Related papers: Extreme Bandits using Robust Statistics
Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…
Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…
Algorithms for hyperparameter optimization abound, all of which work well under different and often unverifiable assumptions. Motivated by the general challenge of sequentially choosing which algorithm to use, we study the more specific…
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.…
In many areas of medicine, security, and life sciences, we want to allocate limited resources to different sources in order to detect extreme values. In this paper, we study an efficient way to allocate these resources sequentially under…
Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…
We study the stochastic multi-armed bandits problem in the presence of adversarial corruption. We present a new algorithm for this problem whose regret is nearly optimal, substantially improving upon previous work. Our algorithm is agnostic…
This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…
The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…
I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and…
We study regret minimization in a stochastic multi-armed bandit setting and establish a fundamental trade-off between the regret suffered under an algorithm, and its statistical robustness. Considering broad classes of underlying arms'…
This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…
We study finite-armed stochastic bandits where the rewards of each arm might be correlated to those of other arms. We introduce a novel phased algorithm that exploits the given structure to build confidence sets over the parameters of the…
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…
Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…
We consider a stochastic bandit problem with infinitely many arms. In this setting, the learner has no chance of trying all the arms even once and has to dedicate its limited number of samples only to a certain number of arms. All previous…
This paper is devoted to the study of the max K-armed bandit problem, which consists in sequentially allocating resources in order to detect extreme values. Our contribution is twofold. We first significantly refine the analysis of the…
The batched multi-armed bandit (MAB) problem, in which rewards are collected in batches, is crucial for applications such as clinical trials. Existing research predominantly assumes light-tailed reward distributions, yet many real-world…
Stochastic linear bandits are a natural and simple generalisation of finite-armed bandits with numerous practical applications. Current approaches focus on generalising existing techniques for finite-armed bandits, notably the optimism…
We consider a bandit problem where the buget is smaller than the number of arms, which may be infinite. In this regime, the usual objective in the literature is to minimize simple regret. To analyze broad classes of distributions with…