Related papers: Near Instance Optimal Model Selection for Pure Exp…
We study learning to learn for the multi-task structured bandit problem where the goal is to learn a near-optimal algorithm that minimizes cumulative regret. The tasks share a common structure and an algorithm should exploit the shared…
Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available…
Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…
A core element in decision-making under uncertainty is the feedback on the quality of the performed actions. However, in many applications, such feedback is restricted. For example, in recommendation systems, repeatedly asking the user to…
Motivated by practical needs such as large-scale learning, we study the impact of adaptivity constraints to linear contextual bandits, a central problem in online active learning. We consider two popular limited adaptivity models in…
Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…
With this paper, we contribute to the growing research area of feature-based analysis of bio-inspired computing. In this research area, problem instances are classified according to different features of the underlying problem in terms of…
The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…
Fully Bayesian approaches to sequential decision-making assume that problem parameters are generated from a known prior. In practice, such information is often lacking. This problem is exacerbated in setups with partial information, where a…
The Random Mutation Hill-Climbing algorithm is a direct search technique mostly used in discrete domains. It repeats the process of randomly selecting a neighbour of a best-so-far solution and accepts the neighbour if it is better than or…
We study the problem of estimating a continuous ability parameter from sequential binary responses by actively asking questions with varying difficulties, a setting that arises naturally in adaptive testing and online preference learning.…
Sequential decision-making is central to sustainable agricultural management and precision agriculture, where resource inputs must be optimized under uncertainty and over time. However, such decisions must often be made with limited…
We study an online learning problem with long-term budget constraints in the adversarial setting. In this problem, at each round $t$, the learner selects an action from a convex decision set, after which the adversary reveals a cost…
We study the problem of experiment planning with function approximation in contextual bandit problems. In settings where there is a significant overhead to deploying adaptive algorithms -- for example, when the execution of the data…
We study contextual linear bandit problems under feature uncertainty, where the features are noisy and have missing entries. To address the challenges posed by this noise, we analyze Bayesian oracles given the observed noisy features. Our…
In the Best-$k$-Arm problem, we are given $n$ stochastic bandit arms, each associated with an unknown reward distribution. We are required to identify the $k$ arms with the largest means by taking as few samples as possible. In this paper,…
Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…
We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair $(i,j)\in [m]\times [n]$ is selected, the learner observes a noisy sample of the $(i,j)$-th entry of an unknown low-rank reward matrix.…
We present a new algorithm based on an gradient ascent for a general Active Exploration bandit problem in the fixed confidence setting. This problem encompasses several well studied problems such that the Best Arm Identification or…
We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…