Related papers: An Asymptotically Optimal Multi-Armed Bandit Algor…

This paper investigates a hitherto unaddressed aspect of best arm identification (BAI) in stochastic multi-armed bandits in the fixed-confidence setting. Two key metrics for assessing bandit algorithms are computational efficiency and…

Many high-dimensional online decision-making problems can be modeled as stochastic sparse linear bandits. Most existing algorithms are designed to achieve optimal worst-case regret in either the data-rich regime, where polynomial dependence…

Data selection is essential for training deep learning models. An effective data sampler assigns proper sampling probability for training data and helps the model converge to a good local minimum with high performance. Previous studies in…

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…

Designing efficient exploration is central to Reinforcement Learning due to the fundamental problem posed by the exploration-exploitation dilemma. Bayesian exploration strategies like Thompson Sampling resolve this trade-off in a principled…

Efficient exploration in bandits is a fundamental online learning problem. We propose a variant of Thompson sampling that learns to explore better as it interacts with bandit instances drawn from an unknown prior. The algorithm meta-learns…

Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional…

Deploying deep neural networks (DNNs) on microcontrollers (TinyML) is a common trend to process the increasing amount of sensor data generated at the edge, but in practice, resource and latency constraints make it difficult to find optimal…

Recently, neural architecture search (NAS) has been applied to automate the design of neural networks in real-world applications. A large number of algorithms have been developed to improve the search cost or the performance of the final…

Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…

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…

In this paper, we propose a novel perturbation-based exploration method in bandit algorithms with bounded or unbounded rewards, called residual bootstrap exploration (\texttt{ReBoot}). The \texttt{ReBoot} enforces exploration by injecting…

This paper formalises the problem of online algorithm selection in the context of Reinforcement Learning. The setup is as follows: given an episodic task and a finite number of off-policy RL algorithms, a meta-algorithm has to decide which…

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

Anytime multi-agent path finding (MAPF) is a promising approach to scalable path optimization in large-scale multi-agent systems. State-of-the-art anytime MAPF is based on Large Neighborhood Search (LNS), where a fast initial solution is…

We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…

Random embedding has been applied with empirical success to large-scale black-box optimization problems with low effective dimensions. This paper proposes the EmbeddedHunter algorithm, which incorporates the technique in a hierarchical…

Multi-dueling bandits, where a learner selects $m \geq 2$ arms per round and observes only the winner, arise naturally in many applications including ranking and recommendation systems, yet a fundamental question has remained open: can a…