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Consensus based optimization is a derivative-free particles-based method for the solution of global optimization problems. Several versions of the method have been proposed in the literature, and different convergence results have been…

Optimization and Control · Mathematics 2025-04-04 Stefania Bellavia , Greta Malaspina

We explore whether quantum advantages can be found for the zeroth-order online convex optimization problem, which is also known as bandit convex optimization with multi-point feedback. In this setting, given access to zeroth-order oracles…

Quantum Physics · Physics 2022-04-04 Jianhao He , Feidiao Yang , Jialin Zhang , Lvzhou Li

We study an efficient implementation of Multi-Armed Bandit (MAB)-based Monte-Carlo Tree Search (MCTS) for classical planning. One weakness of MCTS is that it spends a significant time deciding which node to expand next. While selecting a…

Artificial Intelligence · Computer Science 2025-11-18 Masataro Asai

Failure-Directed Search (FDS) is a significant complete generic search algorithm used in Constraint Programming (CP) to efficiently explore the search space, proven particularly effective on scheduling problems. This paper analyzes FDS's…

Machine Learning · Computer Science 2025-08-28 Vilém Heinz , Petr Vilím , Zdeněk Hanzálek

I introduce and analyse an anytime version of the Optimally Confident UCB (OCUCB) algorithm designed for minimising the cumulative regret in finite-armed stochastic bandits with subgaussian noise. The new algorithm is simple, intuitive (in…

Machine Learning · Computer Science 2016-05-09 Tor Lattimore

We investigate the online nonsubmodular optimization with delayed feedback in the bandit setting, where the loss function is $\alpha$-weakly DR-submodular and $\beta$-weakly DR-supermodular. Previous work has established an…

Machine Learning · Computer Science 2025-08-04 Sifan Yang , Yuanyu Wan , Lijun Zhang

Large Language Models have excelled in remarkable reasoning capabilities with advanced prompting techniques, but they fall short on tasks that require exploration, strategic foresight, and sequential decision-making. Recent works propose to…

Computation and Language · Computer Science 2023-10-18 Zheyu Zhang , Zhuorui Ye , Yikang Shen , Chuang Gan

This paper presents Generalized Proof-Number Monte-Carlo Tree Search: a generalization of recently proposed combinations of Proof-Number Search (PNS) with Monte-Carlo Tree Search (MCTS), which use (dis)proof numbers to bias UCB1-based…

Artificial Intelligence · Computer Science 2025-06-17 Jakub Kowalski , Dennis J. N. J. Soemers , Szymon Kosakowski , Mark H. M. Winands

Classical policy gradient (PG) methods in reinforcement learning frequently converge to suboptimal local optima, a challenge exacerbated in large or complex environments. This work investigates Policy Gradient with Tree Search (PGTS), an…

Machine Learning · Computer Science 2025-06-10 Uri Koren , Navdeep Kumar , Uri Gadot , Giorgia Ramponi , Kfir Yehuda Levy , Shie Mannor

Predictive clustering trees (PCTs) are a well established generalization of standard decision trees, which can be used to solve a variety of predictive modeling tasks, including structured output prediction. Combining them into ensembles…

Machine Learning · Computer Science 2020-11-06 Tomaž Stepišnik , Dragi Kocev

Closed-loop decision-making systems (e.g., lending, screening, or recidivism risk assessment) often operate under fairness and service constraints while inducing feedback effects: decisions change who appears in the future, yielding…

Machine Learning · Computer Science 2025-12-30 Wenzhang Du

UCT, a state-of-the art algorithm for Monte Carlo tree search (MCTS) in games and Markov decision processes, is based on UCB, a sampling policy for the Multi-armed Bandit problem (MAB) that minimizes the cumulative regret. However, search…

Artificial Intelligence · Computer Science 2012-07-25 David Tolpin , Solomon Eyal Shimony

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…

Machine Learning · Computer Science 2022-07-01 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

Monte Carlo Tree Search (MCTS) methods have proven powerful in planning for sequential decision-making problems such as Go and video games, but their performance can be poor when the planning depth and sampling trajectories are limited or…

Artificial Intelligence · Computer Science 2016-04-26 Xiaoxiao Guo , Satinder Singh , Richard Lewis , Honglak Lee

This paper investigates the problem of efficient constrained global optimization of hybrid models that are a composition of a known white-box function and an expensive multi-output black-box function subject to noisy observations, which…

Machine Learning · Statistics 2023-07-31 Congwen Lu , Joel A. Paulson

This paper investigates the problem of combinatorial multiarmed bandits with stochastic submodular (in expectation) rewards and full-bandit delayed feedback, where the delayed feedback is assumed to be composite and anonymous. In other…

Machine Learning · Computer Science 2025-01-23 Mohammad Pedramfar , Vaneet Aggarwal

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…

Machine Learning · Computer Science 2022-06-17 Zhongxiang Dai , Yizhou Chen , Haibin Yu , Bryan Kian Hsiang Low , Patrick Jaillet

Consensus maximization is widely used for robust fitting in computer vision. However, solving it exactly, i.e., finding the globally optimal solution, is intractable. A* tree search, which has been shown to be fixed-parameter tractable, is…

Computer Vision and Pattern Recognition · Computer Science 2019-08-27 Zhipeng Cai , Tat-Jun Chin , Vladlen Koltun

We study the problem of online convex optimization (OCO) under unknown linear constraints that are either static, or stochastically time-varying. For this problem, we introduce an algorithm that we term Optimistically Safe OCO (OSOCO) and…

Machine Learning · Computer Science 2025-07-16 Spencer Hutchinson , Tianyi Chen , Mahnoosh Alizadeh