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We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

The quality of enumeration algorithms is often measured by their delay, that is, the maximal time spent between the output of two distinct solutions. If the goal is to enumerate $t$ distinct solutions for any given $t$, then another…

Computational Complexity · Computer Science 2024-09-04 Florent Capelli , Yann Strozecki

We derive an alternative proof for the regret of Thompson sampling (\ts) in the stochastic linear bandit setting. While we obtain a regret bound of order $\widetilde{O}(d^{3/2}\sqrt{T})$ as in previous results, the proof sheds new light on…

Machine Learning · Statistics 2019-11-06 Marc Abeille , Alessandro Lazaric

We study how to accelerate Bayesian optimization (BO) on a target task by transferring historical knowledge from related source tasks. Existing work on BO with knowledge transfer either lacks theoretical guarantees or achieves the same…

Machine Learning · Statistics 2026-04-29 Haitao Lin , Boxin Zhao , Mladen Kolar , Chong Liu

We study the problem of online prediction, in which at each time step $t$, an individual $x_t$ arrives, whose label we must predict. Each individual is associated with various groups, defined based on their features such as age, sex, race…

Machine Learning · Computer Science 2023-10-10 Krishna Acharya , Eshwar Ram Arunachaleswaran , Sampath Kannan , Aaron Roth , Juba Ziani

Decision-making under uncertainty (DMU) is present in many important problems. An open challenge is DMU in non-stationary environments, where the dynamics of the environment can change over time. Reinforcement Learning (RL), a popular…

Artificial Intelligence · Computer Science 2022-03-01 Geoffrey Pettet , Ayan Mukhopadhyay , Abhishek Dubey

We study adversarial multi-armed bandits with and without delayed feedback under a safety-aware goal: achieving minimax-optimal worst-case regret while keeping nearly constant regret relative to a designated "safe" baseline policy. Existing…

Machine Learning · Computer Science 2026-05-25 Ting Hu , Luanda Cai , Emmanouil-Vasileios Vlatakis-Gkaragkounis

This paper presents a finite-time analysis for Monte Carlo Tree Search (MCTS) in Partially Observable Markov Decision Processes (POMDPs), with probabilistic concentration bounds in both discrete and continuous observation spaces. While…

Artificial Intelligence · Computer Science 2026-05-11 Da Kong , Vadim Indelman

This study raises and addresses the problem of time-delayed feedback in learning in games. Because learning in games assumes that multiple agents independently learn their strategies, a discrepancy in optimization often emerges among the…

Machine Learning · Computer Science 2025-11-10 Yuma Fujimoto , Kenshi Abe , Kaito Ariu

We study online learning with oblivious losses and delays under a novel ``capacity constraint'' that limits how many past rounds can be tracked simultaneously for delayed feedback. Under ``clairvoyance'' (i.e., delay durations are revealed…

Machine Learning · Computer Science 2025-06-27 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

Random embedding has been applied with empirical success to large-scale black-box optimization problems with low effective dimensions. This paper proposes the EmbeddedHunter algorithm, which incorporates the technique in a hierarchical…

Artificial Intelligence · Computer Science 2016-11-29 Abdullah Al-Dujaili , S. Suresh

We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…

Networking and Internet Architecture · Computer Science 2021-05-31 Vishrant Tripathi , Eytan Modiano

Methods for learning to search for structured prediction typically imitate a reference policy, with existing theoretical guarantees demonstrating low regret compared to that reference. This is unsatisfactory in many applications where the…

Machine Learning · Computer Science 2015-05-21 Kai-Wei Chang , Akshay Krishnamurthy , Alekh Agarwal , Hal Daumé , John Langford

We consider optimizing a function network in the noise-free grey-box setting with RKHS function classes, where the exact intermediate results are observable. We assume that the structure of the network is known (but not the underlying…

Machine Learning · Statistics 2024-05-14 Zihan Li , Jonathan Scarlett

Iterative preference optimization methods have recently been shown to perform well for general instruction tuning tasks, but typically make little improvement on reasoning tasks (Yuan et al., 2024, Chen et al., 2024). In this work we…

Computation and Language · Computer Science 2024-06-27 Richard Yuanzhe Pang , Weizhe Yuan , Kyunghyun Cho , He He , Sainbayar Sukhbaatar , Jason Weston

Monte Carlo Tree Search (MCTS) is a best-first sampling method employed in the search for optimal decisions. The effectiveness of MCTS relies on the construction of its statistical tree, with the selection policy playing a crucial role. A…

Neural and Evolutionary Computing · Computer Science 2023-11-27 Edgar Galvan , Fred Valdez Ameneyro

Monte Carlo Tree Search (MCTS) is a powerful approach to designing game-playing bots or solving sequential decision problems. The method relies on intelligent tree search that balances exploration and exploitation. MCTS performs random…

Artificial Intelligence · Computer Science 2023-04-04 Maciej Świechowski , Konrad Godlewski , Bartosz Sawicki , Jacek Mańdziuk

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Machine Learning · Statistics 2021-07-02 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Polly is the LLVM project's polyhedral loop nest optimizer. Recently, user-directed loop transformation pragmas were proposed based on LLVM/Clang and Polly. The search space exposed by the transformation pragmas is a tree, wherein each node…

Programming Languages · Computer Science 2021-05-12 Jaehoon Koo , Prasanna Balaprakash , Michael Kruse , Xingfu Wu , Paul Hovland , Mary Hall

There are many algorithms for regret minimisation in episodic reinforcement learning. This problem is well-understood from a theoretical perspective, providing that the sequences of states, actions and rewards associated with each episode…

Machine Learning · Computer Science 2023-04-07 Benjamin Howson , Ciara Pike-Burke , Sarah Filippi
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