Related papers: PAC-Bayesian Analysis of the Exploration-Exploitat…

We present a novel approach to help decision-makers efficiently identify preferred solutions from the Pareto set of a multi-objective optimization problem. Our method uses a Bayesian model to estimate the decision-maker's utility function…

We study sequential multi-issue trading between two greedily rational agents who exchange resources from a finite set of categories. Each agent's utility depends on its allocation, but the offering agent does not know the responding agent's…

While PAC-Bayes is now an established learning framework for light-tailed losses (\emph{e.g.}, subgaussian or subexponential), its extension to the case of heavy-tailed losses remains largely uncharted and has attracted a growing interest…

Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Bayesian approaches provide a principled solution to the exploration-exploitation trade-off in Reinforcement Learning. Typical approaches, however, either assume a fully observable environment or scale poorly. This work introduces the…

Known as two cornerstones of problem solving by search, exploitation and exploration are extensively discussed for implementation and application of evolutionary algorithms (EAs). However, only a few researches focus on evaluation and…

This paper introduces a probabilistic framework to estimate parameters of an acquisition function given observed human behavior that can be modeled as a collection of sample paths from a Bayesian optimization procedure. The methodology…

The Exploration-Exploitation tradeoff arises in Reinforcement Learning when one cannot tell if a policy is optimal. Then, there is a constant need to explore new actions instead of exploiting past experience. In practice, it is common to…

In this work, we address the challenge of data-efficient exploration in reinforcement learning by examining existing principled, information-theoretic approaches to intrinsic motivation. Specifically, we focus on a class of exploration…

We present a probabilistic model for stochastic iterative algorithms with the use case of optimization algorithms in mind. Based on this model, we present PAC-Bayesian generalization bounds for functions that are defined on the trajectory…

How do people navigate the exploration-exploitation (EE) trade-off when making repeated choices with unknown rewards? We study this question through the lens of multi-armed bandit problems and introduce a novel behavioral model, Quantal…

Cultures around the world show varying levels of conservatism. While maintaining traditional ideas prevents wrong ones from being embraced, it also slows or prevents adaptation to new times. Without exploration there can be no improvement,…

We present a new concentration of measure inequality for sums of independent bounded random variables, which we name a split-kl inequality. The inequality is particularly well-suited for ternary random variables, which naturally show up in…

We study an exploration method for model-free RL that generalizes the counter-based exploration bonus methods and takes into account long term exploratory value of actions rather than a single step look-ahead. We propose a model-free RL…

When I first encountered PAC-Bayesian concentration inequalities they seemed to me to be rather disconnected from good old-fashioned results like Hoeffding's and Bernstein's inequalities. But, at least for one flavour of the PAC-Bayesian…

The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function…

Biological agents have meaningful interactions with their environment despite the absence of immediate reward signals. In such instances, the agent can learn preferred modes of behaviour that lead to predictable states -- necessary for…

Searching experiments conducted in different virtual environments over a gender balanced group of people revealed a gender irrelevant scale-free spread of searching activity on large spatiotemporal scales. We have suggested and solved…

We study a minimal model for the growth of a phenotypically heterogeneous population of cells subject to a fluctuating environment in which they can replicate (by exploiting available resources) and modify their phenotype within a given…