Related papers: A bandit-learning approach to multifidelity approx…

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

In this paper, we contribute to the Extreme Bandit problem, a variant of Multi-Armed Bandits in which the learner seeks to collect the largest possible reward. We first study the concentration of the maximum of i.i.d random variables under…

We propose a novel modification of the standard upper confidence bound (UCB) method for the stochastic multi-armed bandit (MAB) problem which tunes the confidence bound of a given bandit based on its distance to others. Our UCB distance…

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Imitation learning is a widely used approach for training agents to replicate expert behavior in complex decision-making tasks. However, existing methods often struggle with compounding errors and limited generalization, due to the inherent…

In this work, we develop a multi-fidelity Bayesian experimental design framework to efficiently quantify the extreme-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. The…

Bayesian bandit algorithms with approximate Bayesian inference have been widely used in real-world applications. Despite the superior practical performance, their theoretical justification is less investigated in the literature, especially…

Machine unlearning aims to unlearn data points from a learned model, offering a principled way to process data-deletion requests and mitigate privacy risks without full retraining. Prior work has mainly studied unsupervised / supervised…

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs,…

Adapting machine translation systems in the real world is a difficult problem. In contrast to offline training, users cannot provide the type of fine-grained feedback (such as correct translations) typically used for improving the system.…

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Many stochastic optimization algorithms work by estimating the gradient of the cost function on the fly by sampling datapoints uniformly at random from a training set. However, the estimator might have a large variance, which inadvertently…