Related papers: Residual Bootstrap Exploration for Bandit Algorith…
In this paper, we propose a one-shot distributed learning algorithm via refitting bootstrap samples, which we refer to as ReBoot. ReBoot refits a new model to mini-batches of bootstrap samples that are continuously drawn from each of the…
Exploration is a crucial aspect of bandit and reinforcement learning algorithms. The uncertainty quantification necessary for exploration often comes from either closed-form expressions based on simple models or resampling and posterior…
Standard bandit algorithms that assume continual reallocation of measurement effort are challenging to implement due to delayed feedback and infrastructural/organizational difficulties. Motivated by practical instances involving a handful…
We propose an online algorithm for cumulative regret minimization in a stochastic multi-armed bandit. The algorithm adds $O(t)$ i.i.d. pseudo-rewards to its history in round $t$ and then pulls the arm with the highest average reward in its…
We study stochastic linear optimization problem with bandit feedback. The set of arms take values in an $N$-dimensional space and belong to a bounded polyhedron described by finitely many linear inequalities. We provide a lower bound for…
We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random samples drawn from a distribution. We show that this random…
This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…
Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…
We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…
We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…
Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online…
This paper introduces and addresses a wide class of stochastic bandit problems where the function mapping the arm to the corresponding reward exhibits some known structural properties. Most existing structures (e.g. linear, Lipschitz,…
Upper Confidence Bound (UCB) method is arguably the most celebrated one used in online decision making with partial information feedback. Existing techniques for constructing confidence bounds are typically built upon various concentration…
The exploration/exploitation (E&E) dilemma lies at the core of interactive systems such as online advertising, for which contextual bandit algorithms have been proposed. Bayesian approaches provide guided exploration with principled…
Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…
We propose a new online algorithm for cumulative regret minimization in a stochastic linear bandit. The algorithm pulls the arm with the highest estimated reward in a linear model trained on its perturbed history. Therefore, we call it…
In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…
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 the recovering bandits problem, a variant of the stochastic multi-armed bandit problem where the expected reward of each arm varies according to some unknown function of the time since the arm was last played. While being a natural…
Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…