Related papers: Learning to be safe, in finite time
In a fixed-confidence pure exploration problem in stochastic multi-armed bandits, an algorithm iteratively samples arms and should stop as early as possible and return the correct answer to a query about the arms distributions. We are…
Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…
Most learning algorithms with formal regret guarantees assume that all mistakes are recoverable and essentially rely on trying all possible behaviors. This approach is problematic when some mistakes are "catastrophic", i.e., irreparable. We…
Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…
A fundamental challenge in learning to control an unknown dynamical system is to reduce model uncertainty by making measurements while maintaining safety. In this work, we formulate a mathematical definition of what it means to safely learn…
We study a variant of the thresholding bandit problem (TBP) in the context of outlier detection, where the objective is to identify the outliers whose rewards are above a threshold. Distinct from the traditional TBP, the threshold is…
Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario…
We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…
A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…
We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics in which a player chooses M out of N arms to play at each time. The reward state of each arm transits according to an unknown Markovian rule when it is played…
The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…
We study a multi-armed bandit problem where the rewards exhibit regime switching. Specifically, the distributions of the random rewards generated from all arms are modulated by a common underlying state modeled as a finite-state Markov…
The increasing adoption of Reinforcement Learning in safety-critical systems domains such as autonomous vehicles, health, and aviation raises the need for ensuring their safety. Existing safety mechanisms such as adversarial training,…
Safety is a critical feature of controller design for physical systems. When designing control policies, several approaches to guarantee this aspect of autonomy have been proposed, such as robust controllers or control barrier functions.…
We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…
Learning-based methods have been successful in solving complex control tasks without significant prior knowledge about the system. However, these methods typically do not provide any safety guarantees, which prevents their use in…
Pure exploration (aka active testing) is the fundamental task of sequentially gathering information to answer a query about a stochastic environment. Good algorithms make few mistakes and take few samples. Lower bounds (for multi-armed…
Classical multi-armed bandit problems use the expected value of an arm as a metric to evaluate its goodness. However, the expected value is a risk-neutral metric. In many applications like finance, one is interested in balancing the…
We present a provably safe sampling-based motion planning algorithm for robotic systems affected by random disturbances of unknown distribution. We consider systems with linear or linearizable dynamics evolving in workspace with…
Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…