Related papers: A Multi-Armed Bandit to Smartly Select a Training …
Thompson Sampling (TS) and its variants are powerful Multi-Armed Bandit algorithms used to balance exploration and exploitation strategies in active learning. Yet, their probabilistic nature often turns them into a "black box", hindering…
Efficient exploration in bandits is a fundamental online learning problem. We propose a variant of Thompson sampling that learns to explore better as it interacts with bandit instances drawn from an unknown prior. The algorithm meta-learns…
Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…
Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…
Thompson sampling, a Bayesian method for balancing exploration and exploitation in bandit problems, has theoretical guarantees and exhibits strong empirical performance in many domains. Traditional Thompson sampling, however, assumes…
Recommendation systems are a key modern application of machine learning, but they have the downside that they often draw upon sensitive user information in making their predictions. We show how to address this deficiency by basing a…
Recognizing implicit visual and textual patterns is essential in many real-world applications of modern AI. However, tackling long-tail pattern recognition tasks remains challenging for current pre-trained foundation models such as LLMs and…
We consider the stochastic multi-armed bandit problem and the contextual bandit problem with historical observations and pre-clustered arms. The historical observations can contain any number of instances for each arm, and the…
Large annotated datasets are crucial for the success of deep neural networks, but labeling data can be prohibitively expensive in domains such as medical imaging. This work tackles the subset selection problem: selecting a small set of the…
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…
Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB…
Thompson sampling has proven effective across a wide range of stationary bandit environments. However, as we demonstrate in this paper, it can perform poorly when applied to non-stationary environments. We attribute such failures to the…
This paper investigates the grant-free random access with massive IoT devices. By embedding the data symbols in the signature sequences, joint device activity detection and data decoding can be achieved, which, however, significantly…
Thompson sampling has become a ubiquitous approach to online decision problems with bandit feedback. The key algorithmic task for Thompson sampling is drawing a sample from the posterior of the optimal action. We propose an alternative arm…
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.…
Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better…
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…
In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…
A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…
Thompson sampling is one of the earliest randomized algorithms for multi-armed bandits (MAB). In this paper, we extend the Thompson sampling to Budgeted MAB, where there is random cost for pulling an arm and the total cost is constrained by…