Related papers: Pure Exploration with Multiple Correct Answers
In this paper, we study the non-asymptotic sample complexity for the pure exploration problem in contextual bandits and tabular reinforcement learning (RL): identifying an epsilon-optimal policy from a set of policies with high probability.…
Convex sample approximations of chance-constrained optimization problems are considered, in which chance constraints are replaced by sets of sampled constraints. We propose a randomized sample selection strategy that allows tight bounds to…
Despite the recent success of representation learning in sequential decision making, the study of the pure exploration scenario (i.e., identify the best option and minimize the sample complexity) is still limited. In this paper, we study…
Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…
We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…
The interplay between exploration and exploitation in competitive multi-agent learning is still far from being well understood. Motivated by this, we study smooth Q-learning, a prototypical learning model that explicitly captures the…
The pure-exploration problem in stochastic multi-armed bandits aims to find one or more arms with the largest (or near largest) means. Examples include finding an {\epsilon}-good arm, best-arm identification, top-k arm identification, and…
We study the problem of minimising regret in two-armed bandit problems with Gaussian rewards. Our objective is to use this simple setting to illustrate that strategies based on an exploration phase (up to a stopping time) followed by…
The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…
Realistic environments often provide agents with very limited feedback. When the environment is initially unknown, the feedback, in the beginning, can be completely absent, and the agents may first choose to devote all their effort on…
We consider a bandit problem over a graph where the rewards are not directly observed. Instead, the decision maker can compare two nodes and receive (stochastic) information pertaining to the difference in their value. The graph structure…
We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be…
We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…
This paper addresses the exploration-exploitation dilemma inherent in decision-making, focusing on multi-armed bandit problems. The problems involve an agent deciding whether to exploit current knowledge for immediate gains or explore new…
This paper resolves the open question of designing near-optimal algorithms for learning imperfect-information extensive-form games from bandit feedback. We present the first line of algorithms that require only…
We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…
We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…
In this paper, we consider a very general model for exploration-exploitation tradeoff which allows arbitrary concave rewards and convex constraints on the decisions across time, in addition to the customary limitation on the time horizon.…
We study the problem active sequential hypothesis testing, also known as pure exploration: given a new task, the learner adaptively collects data from the environment to efficiently determine an underlying correct hypothesis. A classical…
We study best arm identification in a variant of the multi-armed bandit problem where the learner has limited precision in arm selection. The learner can only sample arms via certain exploration bundles, which we refer to as boxes. In…