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Sampling from Gaussian Markov random fields (GMRFs), that is multivariate Gaussian ran- dom vectors that are parameterised by the inverse of their covariance matrix, is a fundamental problem in computational statistics. In this paper, we…
Contextual bandit algorithms are commonly used in recommender systems, where content popularity can change rapidly. These algorithms continuously learn latent mappings between users and items, based on contexts associated with them both.…
The neighborhood scope (i.e., number of hops) where graph neural networks (GNNs) aggregate information to characterize a node's statistical property is critical to GNNs' performance. Two-stage approaches, training and validating GNNs for…
Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…
Thompson sampling for multi-armed bandit problems is known to enjoy favorable performance in both theory and practice. However, it suffers from a significant limitation computationally, arising from the need for samples from posterior…
We study the application of graph random features (GRFs) - a recently introduced stochastic estimator of graph node kernels - to scalable Gaussian processes on discrete input spaces. We prove that (under mild assumptions) Bayesian inference…
Existing Graph Neural Networks (GNNs) follow the message-passing mechanism that conducts information interaction among nodes iteratively. While considerable progress has been made, such node interaction paradigms still have the following…
The influence maximization problem is trying to identify a set of K nodes by which the spread of influence, diseases, or information is maximized. The optimization of influence by finding such a set is an NP-hard problem and a key issue in…
Gaussian boson sampling (GBS) is not only a feasible protocol for demonstrating quantum computational advantage, but also mathematically associated with certain graph-related and quantum chemistry problems. In particular, it is proposed…
Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…
Real-world networks such as social and communication networks are too large to be observed entirely. Such networks are often partially observed such that network size, network topology, and nodes of the original network are unknown. In this…
Contextual bandits (CB) are online sequential decision-making problems under partial feedback that underpin many adaptive services. There is a growing demand to deploy CB agents directly on-device, under strict constraints on memory,…
We investigate a Bayesian $k$-armed bandit problem in the \emph{many-armed} regime, where $k \geq \sqrt{T}$ and $T$ represents the time horizon. Initially, and aligned with recent literature on many-armed bandit problems, we observe that…
We study the generalized linear bandit (GLB) problem, a contextual multi-armed bandit framework that extends the classical linear model by incorporating a non-linear link function, thereby modeling a broad class of reward distributions such…
Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…
We study, to the best of our knowledge, the first Bayesian algorithm for unimodal Multi-Armed Bandit (MAB) problems with graph structure. In this setting, each arm corresponds to a node of a graph and each edge provides a relationship,…
The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…
Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…
The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…
Gibbs sampling is the de facto Markov chain Monte Carlo method used for inference and learning on large scale graphical models. For complicated factor graphs with lots of factors, the performance of Gibbs sampling can be limited by the…