Related papers: Randomized Exploration in Generalized Linear Bandi…
We study safe linear bandits (SLBs), where an agent selects actions from a convex set to maximize an unknown linear objective subject to unknown linear constraints in each round. Existing methods for SLBs provide strong regret guarantees,…
We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…
This paper studies kernelized bandits (also known as Gaussian process bandits) in an adversarial environment, where the reward functions in a known reproducing kernel Hilbert space (RKHS) may be adversarially chosen at each round. We show…
High-dimensional linear bandits with low-dimensional structure have received considerable attention in recent studies due to their practical significance. The most common structure in the literature is sparsity. However, it may not be…
We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…
Bandit algorithms and Large Language Models (LLMs) have emerged as powerful tools in artificial intelligence, each addressing distinct yet complementary challenges in decision-making and natural language processing. This survey explores the…
We consider the adversarial linear bandits setting and present a unified algorithmic framework that bridges Follow-the-Regularized-Leader (FTRL) and Follow-the-Perturbed-Leader (FTPL) methods, extending the known connection between them…
Heavy-tailed bandits have been extensively studied since the seminal work of \citet{Bubeck2012BanditsWH}. In particular, heavy-tailed linear bandits, enabling efficient learning with both a large number of arms and heavy-tailed noises, have…
In (online) learning theory the concepts of sparsity, variance and curvature are well-understood and are routinely used to obtain refined regret and generalization bounds. In this paper we further our understanding of these concepts in the…
We consider a budget-constrained bandit problem where each arm pull incurs a random cost, and yields a random reward in return. The objective is to maximize the total expected reward under a budget constraint on the total cost. The model is…
Consider the sequential optimization of an expensive to evaluate and possibly non-convex objective function $f$ from noisy feedback, that can be considered as a continuum-armed bandit problem. Upper bounds on the regret performance of…
Contextual linear dueling bandits have recently garnered significant attention due to their widespread applications in important domains such as recommender systems and large language models. Classical dueling bandit algorithms are…
Nonstationary phenomena, such as satiation effects in recommendations, have mostly been modeled using bandits with finitely many arms. However, the richer action space provided by linear bandits is often preferred in practice. In this work,…
Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…
Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…
We consider the Scale-Free Adversarial Multi Armed Bandits(MAB) problem. At the beginning of the game, the player only knows the number of arms $n$. It does not know the scale and magnitude of the losses chosen by the adversary or the…
We design and evaluate a Bayesian optimization framework for resource efficient pre-training of Transformer-based language models (TLMs). TLM pre-training requires high computational resources and introduces many unresolved design choices,…
We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…
We consider the problem of online learning in misspecified linear stochastic multi-armed bandit problems. Regret guarantees for state-of-the-art linear bandit algorithms such as Optimism in the Face of Uncertainty Linear bandit (OFUL) hold…
We present substantial evidence demonstrating the benefits of integrating Large Language Models (LLMs) with a Contextual Multi-Armed Bandit framework. Contextual bandits have been widely used in recommendation systems to generate…