Related papers: Maximin Action Identification: A New Bandit Framew…

We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based…

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

We introduce the Best Group Identification problem in a multi-objective multi-armed bandit setting, where an agent interacts with groups of arms with vector-valued rewards. The performance of a group is determined by an efficiency vector…

We study the problem of selecting a subset from a large action space shared by a family of bandits. In many natural situations, while the nominal set of actions is large, actions are highly correlated: many yield similar rewards across…

We give a complete characterization of the complexity of best-arm identification in one-parameter bandit problems. We prove a new, tight lower bound on the sample complexity. We propose the `Track-and-Stop' strategy, which we prove to be…

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…

We consider the question introduced by \cite{Mason2020} of identifying all the $\varepsilon$-optimal arms in a finite stochastic multi-armed bandit with Gaussian rewards. We give two lower bounds on the sample complexity of any algorithm…

Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…

In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…

This paper studies the Best-of-K Bandit game: At each time the player chooses a subset S among all N-choose-K possible options and observes reward max(X(i) : i in S) where X is a random vector drawn from a joint distribution. The objective…

We consider the fixed-confidence best arm identification (FC-BAI) problem in the Bayesian setting. This problem aims to find the arm of the largest mean with a fixed confidence level when the bandit model has been sampled from the known…

We study multi-task representation learning for the problem of pure exploration in bilinear bandits. In bilinear bandits, an action takes the form of a pair of arms from two different entity types and the reward is a bilinear function of…

We present a new algorithm based on an gradient ascent for a general Active Exploration bandit problem in the fixed confidence setting. This problem encompasses several well studied problems such that the Best Arm Identification or…

Search algorithms for the bandit problems are applicable in materials discovery. However, the objectives of the conventional bandit problem are different from those of materials discovery. The conventional bandit problem aims to maximize…

This paper addresses the problem of optimal control using search trees. We start by considering multi-armed bandit problems with continuous action spaces and propose LD-HOO, a limited depth variant of the hierarchical optimistic…

We tackle the problem of learning equilibria in simulation-based games. In such games, the players' utility functions cannot be described analytically, as they are given through a black-box simulator that can be queried to obtain noisy…

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…