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Thompson Sampling has recently been shown to be optimal in the Bernoulli Multi-Armed Bandit setting[Kaufmann et al., 2012]. This bandit problem assumes stationary distributions for the rewards. It is often unrealistic to model the real…

Machine Learning · Computer Science 2013-02-18 Joseph Mellor , Jonathan Shapiro

Imitation learning enables autonomous agents to learn from human examples, without the need for a reward signal. Still, if the provided dataset does not encapsulate the task correctly, or when the task is too complex to be modeled, such…

Artificial Intelligence · Computer Science 2024-06-10 Federico Malato , Ville Hautamaki

We present a novel approach to knowledge transfer in model-based reinforcement learning, addressing the critical challenge of deploying large world models in resource-constrained environments. Our method efficiently distills a high-capacity…

Machine Learning · Computer Science 2025-07-03 Dmytro Kuzmenko , Nadiya Shvai

In this paper, we analyze and extend an online learning framework known as Context-Attentive Bandit, motivated by various practical applications, from medical diagnosis to dialog systems, where due to observation costs only a small subset…

Machine Learning · Computer Science 2020-10-20 Djallel Bouneffouf , Raphaël Féraud , Sohini Upadhyay , Yasaman Khazaeni , Irina Rish

We study the efficiency of Thompson sampling for contextual bandits. Existing Thompson sampling-based algorithms need to construct a Laplace approximation (i.e., a Gaussian distribution) of the posterior distribution, which is inefficient…

Machine Learning · Computer Science 2022-06-23 Pan Xu , Hongkai Zheng , Eric Mazumdar , Kamyar Azizzadenesheli , Anima Anandkumar

Thompson Sampling (TS) has attracted a lot of interest due to its good empirical performance, in particular in the computational advertising. Though successful, the tools for its performance analysis appeared only recently. In this paper,…

Machine Learning · Computer Science 2026-04-16 Tomas Kocak , Michal Valko , Remi Munos , Shipra Agrawal

Pursuit-evasion is a multi-agent sequential decision problem wherein a group of agents known as pursuers coordinate their traversal of a spatial domain to locate an agent trying to evade them. Pursuit evasion problems arise in a number of…

Machine Learning · Computer Science 2018-11-13 Zhen Li , Nicholas J. Meyer , Eric B. Laber , Robert Brigantic

Recently online advertisers utilize Recommender systems (RSs) for display advertising to improve users' engagement. The contextual bandit model is a widely used RS to exploit and explore users' engagement and maximize the long-term rewards…

Information Retrieval · Computer Science 2022-10-27 Shion Ishikawa , Young-joo Chung , Yu Hirate

To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…

Databases · Computer Science 2018-01-31 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

In this paper we consider an online recommendation setting, where a platform recommends a sequence of items to its users at every time period. The users respond by selecting one of the items recommended or abandon the platform due to…

Machine Learning · Computer Science 2019-04-16 Yunjuan Wang , Theja Tulabandhula

We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…

Machine Learning · Computer Science 2024-08-29 Woojin Jeong , Seungki Min

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Machine Learning · Statistics 2024-02-19 Hongju Park , Mohamad Kazem Shirani Faradonbeh

We study Thompson Sampling algorithms for stochastic multi-armed bandits in the batched setting, in which we want to minimize the regret over a sequence of arm pulls using a small number of policy changes (or, batches). We propose two…

Machine Learning · Computer Science 2021-08-17 Nikolai Karpov , Qin Zhang

Many robotic systems, such as mobile manipulators or quadrotors, cannot be equipped with high-end GPUs due to space, weight, and power constraints. These constraints prevent these systems from leveraging recent developments in visuomotor…

Robotics · Computer Science 2024-07-02 Aaditya Prasad , Kevin Lin , Jimmy Wu , Linqi Zhou , Jeannette Bohg

In stochastic bandit problems, a Bayesian policy called Thompson sampling (TS) has recently attracted much attention for its excellent empirical performance. However, the theoretical analysis of this policy is difficult and its asymptotic…

Statistics Theory · Mathematics 2013-11-11 Junya Honda , Akimichi Takemura

Thompson Sampling, one of the oldest heuristics for solving multi-armed bandits, has recently been shown to demonstrate state-of-the-art performance. The empirical success has led to great interests in theoretical understanding of this…

Machine Learning · Computer Science 2013-10-29 Lihong Li

The transfer of knowledge from one policy to another is an important tool in Deep Reinforcement Learning. This process, referred to as distillation, has been used to great success, for example, by enhancing the optimisation of agents,…

In algorithm optimization in reinforcement learning, how to deal with the exploration-exploitation dilemma is particularly important. Multi-armed bandit problem can optimize the proposed solutions by changing the reward distribution to…

Machine Learning · Statistics 2022-03-28 Zhendong Shi , Ercan E. Kuruoglu , Xiaoli Wei

Preference feedback, in the form of pairwise comparisons rather than scalar scores, has seen increasing use in applications such as human-, laboratory-, and expert-in-the-loop design, as well as scientific discovery. We propose a Thompson…

Machine Learning · Statistics 2026-04-29 Joseph Lazzaro , Davide Buffelli , Da-shan Shiu , Sattar Vakili

Thompson Sampling is one of the most effective methods for contextual bandits and has been generalized to posterior sampling for certain MDP settings. However, existing posterior sampling methods for reinforcement learning are limited by…

Machine Learning · Computer Science 2022-08-24 Christoph Dann , Mehryar Mohri , Tong Zhang , Julian Zimmert