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We provide the first algorithm for online bandit linear optimization whose regret after T rounds is of order sqrt{Td ln N} on any finite class X of N actions in d dimensions, and of order d*sqrt{T} (up to log factors) when X is infinite.…

Machine Learning · Computer Science 2012-02-15 Nicolò Cesa-Bianchi , Sham Kakade

Language model alignment (or, reinforcement learning) techniques that leverage active exploration -- deliberately encouraging the model to produce diverse, informative responses -- offer the promise of super-human capabilities. However,…

Machine Learning · Computer Science 2025-03-17 Dylan J. Foster , Zakaria Mhammedi , Dhruv Rohatgi

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Machine Learning · Computer Science 2026-05-12 Youngmin Oh , Jinje Park , Taejin Paik , Jaemin Park

We study stochastic linear optimization problem with bandit feedback. The set of arms take values in an $N$-dimensional space and belong to a bounded polyhedron described by finitely many linear inequalities. We provide a lower bound for…

Machine Learning · Computer Science 2015-09-29 Manjesh K. Hanawal , Amir Leshem , Venkatesh Saligrama

We provide an approach for the analysis of randomised exploration algorithms like Thompson sampling that does not rely on forced optimism or posterior inflation. With this, we demonstrate that in the $d$-dimensional linear bandit setting,…

Machine Learning · Computer Science 2025-02-14 Marc Abeille , David Janz , Ciara Pike-Burke

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

Machine Learning · Computer Science 2024-02-12 Yunbei Xu , Assaf Zeevi

Despite the great interest in the bandit problem, designing efficient algorithms for complex models remains challenging, as there is typically no analytical way to quantify uncertainty. In this paper, we propose Multiplier Bootstrap-based…

Machine Learning · Computer Science 2023-02-06 Runzhe Wan , Haoyu Wei , Branislav Kveton , Rui Song

The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem…

Machine Learning · Computer Science 2024-03-13 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

Machine Learning · Computer Science 2025-11-11 Bo Xue , Yuanyu Wan , Zhichao Lu , Qingfu Zhang

Multi-armed bandit problems provide a framework to identify the optimal intervention over a sequence of repeated experiments. Without additional assumptions, minimax optimal performance (measured by cumulative regret) is well-understood.…

Machine Learning · Statistics 2022-10-28 Blair Bilodeau , Linbo Wang , Daniel M. Roy

Volumetric maps are widely used in robotics due to their desirable properties in applications such as path planning, exploration, and manipulation. Constant advances in mapping technologies are needed to keep up with the improvements in…

Robotics · Computer Science 2023-06-05 Victor Reijgwart , Cesar Cadena , Roland Siegwart , Lionel Ott

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

Machine Learning · Computer Science 2024-05-07 Mengfan Xu , Diego Klabjan

We propose an algorithm for non-stationary kernel bandits that does not require prior knowledge of the degree of non-stationarity. The algorithm follows randomized strategies obtained by solving optimization problems that balance…

Machine Learning · Statistics 2023-02-21 Kihyuk Hong , Yuhang Li , Ambuj Tewari

Pure exploration in bandits formalises multiple real-world problems, such as tuning hyper-parameters or conducting user studies to test a set of items, where different safety, resource, and fairness constraints on the decision space…

Machine Learning · Computer Science 2026-02-05 Udvas Das , Debabrota Basu

Exploration is a fundamental problem in robotics. While sampling-based planners have shown high performance, they are oftentimes compute intensive and can exhibit high variance. To this end, we propose to directly learn the underlying…

Robotics · Computer Science 2022-07-15 Lukas Schmid , Chao Ni , Yuliang Zhong , Roland Siegwart , Olov Andersson

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

Machine Learning · Computer Science 2019-11-15 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

In the contextual linear bandit setting, algorithms built on the optimism principle fail to exploit the structure of the problem and have been shown to be asymptotically suboptimal. In this paper, we follow recent approaches of deriving…

Machine Learning · Computer Science 2020-11-23 Andrea Tirinzoni , Matteo Pirotta , Marcello Restelli , Alessandro Lazaric

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Machine Learning · Computer Science 2025-10-14 Francisco N. F. Q. Simoes , Itai Feigenbaum , Mehdi Dastani , Thijs van Ommen

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire