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We consider black box optimization of an unknown function in the nonparametric Gaussian process setting when the noise in the observed function values can be heavy tailed. This is in contrast to existing literature that typically assumes…

Machine Learning · Computer Science 2019-09-17 Sayak Ray Chowdhury , Aditya Gopalan

We present an extension of Monte Carlo Tree Search (MCTS) that strongly increases its efficiency for trees with asymmetry and/or loops. Asymmetric termination of search trees introduces a type of uncertainty for which the standard upper…

Machine Learning · Statistics 2018-05-24 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

Machine Learning · Computer Science 2024-02-13 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Andrey Pudovikov

We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm…

Statistics Theory · Mathematics 2015-09-30 Adam D. Bull

Monte Carlo Tree Search (MCTS) is a powerful algorithm for solving complex decision-making problems. This paper presents an optimized MCTS implementation applied to the FrozenLake environment, a classic reinforcement learning task…

Artificial Intelligence · Computer Science 2024-09-26 Esteban Aldana Guerra

Monte Carlo Tree Search (MCTS) has emerged as a powerful tool for decision-making in robotics, enabling efficient exploration of large search spaces. However, traditional MCTS methods struggle in environments characterized by high…

Robotics · Computer Science 2025-03-10 Xibai Wang

We consider the Lipschitz bandit optimization problem with an emphasis on practical efficiency. Although there is rich literature on regret analysis of this type of problem, e.g., [Kleinberg et al. 2008, Bubeck et al. 2011, Slivkins 2014],…

Machine Learning · Computer Science 2019-07-11 Xu Zhu

Derivative Free Optimization is known to be an efficient and robust method to tackle the black-box optimization problem. When it comes to noisy functions, classical comparison-based algorithms are slower than gradient-based algorithms. For…

Optimization and Control · Mathematics 2016-04-29 Marie-Liesse Cauwet , Olivier Teytaud

Inference-time search algorithms such as Monte-Carlo Tree Search (MCTS) may seem unnecessary when generating natural language text based on state-of-the-art reinforcement learning such as Proximal Policy Optimization (PPO). In this paper,…

Computation and Language · Computer Science 2024-04-03 Jiacheng Liu , Andrew Cohen , Ramakanth Pasunuru , Yejin Choi , Hannaneh Hajishirzi , Asli Celikyilmaz

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…

Machine Learning · Computer Science 2026-05-11 Vaneet Aggarwal , Shweta Jain , Subham Pokhriyal , Christopher John Quinn

Online structured prediction is a task of sequentially predicting outputs with complex structures based on inputs and past observations, encompassing online classification. Recent studies showed that in the full-information setting, we can…

Machine Learning · Computer Science 2026-01-06 Yuki Shibukawa , Taira Tsuchiya , Shinsaku Sakaue , Kenji Yamanishi

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

Monte Carlo tree search (MCTS) is a popular choice for solving sequential anytime problems. However, it depends on a numeric feedback signal, which can be difficult to define. Real-time MCTS is a variant which may only rarely encounter…

Artificial Intelligence · Computer Science 2018-09-20 Tobias Joppen , Christian Wirth , Johannes Fürnkranz

We propose a new best-of-both-worlds algorithm for bandits with variably delayed feedback. In contrast to prior work, which required prior knowledge of the maximal delay $d_{\mathrm{max}}$ and had a linear dependence of the regret on it,…

Machine Learning · Computer Science 2024-05-29 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

We investigate bandit convex optimization (BCO) with delayed feedback, where only the loss value of the action is revealed under an arbitrary delay. Let $n,T,\bar{d}$ denote the dimensionality, time horizon, and average delay, respectively.…

Machine Learning · Computer Science 2024-06-25 Yuanyu Wan , Chang Yao , Mingli Song , Lijun Zhang

Effective decision-making and problem-solving in conversational systems require the ability to identify and acquire missing information through targeted questioning. A key challenge lies in efficiently narrowing down a large space of…

Artificial Intelligence · Computer Science 2025-06-03 Harshita Chopra , Chirag Shah

Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect…

Machine Learning · Computer Science 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

Decentralized online convex optimization (D-OCO), where multiple agents within a network collaboratively learn optimal decisions in real-time, arises naturally in applications such as federated learning, sensor networks, and multi-agent…

Machine Learning · Statistics 2026-01-14 Hao Qiu , Mengxiao Zhang , Juliette Achddou

Constraint Optimization Problems (COP) pose intricate challenges in combinatorial problems usually addressed through Branch and Bound (B\&B) methods, which involve maintaining priority queues and iteratively selecting branches to search for…

Artificial Intelligence · Computer Science 2023-12-27 Yingkai Xiao , Jingjin Liu , Hankz Hankui Zhuo

Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms…

Machine Learning · Computer Science 2023-11-07 Nikki Lijing Kuang , Ming Yin , Mengdi Wang , Yu-Xiang Wang , Yi-An Ma