Demirel, İlker2022-06-102022-06-102022-062022-062022-06-09http://hdl.handle.net/11693/80674Cataloged from PDF version of article.Thesis (Master's): Bilkent University, Department of Electrical and Electronics Engineering, İhsan Doğramacı Bilkent University, 2022.Includes bibliographical references (leaves 84-99).Multi-armed bandits (MAB) is a well-established sequential decision-making framework. While the simplest MAB framework is useful in modeling a wide range of real-world applications ranging from adaptive clinical trial design to financial portfolio management, it requires further extensions for other problems. We propose three novel MAB algorithms that are useful in optimizing bolus-insulin dose recommendation in type-1 diabetes, best channel identification in cognitive radio networks, and online recommender systems. First, we introduce and study the “safe leveling” problem, where the learner's objective is to keep the arm outcomes close to a target level rather than maximize them. We propose a novel algorithm, ESCADA, with cumulative regret and safety guarantees. We demonstrate its effectiveness against the straightforward adaptations of standard MAB algorithms to the “leveling task”. Next, we study the “federated multi-armed bandit” (FMAB) problem, where a cohort of clients play the same MAB game to learn the globally best arm. We consider adversarial “Byzantine” clients disturbing the learning process with false model updates and propose a robust algorithm, Fed-MoM-UCB. We provide theoretical guarantees on Fed-MoM-UCB while identifying the certain performance sacrifices that robustness requires. Finally, we study the “combinatorial multi-armed bandits with probabilistically triggered arms” (CMAB-PTA), where the learner chooses a set of arms at each round that may trigger other arms. CMAB-PTA is useful in modeling various problems such as influence maximization on graphs and online recommendation systems. We propose a Gaussian process-based algorithm, ComGP-UCB. We provide upper bounds on its regret and demonstrate its effectiveness against the state-of-the-art baselines when arm outcomes are correlated.xiii, 115 leaves : charts ; 30 cm.Englishinfo:eu-repo/semantics/openAccessMulti-armed banditsFederated learningMachine learningCommunication networksHealthcareThesisB161020