Related papers: A Reduction-Based Framework for Conservative Bandi…
In this paper we propose a multi-armed bandit inspired, pool based active learning algorithm for the problem of binary classification. By carefully constructing an analogy between active learning and multi-armed bandits, we utilize ideas…
Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…
We study small-loss bounds for adversarial multi-armed bandits with graph feedback, that is, adaptive regret bounds that depend on the loss of the best arm or related quantities, instead of the total number of rounds. We derive the first…
We study the problem of transfer-learning in the setting of stochastic linear bandit tasks. We consider that a low dimensional linear representation is shared across the tasks, and study the benefit of learning this representation in the…
In this paper, we study a family of conservative bandit problems (CBPs) with sample-path reward constraints, i.e., the learner's reward performance must be at least as well as a given baseline at any time. We propose a One-Size-Fits-All…
Recent advances in Reinforcement Learning from Human Feedback (RLHF) have shown that KL-regularization plays a pivotal role in improving the efficiency of RL fine-tuning for large language models (LLMs). Despite its empirical advantage, the…
This paper proposes a novel reinforcement learning (RL) framework for credit underwriting that tackles ungeneralizable contextual challenges. We adapt RL principles for credit scoring, incorporating action space renewal and multi-choice…
We address multi-armed bandits (MAB) where the objective is to maximize the cumulative reward under a probabilistic linear constraint. For a few real-world instances of this problem, constrained extensions of the well-known Thompson…
State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…
The analysis of online least squares estimation is at the heart of many stochastic sequential decision making problems. We employ tools from the self-normalized processes to provide a simple and self-contained proof of a tail bound of a…
The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…
Excessively changing policies in many real world scenarios is difficult, unethical, or expensive. After all, doctor guidelines, tax codes, and price lists can only be reprinted so often. We may thus want to only change a policy when it is…
In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…
Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…
We propose a novel master-slave architecture to solve the top-$K$ combinatorial multi-armed bandits problem with non-linear bandit feedback and diversity constraints, which, to the best of our knowledge, is the first combinatorial bandits…
In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the decision maker chooses one arm to pull and receives the…
We study bi-criteria combinatorial optimization under noisy function evaluations. While resilience and black-box offline-to-online reductions have been studied in single-objective settings, extending these ideas to bi-criteria problems…
This paper presents new \emph{variance-aware} confidence sets for linear bandits and linear mixture Markov Decision Processes (MDPs). With the new confidence sets, we obtain the follow regret bounds: For linear bandits, we obtain an…
Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…
A novel reinforcement learning algorithm is introduced for multiarmed restless bandits with average reward, using the paradigms of Q-learning and Whittle index. Specifically, we leverage the structure of the Whittle index policy to reduce…