Related papers: Experimental Design for Regret Minimization in Lin…

We study adversarial multi-armed bandits with and without delayed feedback under a safety-aware goal: achieving minimax-optimal worst-case regret while keeping nearly constant regret relative to a designated "safe" baseline policy. Existing…

Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward…

The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…

Autoregressive processes naturally arise in a large variety of real-world scenarios, including stock markets, sales forecasting, weather prediction, advertising, and pricing. When facing a sequential decision-making problem in such a…

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

We address a generalization of the bandit with knapsacks problem, where a learner aims to maximize rewards while satisfying an arbitrary set of long-term constraints. Our goal is to design best-of-both-worlds algorithms that perform…

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…

We propose and analyze TRAiL (Tangential Randomization in Linear Bandits), a computationally efficient regret-optimal forced exploration algorithm for linear bandits on action sets that are sublevel sets of strongly convex functions. TRAiL…

The generalized linear bandit framework has attracted a lot of attention in recent years by extending the well-understood linear setting and allowing to model richer reward structures. It notably covers the logistic model, widely used when…

We study a stochastic bandit algorithm motivated by retry-aware objectives that value the best outcome among multiple attempts, such as pass@$k$ and max@$k$. Given a posterior over arm values, ReMax chooses a sampling distribution that…

We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a…

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

I introduce and analyse an anytime version of the Optimally Confident UCB (OCUCB) algorithm designed for minimising the cumulative regret in finite-armed stochastic bandits with subgaussian noise. The new algorithm is simple, intuitive (in…

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

We study the problem of regret minimization for distributed bandits learning, in which $M$ agents work collaboratively to minimize their total regret under the coordination of a central server. Our goal is to design communication protocols…

This paper introduces a general framework for risk-sensitive bandits that integrates the notions of risk-sensitive objectives by adopting a rich class of distortion riskmetrics. The introduced framework subsumes the various existing…

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

This paper considers stochastic linear bandits with general nonlinear constraints. The objective is to maximize the expected cumulative reward over horizon $T$ subject to a set of constraints in each round $\tau\leq T$. We propose a…