Related papers: Metalearning Linear Bandits by Prior Update
Mislabeled, duplicated, or biased data in real-world scenarios can lead to prolonged training and even hinder model convergence. Traditional solutions prioritizing easy or hard samples lack the flexibility to handle such a variety…
We propose a novel algorithm for sequential matrix completion in a recommender system setting, where the $(i,j)$th entry of the matrix corresponds to a user $i$'s rating of product $j$. The objective of the algorithm is to provide a…
Learning from small data sets is critical in many practical applications where data collection is time consuming or expensive, e.g., robotics, animal experiments or drug design. Meta learning is one way to increase the data efficiency of…
Reinforcement learning provides a framework for learning to control which actions to take towards completing a task through trial-and-error. In many applications observing interactions is costly, necessitating sample-efficient learning. In…
A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…
Bayesian optimization (BO) has become a popular strategy for global optimization of many expensive real-world functions. Contrary to a common belief that BO is suited to optimizing black-box functions, it actually requires domain knowledge…
We introduce a new and rigorously-formulated PAC-Bayes meta-learning algorithm that solves few-shot learning. Our proposed method extends the PAC-Bayes framework from a single task setting to the meta-learning multiple task setting to…
Early identification of at risk students in higher education depends on predictive models that maintain accuracy across successive cohorts -- a requirement that single-cohort modeling approaches fail to meet. This study evaluates Bayesian…
Meta-learning stands for 'learning to learn' such that generalization to new tasks is achieved. Among these methods, Gradient-based meta-learning algorithms are a specific sub-class that excel at quick adaptation to new tasks with limited…
The stochastic linear bandit problem proceeds in rounds where at each round the algorithm selects a vector from a decision set after which it receives a noisy linear loss parameterized by an unknown vector. The goal in such a problem is to…
Leveraging the wealth of unlabeled data produced in recent years provides great potential for improving supervised models. When the cost of acquiring labels is high, probabilistic active learning methods can be used to greedily select the…
We consider the problem of estimating the expected value of information (the knowledge gradient) for Bayesian learning problems where the belief model is nonlinear in the parameters. Our goal is to maximize some metric, while simultaneously…
Gaussian process (GP) bandits provide a powerful framework for performing blackbox optimization of unknown functions. The characteristics of the unknown function depend heavily on the assumed GP prior. Most work in the literature assume…
The design and performance analysis of bandit algorithms in the presence of stage-wise safety or reliability constraints has recently garnered significant interest. In this work, we consider the linear stochastic bandit problem under…
We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…
We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…
The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…
Imitation learning offers a promising path for robots to learn general-purpose behaviors, but traditionally has exhibited limited scalability due to high data supervision requirements and brittle generalization. Inspired by recent advances…
In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…
We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…