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Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…
Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…
We argue that the vulnerability of model parameters is of crucial value to the study of model robustness and generalization but little research has been devoted to understanding this matter. In this work, we propose an indicator to measure…
We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…
Gaussian process upper confidence bound (GP-UCB) is a theoretically promising approach for black-box optimization; however, the confidence parameter $\beta$ is considerably large in the theorem and chosen heuristically in practice. Then,…
For the linear bandit problem, we extend the analysis of algorithm CombEXP from [R. Combes, M. S. Talebi Mazraeh Shahi, A. Proutiere, and M. Lelarge. Combinatorial bandits revisited. In C. Cortes, N. D. Lawrence, D. D. Lee, M. Sugiyama, and…
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…
We study the problem of robustly estimating the parameter $p$ of an Erd\H{o}s-R\'enyi random graph on $n$ nodes, where a $\gamma$ fraction of nodes may be adversarially corrupted. After showing the deficiencies of canonical estimators, we…
In this paper, we consider the problem of sleeping bandits with stochastic action sets and adversarial rewards. In this setting, in contrast to most work in bandits, the actions may not be available at all times. For instance, some products…
Robust learning methods aim to learn a clean target distribution from noisy and corrupted training data where a specific corruption pattern is often assumed a priori. Our proposed method can not only successfully learn the clean target…
We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line…
We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…
Multi-armed bandits (MAB) are commonly used in sequential online decision-making when the reward of each decision is an unknown random variable. In practice however, the typical goal of maximizing total reward may be less important than…
Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…
Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance. This research effort delivered statistically efficient algorithms, improving the regret of previous strategies by…
In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…
Robustness is a key requirement for widespread deployment of machine learning algorithms, and has received much attention in both statistics and computer science. We study a natural model of robustness for high-dimensional statistical…
Designing robust reinforcement learning (RL) agents in the presence of imperfect reward signals remains a core challenge. In practice, agents are often trained with proxy rewards that only approximate the true objective, leaving them…
We study the efficient learnability of low-degree polynomial threshold functions (PTFs) in the presence of a constant fraction of adversarial corruptions. Our main algorithmic result is a polynomial-time PAC learning algorithm for this…
We study bandit algorithms under data poisoning attacks in a bounded reward setting. We consider a strong attacker model in which the attacker can observe both the selected actions and their corresponding rewards and can contaminate the…