Related papers: Scenario Approach for Robust Blackbox Optimization…

A typical scenario-based evaluation framework seeks to characterize a black-box system's safety performance (e.g., failure rate) through repeatedly sampling initialization configurations (scenario sampling) and executing a certain test…

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Multi-armed bandit models have proven to be useful in modeling many real world problems in the areas of control and sequential decision making with partial information. However, in many scenarios, such as those prevalent in healthcare and…

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…

In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g.,…

Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

We consider the problem of finitely parameterized multi-armed bandits where the model of the underlying stochastic environment can be characterized based on a common unknown parameter. The true parameter is unknown to the learning agent.…

In many scientific and engineering applications, we are tasked with the maximisation of an expensive to evaluate black box function $f$. Traditional settings for this problem assume just the availability of this single function. However, in…

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…

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…

Bayesian optimization is a framework for global search via maximum a posteriori updates rather than simulated annealing, and has gained prominence for decision-making under uncertainty. In this work, we cast Bayesian optimization as a…

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement…

In this paper, we make the key delineation on the roles of resolution and statistical uncertainty in hierarchical bandits-based black-box optimization algorithms, guiding a more general analysis and a more efficient algorithm design. We…

I introduce and analyse an anytime version of the Optimally Confident UCB (OCUCB) algorithm designed for minimising the cumulative regret in finite-armed stochastic bandits with subgaussian noise. The new algorithm is simple, intuitive (in…

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Speculative decoding has emerged as a popular method to accelerate the inference of Large Language Models (LLMs) while retaining their superior text generation performance. Previous methods either adopt a fixed speculative decoding…

Gaussian process upper confidence bound (GP-UCB) is a theoretically promising approach for black-box optimization; however, the confidence parameter $\beta$ is considerably large in the theorem and chosen heuristically in practice. Then,…