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In the realm of unsupervised image outlier detection, assigning outlier scores holds greater significance than its subsequent task: thresholding for predicting labels. This is because determining the optimal threshold on non-separable…

Computer Vision and Pattern Recognition · Computer Science 2024-07-16 Zhonghang Liu , Panzhong Lu , Guoyang Xie , Zhichao Lu , Wen-Yan Lin

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

Anomaly detection aims at identifying data points that show systematic deviations from the majority of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated…

Machine Learning · Computer Science 2022-07-20 Chen Qiu , Aodong Li , Marius Kloft , Maja Rudolph , Stephan Mandt

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

This paper considers the multi-armed thresholding bandit problem -- identifying all arms whose expected rewards are above a predefined threshold via as few pulls (or rounds) as possible -- proposed by Locatelli et al. [2016] recently.…

Machine Learning · Statistics 2017-07-11 Jie Zhong , Yijun Huang , Ji Liu

The multi-armed bandit (MAB) problem is a ubiquitous decision-making problem that exemplifies exploration-exploitation tradeoff. Standard formulations exclude risk in decision making. Risknotably complicates the basic reward-maximising…

Machine Learning · Computer Science 2021-05-17 Ming Liang Ang , Eloise Y. Y. Lim , Joel Q. L. Chang

The staggering feats of AI systems have brought to attention the topic of AI Alignment: aligning a "superintelligent" AI agent's actions with humanity's interests. Many existing frameworks/algorithms in alignment study the problem on a…

Machine Learning · Computer Science 2024-10-22 Hong Jun Jeon , Benjamin Van Roy

In this paper, we propose a novel neural exploration strategy in contextual bandits, EE-Net, distinct from the standard UCB-based and TS-based approaches. Contextual multi-armed bandits have been studied for decades with various…

Machine Learning · Computer Science 2022-05-16 Yikun Ban , Yuchen Yan , Arindam Banerjee , Jingrui He

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

Machine Learning · Computer Science 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

In this paper, the issue of adapting probabilities for Evolutionary Algorithm (EA) search operators is revisited. A framework is devised for distinguishing between measurements of performance and the interpretation of those measurements for…

Neural and Evolutionary Computing · Computer Science 2009-07-06 James M. Whitacre , Tuan Q. Pham , Ruhul A. Sarker

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

Machine Learning · Computer Science 2020-03-09 Aldo Pacchiano , Heinrich Jiang , Michael I. Jordan

We investigate the stochastic Thresholding Bandit problem (TBP) under several shape constraints. On top of (i) the vanilla, unstructured TBP, we consider the case where (ii) the sequence of arm's means $(\mu_k)_k$ is monotonically…

Machine Learning · Computer Science 2021-02-24 James Cheshire , Pierre Menard , Alexandra Carpentier

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

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Machine Learning · Computer Science 2026-05-12 Youngmin Oh , Jinje Park , Taejin Paik , Jaemin Park

Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…

Machine Learning · Statistics 2011-09-22 Christos Dimitrakakis

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

Machine Learning · Statistics 2022-12-06 Kontantinos E. Nikolakakis , Dionysios S. Kalogerias , Or Sheffet , Anand D. Sarwate

We consider the problem of top-k subset selection in Dueling Bandit problems with score information. Real-world pairwise ranking problems often exhibit a high degree of transitivity and prior work has suggested sampling methods that exploit…

Machine Learning · Computer Science 2021-01-01 Matthew Groves , Juergen Branke

Output thresholding is the technique to search for the best threshold to be used during inference for any classifiers that can produce probability estimates on train and testing datasets. It is particularly useful in high imbalance…

Machine Learning · Computer Science 2024-05-21 Baran Koseoglu , Luca Traverso , Mohammed Topiwalla , Egor Kraev , Zoltan Szopory

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

Machine Learning · Computer Science 2022-06-02 Xinyan Hu , Dung Daniel Ngo , Aleksandrs Slivkins , Zhiwei Steven Wu

In this paper, we study the stochastic linear bandit problem under the additional requirements of differential privacy, robustness and batched observations. In particular, we assume an adversary randomly chooses a constant fraction of the…

Machine Learning · Computer Science 2023-04-25 Vasileios Charisopoulos , Hossein Esfandiari , Vahab Mirrokni
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