[BOOK][B] Bandit algorithms

T Lattimore, C Szepesvári - 2020 - books.google.com
Decision-making in the face of uncertainty is a significant challenge in machine learning,
and the multi-armed bandit model is a commonly used framework to address it. This …

Regret analysis of stochastic and nonstochastic multi-armed bandit problems

S Bubeck, N Cesa-Bianchi - Foundations and Trends® in …, 2012 - nowpublishers.com
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 …

Introduction to multi-armed bandits

A Slivkins - Foundations and Trends® in Machine Learning, 2019 - nowpublishers.com
Multi-armed bandits a simple but very powerful framework for algorithms that make
decisions over time under uncertainty. An enormous body of work has accumulated over the …

Competitive caching with machine learned advice

T Lykouris, S Vassilvitskii - Journal of the ACM (JACM), 2021 - dl.acm.org
Traditional online algorithms encapsulate decision making under uncertainty, and give ways
to hedge against all possible future events, while guaranteeing a nearly optimal solution, as …

Improving online algorithms via ML predictions

M Purohit, Z Svitkina, R Kumar - Advances in Neural …, 2018 - proceedings.neurips.cc
In this work we study the problem of using machine-learned predictions to improve
performance of online algorithms. We consider two classical problems, ski rental and non …

A survey of learning in multiagent environments: Dealing with non-stationarity

P Hernandez-Leal, M Kaisers, T Baarslag… - arxiv preprint arxiv …, 2017 - arxiv.org
The key challenge in multiagent learning is learning a best response to the behaviour of
other agents, which may be non-stationary: if the other agents adapt their strategy as well …

Online scheduling via learned weights

S Lattanzi, T Lavastida, B Moseley… - Proceedings of the …, 2020 - SIAM
Online algorithms are a hallmark of worst case optimization under uncertainty. On the other
hand, in practice, the input is often far from worst case, and has some predictable …

Stochastic bandits robust to adversarial corruptions

T Lykouris, V Mirrokni, R Paes Leme - … of the 50th Annual ACM SIGACT …, 2018 - dl.acm.org
We introduce a new model of stochastic bandits with adversarial corruptions which aims to
capture settings where most of the input follows a stochastic pattern but some fraction of it …

Better algorithms for stochastic bandits with adversarial corruptions

A Gupta, T Koren, K Talwar - Conference on Learning …, 2019 - proceedings.mlr.press
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 …

Nearly optimal algorithms for linear contextual bandits with adversarial corruptions

J He, D Zhou, T Zhang, Q Gu - Advances in neural …, 2022 - proceedings.neurips.cc
We study the linear contextual bandit problem in the presence of adversarial corruption,
where the reward at each round is corrupted by an adversary, and the corruption level (ie …