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We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

Machine Learning · Computer Science 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

Dynamic decision-making under model uncertainty is central to many economic environments, yet existing bandit and reinforcement learning algorithms rely on the assumption of correct model specification. This paper studies the behavior and…

Theoretical Economics · Economics 2026-02-20 Xinyu Dai , Daniel Chen , Yian Qian

We consider a non-stationary two-armed bandit framework and propose a change-detection based Thompson sampling (TS) algorithm, named TS with change-detection (TS-CD), to keep track of the dynamic environment. The non-stationarity is modeled…

Machine Learning · Computer Science 2020-09-09 Gourab Ghatak

We consider the problem of adaptively placing sensors along an interval to detect stochastically-generated events. We present a new formulation of the problem as a continuum-armed bandit problem with feedback in the form of partial…

Directed Evolution (DE), a landmark wet-lab method originated in 1960s, enables discovery of novel protein designs via evolving a population of candidate sequences. Recent advances in biotechnology has made it possible to collect…

Machine Learning · Computer Science 2022-06-07 Hui Yuan , Chengzhuo Ni , Huazheng Wang , Xuezhou Zhang , Le Cong , Csaba Szepesvári , Mengdi Wang

With the increasing popularity of online learning, intelligent tutoring systems are regaining increased attention. In this paper, we introduce adaptive algorithms for personalized assignment of learning tasks to student so that to improve…

Artificial Intelligence · Computer Science 2016-06-24 Per-Arne Andersen , Christian Kråkevik , Morten Goodwin , Anis Yazidi

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…

Systems and Control · Electrical Eng. & Systems 2021-06-08 S. V. Sai Santosh , Sumit J. Darak

In evolutionary algorithms, a preselection operator aims to select the promising offspring solutions from a candidate offspring set. It is usually based on the estimated or real objective values of the candidate offspring solutions. In a…

Neural and Evolutionary Computing · Computer Science 2017-08-04 Jinyuan Zhang , Aimin Zhou , Ke Tang , Guixu Zhang

Approximate Bayesian computation is an established and popular method for likelihood-free inference with applications in many disciplines. The effectiveness of the method depends critically on the availability of well performing summary…

Machine Learning · Statistics 2018-05-23 Prashant Singh , Andreas Hellander

Reviewing the previous work of diversity Rein-forcement Learning,diversity is often obtained via an augmented loss function,which requires a balance between reward and diversity.Generally,diversity optimization algorithms use Multi-armed…

Machine Learning · Computer Science 2024-03-19 Jingcheng Jiang , Haiyin Piao , Yu Fu , Yihang Hao , Chuanlu Jiang , Ziqi Wei , Xin Yang

Variable division and optimization (D\&O) is a frequently utilized algorithm design paradigm in Evolutionary Algorithms (EAs). A D\&O EA divides a variable into partial variables and then optimize them respectively. A complicated problem is…

Neural and Evolutionary Computing · Computer Science 2021-01-22 Yi Chen , Aimin Zhou

Decomposition has been the mainstream approach in the classic mathematical programming for multi-objective optimization and multi-criterion decision-making. However, it was not properly studied in the context of evolutionary multi-objective…

Neural and Evolutionary Computing · Computer Science 2021-08-24 Ke Li

This paper proposes an improved epsilon constraint-handling mechanism, and combines it with a decomposition-based multi-objective evolutionary algorithm (MOEA/D) to solve constrained multi-objective optimization problems (CMOPs). The…

Neural and Evolutionary Computing · Computer Science 2017-09-19 Zhun Fan , Wenji Li , Xinye Cai , Han Huang , Yi Fang , Yugen You , Jiajie Mo , Caimin Wei , Erik Goodman

Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS)…

Machine Learning · Computer Science 2020-09-17 Arun Verma , Manjesh K. Hanawal , Nandyala Hemachandra

To acquire a new skill, humans learn better and faster if a tutor, based on their current knowledge level, informs them of how much attention they should pay to particular content or practice problems. Similarly, a machine learning model…

Machine Learning · Computer Science 2021-06-18 Xinyi Wang , Hieu Pham , Paul Michel , Antonios Anastasopoulos , Jaime Carbonell , Graham Neubig

Unmanned aerial vehicles (UAVs) are desirable platforms for time-efficient and cost-effective task execution. 3-D path planning is a key challenge for task decision-making. This paper proposes an improved multi-objective evolutionary…

Robotics · Computer Science 2023-08-22 Yougang Xiao , Hao Yang , Huan Liu , Keyu Wu , Guohua Wu

Most of the real-world problems are multimodal in nature that consists of multiple optimum values. Multimodal optimization is defined as the process of finding multiple global and local optima (as opposed to a single solution) of a…

Neural and Evolutionary Computing · Computer Science 2022-08-24 Shatendra Singh , Aruna Tiwari

Multi-Objective Evolutionary Algorithms (MOEAs) have been proved efficient to deal with Multi-objective Optimization Problems (MOPs). Until now tens of MOEAs have been proposed. The unified mode would provide a more systematic approach to…

Neural and Evolutionary Computing · Computer Science 2011-02-01 Bojin Zheng , Yuanxiang Li

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…

Machine Learning · Statistics 2017-10-17 Liyuan Xu , Junya Honda , Masashi Sugiyama

In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

Optimization and Control · Mathematics 2015-01-30 Cem Tekin , Mingyan Liu
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