Related papers: Bandit-Based Random Mutation Hill-Climbing
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
Kinodynamic motion planners allow robots to perform complex manipulation tasks under dynamics constraints or with black-box models. However, they struggle to find high-quality solutions, especially when a steering function is unavailable.…
Determining the appropriate batch size for mini-batch gradient descent is always time consuming as it often relies on grid search. This paper considers a resizable mini-batch gradient descent (RMGD) algorithm based on a multi-armed bandit…
The RKHS bandit problem (also called kernelized multi-armed bandit problem) is an online optimization problem of non-linear functions with noisy feedback. Although the problem has been extensively studied, there are unsatisfactory results…
Prompting has emerged as the dominant paradigm for adapting large, pre-trained transformer-based models to downstream tasks. The Prompting Decision Transformer (PDT) enables large-scale, multi-task offline Reinforcement Learning (RL)…
Classical collaborative filtering, and content-based filtering methods try to learn a static recommendation model given training data. These approaches are far from ideal in highly dynamic recommendation domains such as news recommendation…
Neighborhood finders and nearest neighbor queries are fundamental parts of sampling based motion planning algorithms. Using different distance metrics or otherwise changing the definition of a neighborhood produces different algorithms with…
Elimination algorithms for bandit identification, which prune the plausible correct answers sequentially until only one remains, are computationally convenient since they reduce the problem size over time. However, existing elimination…
Reinforcement learning has recently gained traction as a means to improve combinatorial optimization methods, yet its effectiveness within local search metaheuristics specifically remains comparatively underexamined. In this study, we…
We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…
This study explores various data-driven methods for performing background-model selection, and for assigning uncertainty on the signal-strength estimator that arises due to the choice of background model. The performance of these methods is…
Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…
We propose $\tt RandUCB$, a bandit strategy that builds on theoretically derived confidence intervals similar to upper confidence bound (UCB) algorithms, but akin to Thompson sampling (TS), it uses randomization to trade off exploration and…
This work formulates model selection as an infinite-armed bandit problem, namely, a problem in which a decision maker iteratively selects one of an infinite number of fixed choices (i.e., arms) when the properties of each choice are only…
We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…
Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…
An algorithm (bliss) is proposed to speed up the construction of slow adaptive walks. Slow adaptive walks are adaptive walks biased towards closer points or smaller move steps. They were previously introduced to explore a search space, e.g.…
In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…
In this paper we combine the k-means and/or k-means type algorithms with a hill climbing algorithm in stages to solve the joint stratification and sample allocation problem. This is a combinatorial optimisation problem in which we search…
Reward-biased maximum likelihood estimation (RBMLE) is a classic principle in the adaptive control literature for tackling explore-exploit trade-offs. This paper studies the stochastic contextual bandit problem with general bounded reward…