Related papers: PAC-Bayesian Analysis of the Exploration-Exploitat…
We apply the PAC-Bayes theory to the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-bounds) and explicit trade-off…
Exploration-exploitation is a powerful and practical tool in multi-agent learning (MAL), however, its effects are far from understood. To make progress in this direction, we study a smooth analogue of Q-learning. We start by showing that…
We address the brittleness of Bayesian experimental design under model misspecification by formulating the problem as a max--min game between the experimenter and an adversarial nature subject to information-theoretic constraints. We…
We introduce exploration potential, a quantity that measures how much a reinforcement learning agent has explored its environment class. In contrast to information gain, exploration potential takes the problem's reward structure into…
We study the problem of matrix completion in this paper. A spectral scaled Student prior is exploited to favour the underlying low-rank structure of the data matrix. We provide a thorough theoretical investigation for our approach through…
Modern recommendation systems rely on exploration to learn user preferences for new items, typically implementing uniform exploration policies (e.g., epsilon-greedy) due to their simplicity and compatibility with machine learning (ML)…
Agents of any metaheuristic algorithms are moving in two modes, namely exploration and exploitation. Obtaining robust results in any algorithm is strongly dependent on how to balance between these two modes. Whale optimization algorithm as…
We identify a distinct motive for search, termed catalytic exploration, where agents rationally explore alternatives they expect to reject to resolve uncertainty about the status quo. By decomposing option value into switching and catalytic…
Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…
While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. In this paper, we first derive upper bounds for the utility of selecting different…
Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a…
We give a novel, unified derivation of conditional PAC-Bayesian and mutual information (MI) generalization bounds. We derive conditional MI bounds as an instance, with special choice of prior, of conditional MAC-Bayesian (Mean Approximately…
We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian…
We are often interested in identifying the feasible subset of a decision space under multiple constraints to permit effective design exploration. If determining feasibility required computationally expensive simulations, the cost of…
Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…
We formulate weighted graph clustering as a prediction problem: given a subset of edge weights we analyze the ability of graph clustering to predict the remaining edge weights. This formulation enables practical and theoretical comparison…
We consider a variant of the standard Bayesian mechanism, where players evaluate their outcomes and constraints in an ex-ante manner. Such a model captures a major form of modern online advertising where an advertiser is concerned with…
We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…
Human cooperation depends on how accurately we infer others' motives--how much they value fairness, generosity, or self-interest from the choices they make. We model that process in binary dictator games, which isolate moral trade-offs…
Ensuring fairness in data driven decision making has become a central concern across domains such as marketing, lending, and healthcare, but fairness constraints often come at the cost of utility. We propose a statistical hypothesis testing…