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.
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.
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…
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.
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. 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.
The study analyzes batched methods for early stopping in stochastic multi-armed bandits.
problem Early stopping in stochastic multi-armed bandits with fixed confidence.
method Instance-dependent lower bounds and a general batched algorithm with upper bounds.
result Upper and lower bounds on the number of batches and sample complexity.
Paper tackles good arm identification in stochastic bandits.
problem Identifying good arms with minimal samples.
method Proposes DGAI, a differentiable algorithm to improve sample complexity.
result DGAI outperforms baseline algorithms in synthetic and real-world datasets.
We consider the problem of minimizing the regret in stochastic multi-armed bandit, when the measure of goodness of an arm is not the mean return, but some general function of the mean and the variance.We characterize the conditions under which learning is possible and present examples for which no natural algorithm can…
New model for display advertising with stochastic and adversarial components.
problem Display advertising with stochastic and adversarial click-through-rates.
method Adversarial scaling model; two algorithms tested: action elimination and mirror descent.
result Two algorithms are robust to adversarial scaling.
New algorithm uses control variates to improve multi-armed bandit performance.
problem Stochastic multi-armed bandits with auxiliary reward information.
method Developed UCB-CV algorithm using control variates for mean estimation.
result UCB-CV algorithm provides tighter confidence bounds and smaller variance.
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.
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 …
The paper studies MAB problems with LDP to balance privacy and service quality.
problem Balancing privacy and service quality in multi-armed bandit systems.
method Investigates regret minimization for MAB with LDP guarantee, proving lower bounds and proposing matching upper bounds algorithms.
result Regret upper bounds match lower bounds up to constant factors for MAB algorithms with LDP guarantee.
Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a resource for a certain class of online experiments. We first explore the tradition…
New insights into balancing reward and fairness in stochastic MAB.
problem Balancing reward and fairness in stochastic multi-armed bandits.
method Formulated a penalization framework and proposed a hard-threshold UCB-like algorithm.
result Asymptotic fairness, nearly optimal regret, better reward-fairness tradeoff.
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.
New study on regret lower bounds for multi-agent multi-armed bandit problems.
problem Understanding the limits of performance in multi-agent multi-armed bandit problems.
method Comprehensive study on different settings, establishing tight lower bounds.
result First comprehensive study on regret lower bounds across various settings.
Improved FTRL algorithm for multi-armed bandits with various regularizers and multiple optimal arms.
problem Designing adaptive multi-armed bandit algorithms that perform optimally in both stochastic and adversarial settings.
method Follow-the-Regularized-Leader (FTRL) algorithm with a broad family of regularizers and a new learning rate schedule.
result Uniqueness of optimal arm assumption is unnecessary for FTRL with a broad family of regularizers.
New bandit model for e-commerce with ordered categories.
problem Optimizing customer experience in e-commerce with unknown preferences.
method Introducing three types of ordering between categories and proving lower bounds on cumulative regret.
result Proved that algorithms can fully leverage the structure of the model with theoretical guarantees.
New algorithm reduces memory-regret trade-off for bandits.
problem Optimizing memory usage in stochastic multi-armed bandits.
method Designing an algorithm with specific regret bound and proving lower bound.
result Optimal regret characterization in terms of memory and rounds.
We study the stochastic multi-armed bandit problem when one knows the value μ ( ⋆ ) μ^{(\star)} μ ( ⋆ ) of an optimal arm, as a well as a positive lower bound on the smallest positive gap Δ Δ Δ . We propose a new randomized policy that attains a regret {\em uniformly bounded over time} in this setting. We also prove several lower bound…
New algorithm tackles unknown utility network resource allocation.
problem Maximizing network utility with unknown agent utilities.
method Modeling as a bandit problem, proposing algorithms for resource allocation.
result Proposed algorithms are optimal when all agents have the same utility.
Study on information evolution in interactive decision making using multi-armed bandits.
problem Understanding information dynamics in interactive decision making.
method Stochastic multi-armed bandit problem, focusing on optimal arm with a fixed margin.
result Distinct growth phases in mutual information, showing decoupling between success probability and information gain.
New algorithm optimizes multi-armed bandit performance in stochastic and adversarial settings.
problem Optimizing multi-armed bandit performance in both stochastic and adversarial environments.
method Follow-the-regularized-leader method with adaptive learning rates.
result First BOBW algorithm with gap-variance-dependent regret bounds in adversarial settings.
Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new options that might give higher payoffs in the future. Although the study of band…
A new multi-armed bandit framework with credal sets for uncertain outcomes.
problem Optimizing decisions under uncertainty with unknown outcomes.
method Introduces a novel multi-armed bandit framework with credal sets and defines regret as lower prevision.
result Upper bounds on regret for certain hypothesis classes and lower bounds for special cases.
A new algorithm reduces regret in multi-player bandits without collision info.
problem Decentralized multi-player multi-armed bandits with no collision info.
method EC-SIC algorithm using optimal error correction coding for reward statistics.
result Regret approaches that of centralized with collision info.
A new framework for risk-aware multi-armed bandits tackles volatile environments.
problem Volatility in healthcare and finance makes naive reward maximization unreliable.
method Risk-aware strategies with adaptive risk measures and change-point detection.
result Finite-time theoretical guarantees and asymptotic regret bound of order i l d e O ( K T T ) ilde O(\sqrt{K_T T}) i l d e O ( K T T ) . INF-clip optimizes heavy-tailed MAB problems with improved performance.
problem Optimizing multi-armed bandit problems with heavy-tailed rewards.
method INF-clip algorithm for adversarial and stochastic heavy-tailed MAB settings.
result INF-clip is optimal for linear and non-linear heavy-tailed stochastic MAB problems.
New algorithm ensures replicable results in multi-armed bandits with minimal extra regret.
problem Ensuring consistent results in multi-armed bandit studies.
method Incorporates randomness into decision-making to ensure replicability while maintaining minimal extra regret.
result For large time horizons, proposed algorithm suffers only K 2 / ρ 2 K^2/ρ^2 K 2 / ρ 2 times smaller amount of exploration than existing algorithms. This paper analyzes the multi-armed bandit model using path-integral methods.
problem Understanding the stochastic dynamics and optimal strategies in multi-armed bandit problems.
method Path-integral analysis of statistical physics.
result Emergence of multimodal regret distribution with large regrets from exploitation of sub-optimal arms.
Adaptive MAB algorithms handle composite, anonymous feedback without reward interval knowledge.
problem Multi-armed bandit with composite and anonymous feedback, especially without reward interval size knowledge.
method Proposed adaptive algorithms for stochastic and adversarial cases, without reward interval knowledge.
result First algorithm for adversarial case handling non-oblivious adversary and unknown reward interval size.
New algorithms improve multi-task bandit performance by transferring reward samples.
problem Sequential multi-task bandit problems with adjacent similar tasks.
method Two UCB-based algorithms that transfer reward samples between tasks.
result Transfer of reward samples reduces overall regret compared to no transfer.
We consider the non-stochastic version of the (cooperative) multi-player multi-armed bandit problem. The model assumes no communication at all between the players, and furthermore when two (or more) players select the same action this results in a maximal loss. We prove the first T \sqrt{T} T -type regret guarantee for th…
Study shows how repetition affects learning in bandit settings, providing algorithms with sublinear regret.
problem Effect of persistence of engagement on learning in stochastic multi-armed bandit settings.
method Novel algorithms that achieve sublinear regret under temporal constraints.
result Additive effect of priming on regret upper bound, matching popular algorithms in absence of priming.
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 study the stochastic multi-armed bandits problem in the presence of adversarial corruption. We present a new algorithm for this problem whose regret is nearly optimal, substantially improving upon previous work. Our algorithm is agnostic to the level of adversarial contamination and can tolerate a significant amount…
New strategy achieves optimal regret without communication or collisions in multi-player bandit.
problem Cooperative multi-player stochastic multi-armed bandit with shared randomness.
method Combination of combinatorial approach to generalize geometric intuition.
result Achieves near-optimal regret i l d e O ( T ) ilde{O}(\sqrt{T}) i l d e O ( T ) for any number of players and arms without collisions. Study on individual regret in cooperative MAB with agents communicating over a graph.
problem Individual regret in cooperative stochastic multi-armed bandits with communication constraints.
method Analyzed COOP-SE algorithm, derived individual regret bounds under various communication constraints.
result First to show an individual regret bound in cooperative stochastic MAB independent of graph diameter.
We investigate the optimality of perturbation based algorithms in the stochastic and adversarial multi-armed bandit problems. For the stochastic case, we provide a unified regret analysis for both sub-Weibull and bounded perturbations when rewards are sub-Gaussian. Our bounds are instance optimal for sub-Weibull pertur…
Algorithm optimizes a single attribute in multi-armed bandits with constraints.
problem Optimizing a single attribute under multiple constraints in multi-armed bandits.
method Successive Rejects framework, information theoretic lower bound.
result Upper bound on probability of error decays exponentially with budget, nearly optimal in certain cases.
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.
FP-UCB algorithm achieves bounded regret for finitely parameterized multi-armed bandits.
problem Finitely parameterized multi-armed bandits with unknown but known parameter set.
method FP-UCB algorithm using structural information about the parameter set.
result FP-UCB achieves bounded regret under structural condition, logarithmic otherwise.
Paper develops robust estimators and strategies for stochastic MABs with heavy-tailed rewards.
problem Stochastic multi-armed bandits with heavy-tailed rewards.
method Proposes a novel robust estimator and perturbation-based exploration strategy.
result Develops upper and lower regret bounds for various perturbations.
Maximin UCB algorithm optimizes energy harvesting for sensor networks.
problem Optimizing energy harvesting for sensor nodes in varying environments.
method Modeling as Maximin Multi-Armed Bandits and proposing Maximin UCB algorithm.
result Maximin UCB algorithm achieves performance guarantees similar to UCB1.