Related papers: Disagreement-Based Combinatorial Pure Exploration:…
We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…
We propose a novel technique for analyzing adaptive sampling called the {\em Simulator}. Our approach differs from the existing methods by considering not how much information could be gathered by any fixed sampling strategy, but how…
In this paper, we introduce the constrained best mixed arm identification (CBMAI) problem with a fixed budget. This is a pure exploration problem in a stochastic finite armed bandit model. Each arm is associated with a reward and multiple…
In this paper, we address the problem of identifying the Pareto Set under feasibility constraints in a multivariate bandit setting. Specifically, given a $K$-armed bandit with unknown means $\mu_1, \dots, \mu_K \in \mathbb{R}^d$, the goal…
We propose the first fully-adaptive algorithm for pure exploration in linear bandits---the task to find the arm with the largest expected reward, which depends on an unknown parameter linearly. While existing methods partially or entirely…
We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…
We propose a novel combinatorial stochastic-greedy bandit (SGB) algorithm for combinatorial multi-armed bandit problems when no extra information other than the joint reward of the selected set of $n$ arms at each time step $t\in [T]$ is…
We study the real-valued combinatorial pure exploration problem in the stochastic multi-armed bandit (R-CPE-MAB). We study the case where the size of the action set is polynomial with respect to the number of arms. In such a case, the…
We consider a kernelized bandit problem with a compact arm set ${X} \subset \mathbb{R}^d $ and a fixed but unknown reward function $f^*$ with a finite norm in some Reproducing Kernel Hilbert Space (RKHS). We propose a class of…
We study a multi-objective pure exploration problem in a multi-armed bandit model. Each arm is associated to an unknown multi-variate distribution and the goal is to identify the distributions whose mean is not uniformly worse than that of…
We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…
We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…
Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…
We consider the problem of Combinatorial Pure Exploration (CPE), which deals with finding a combinatorial set or arms with a high reward, when the rewards of individual arms are unknown in advance and must be estimated using arm pulls.…
Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…
Pure exploration (aka active testing) is the fundamental task of sequentially gathering information to answer a query about a stochastic environment. Good algorithms make few mistakes and take few samples. Lower bounds (for multi-armed…
Combinatorial Multi-Armed Bandit with fairness constraints is a framework where multiple arms form a super arm and can be pulled in each round under uncertainty to maximize cumulative rewards while ensuring the minimum average reward…
Given a vector of probability distributions, or arms, each of which can be sampled independently, we consider the problem of identifying the partition to which this vector belongs from a finitely partitioned universe of such vector of…
Many real-world problems like Social Influence Maximization face the dilemma of choosing the best $K$ out of $N$ options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses $K$ out of $N$ arms at each…
In this paper, we formulate a Collaborative Pure Exploration in Kernel Bandit problem (CoPE-KB), which provides a novel model for multi-agent multi-task decision making under limited communication and general reward functions, and is…