster identification.
Syndicated Bandits: A Framework for Auto Tuning Hyper-parameters in Contextual Bandit Algorithmsstat.ML
A framework for auto-tuning hyper-parameters in contextual bandit algorithms.
problem Auto-tuning hyper-parameters in real-time for contextual bandit algorithms.
method Proposes a Syndicated Bandits framework to learn multiple hyper-parameters dynamically.
result Achieves optimal regret bounds under certain scenarios and handles multiple contextual bandit algorithms.
Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning algorithms may hijack their behavior, causing catastrophic loss in real-world appli…
New algorithm learns optimal exploration parameters for contextual bandits.
problem Learning optimal exploration in contextual bandits.
method Proposes two algorithms that learn optimal exploration parameters online based on context and reward.
result Demonstrates improved performance in learning optimal exploration compared to traditional methods.
Investigates sequential problems on graph structures and large action spaces.
problem Sequential decision-making on graph structures and large action spaces.
method Spectral bandits, side observations, influence maximization, kernel bandits, polymatroid bandits, function optimization, infinitely many-arms bandits.
result Contributions to graph and structured bandits.
Study on indexability of restless multi-armed bandits and rollout policy performance.
problem Maximizing discounted rewards in finite state restless multi-armed bandit problems.
method Decouple the problem into single-armed restless bandits, analyze using value iteration, and compare with Whittle index policy.
result Demonstrates conditions for indexability and compares performance of index policy and rollout policy.
Optimal algorithm for identifying best arm in stochastic linear bandits with fixed confidence.
problem Identifying the best arm in stochastic linear bandits with fixed confidence.
method Extending an algorithm designed for Best Arm Identification to the -Thresholding Bandit Problem (TBP).
result Asymptotically optimal algorithm for TBP.
A meta-UCB method combines stochastic bandit algorithms.
problem Combining multiple stochastic bandit algorithms efficiently.
method Meta-UCB procedure solving an N-armed bandit problem.
result Final regret depends only on the best base algorithm's regret.
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.
A new framework for structured bandits using influence diagrams and variational Thompson sampling.
problem Complex statistical dependencies in structured bandit problems.
method Influence diagram framework, variational Thompson sampling, tracking structured posterior distribution.
result Empirically evaluated algorithms perform as well as or better than existing baselines.
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.
First robust bandit algorithm for contextual bandits with sub-linear regret.
problem Vulnerability of linear contextual bandit algorithms to adversarial attacks.
method Proposes a robust bandit algorithm for stochastic linear contextual bandits under fully adaptive and omniscient attacks.
result Sub-linear regret under various attacks without requiring attack information.
Unified framework for high-dimensional bandit problems with low-dimensional structures.
problem Stochastic high-dimensional bandit problems with low-dimensional structures.
method Proposed a simple unified algorithm and a general analysis framework for the regret upper bound.
result Unified algorithm achieves comparable regret bounds in various high-dimensional bandit problems.
Survey and compare PAC-Bayes bounds for bandit problems.
problem Designing and evaluating bandit algorithms with strong performance guarantees.
method PAC-Bayes bounds applied to bandit problems.
result PAC-Bayes bounds useful for offline bandit algorithms, but loose for online algorithms.
New algorithms reduce regret for convex bandits with small comparator norms.
problem Optimizing in bandit convex optimization with varying comparator norms.
method Developed algorithms using techniques from full-information setting and new gradient estimators.
result Regret bounds are small when comparator norm is small.
Paper tackles domain adaptation for contextual bandits with sub-linear regret.
problem Adapting contextual bandit algorithms across domains with distribution shift.
method Learn a bandit model for the target domain using feedback from the source domain.
result Sub-linear regret bound maintained across domains.
Hierarchical Causal Banditstat.ML
New model tackles causal bandits with dependent variables.
problem Understanding reward-maximizing interventions in causal networks with dependent variables.
method Introduces hierarchical causal bandit model with a contextual variable capturing interactions among variables.
result Derives nearly matching regret bounds for binary context in causal bandits with dependent arms.
We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward. Since each interaction provides feedback about more than one arm, the sample comp…
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.
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.