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We study the federated pure exploration problem of multi-armed bandits and linear bandits, where $M$ agents cooperatively identify the best arm via communicating with the central server. To enhance the robustness against latency and…

Machine Learning · Computer Science 2024-10-01 Zichen Wang , Chuanhao Li , Chenyu Song , Lianghui Wang , Quanquan Gu , Huazheng Wang

We study pure exploration with infinitely many bandit arms generated i.i.d. from an unknown distribution. Our goal is to efficiently select a single high quality arm whose average reward is, with probability $1-\delta$, within $\varepsilon$…

Machine Learning · Computer Science 2023-06-06 Xiao-Yue Gong , Mark Sellke

A natural goal in multiagent learning besides finding equilibria is to learn rationalizable behavior, where players learn to avoid iteratively dominated actions. However, even in the basic setting of multiplayer general-sum games, existing…

Machine Learning · Computer Science 2022-10-21 Yuanhao Wang , Dingwen Kong , Yu Bai , Chi Jin

We study $(\epsilon, \delta)$-PAC best arm identification, where a decision-maker must identify an $\epsilon$-optimal arm with probability at least $1 - \delta$, while minimizing the number of arm pulls (samples). Most of the work on this…

Machine Learning · Computer Science 2021-06-09 Brijen Thananjeyan , Kirthevasan Kandasamy , Ion Stoica , Michael I. Jordan , Ken Goldberg , Joseph E. Gonzalez

We consider the rooted prize-collecting walks (PCW) problem, wherein we seek a collection $C$ of rooted walks having minimum prize-collecting cost, which is the (total cost of walks in $C$) + (total node-reward of nodes not visited by any…

Data Structures and Algorithms · Computer Science 2021-11-16 Sina Dezfuli , Zachary Friggstad , Ian Post , Chaitanya Swamy

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

Combinatorial evolution - the creation of new things through the combination of existing things - can be a powerful way to evolve rather than design technical objects such as electronic circuits. Intriguingly, this seems to be an ongoing…

Software Engineering · Computer Science 2021-11-23 Sebastian Fix , Thomas Probst , Oliver Ruggli , Thomas Hanne , Patrik Christen

We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…

Machine Learning · Computer Science 2022-01-03 Jiafan He , Dongruo Zhou , Quanquan Gu

Recently numerous machine learning based methods for combinatorial optimization problems have been proposed that learn to construct solutions in a sequential decision process via reinforcement learning. While these methods can be easily…

Machine Learning · Computer Science 2022-03-16 André Hottung , Yeong-Dae Kwon , Kevin Tierney

In this paper, we present a method using AI techniques to solve a case of pure mathematics applications for finding narrow admissible tuples. The original problem is formulated into a combinatorial optimization problem. In particular, we…

Artificial Intelligence · Computer Science 2018-12-27 Xiao-Feng Xie , Zun-Jing Wang

This paper studies a multi-armed bandit (MAB) version of the range-searching problem. In its basic form, range searching considers as input a set of points (on the real line) and a collection of (real) intervals. Here, with each specified…

Machine Learning · Computer Science 2021-05-05 Siddharth Barman , Ramakrishnan Krishnamurthy , Saladi Rahul

This paper presents a technique for approximating, up to any precision, the set of subgame-perfect equilibria (SPE) in discounted repeated games. The process starts with a single hypercube approximation of the set of SPE. Then the initial…

Computer Science and Game Theory · Computer Science 2010-02-10 Andriy Burkov , Brahim Chaib-draa

We consider the problem of identifying any $k$ out of the best $m$ arms in an $n$-armed stochastic multi-armed bandit. Framed in the PAC setting, this particular problem generalises both the problem of `best subset selection' and that of…

Machine Learning · Computer Science 2019-01-25 Arghya Roy Chaudhuri , Shivaram Kalyanakrishnan

We consider the Pareto set identification (PSI) problem in multi-objective multi-armed bandits (MO-MAB) with contaminated reward observations. At each arm pull, with some fixed probability, the true reward samples are replaced with the…

Machine Learning · Computer Science 2024-11-20 İlter Onat Korkmaz , Efe Eren Ceyani , Kerem Bozgan , Cem Tekin

We investigate a class of chance-constrained combinatorial optimization problems. Given a pre-specified risk level $\epsilon \in [0,1]$, the chance-constrained program aims to find the minimum cost selection of a vector of binary decisions…

Optimization and Control · Mathematics 2020-06-02 Hao-Hsiang Wu , Simge Kucukyavuz

Top-k Combinatorial Bandits generalize multi-armed bandits, where at each round any subset of $k$ out of $n$ arms may be chosen and the sum of the rewards is gained. We address the full-bandit feedback, in which the agent observes only the…

Machine Learning · Computer Science 2019-12-05 Idan Rejwan , Yishay Mansour

What is the minimal information that a robot must retain to achieve its task? To design economical robots, the literature dealing with reduction of combinatorial filters approaches this problem algorithmically. As lossless state compression…

Robotics · Computer Science 2024-10-15 Yulin Zhang , Dylan A. Shell

We consider the problem of near-optimal arm identification in the fixed confidence setting of the infinitely armed bandit problem when nothing is known about the arm reservoir distribution. We (1) introduce a PAC-like framework within which…

Machine Learning · Statistics 2018-05-22 Maryam Aziz , Jesse Anderton , Emilie Kaufmann , Javed Aslam

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

Machine Learning · Computer Science 2022-06-02 Xinyan Hu , Dung Daniel Ngo , Aleksandrs Slivkins , Zhiwei Steven Wu