Subhojyoti Mukherjee
Multi-Armed Bandits and its various applications in real-life scenarios
My research interests span the areas of Machine Learning, Reinforcement Learning, Online Optimization, and Recommender Systems. I work in the area of stochastic and non-stochastic Multi-armed Bandits (MAB). MABs find natural application in a lot of real-world scenarios where interactive learning is present between users and system. In recent years, MABs have been increasingly gaining attention in a number of inter-disciplinary areas such as online education, online medical/health recommendation, online advertising, worker productivity management, and several other interesting industrial applications. I focus on theoretical guarantees of MAB policies so that better policies with safer outcomes can be guaranteed with high probability.