Related papers: PAC-Bayesian Lifelong Learning For Multi-Armed Ban…
The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…
We demonstrate that a wide array of machine learning algorithms are specific instances of one single paradigm: reciprocal learning. These instances range from active learning over multi-armed bandits to self-training. We show that all these…
We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…
We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…
Generalization in deep learning has been the topic of much recent theoretical and empirical research. Here we introduce desiderata for techniques that predict generalization errors for deep learning models in supervised learning. Such…
Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…
Navigating multiple tasks$\unicode{x2014}$for instance in succession as in continual or lifelong learning, or in distributions as in meta or multi-task learning$\unicode{x2014}$requires some notion of adaptation. Evolution over timescales…
We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…
We generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward…
Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB…
We consider the quantum version of the bandit problem known as {\em best arm identification} (BAI). We first propose a quantum modeling of the BAI problem, which assumes that both the learning agent and the environment are quantum; we then…
The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…
We present an approach to Intelligent Tutoring Systems which adaptively personalizes sequences of learning activities to maximize skills acquired by students, taking into account the limited time and motivational resources. At a given point…
We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…
The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…
We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian…
Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…
We present simple and efficient algorithms for the batched stochastic multi-armed bandit and batched stochastic linear bandit problems. We prove bounds for their expected regrets that improve over the best-known regret bounds for any number…
This paper introduces a new lifelong learning solution where a single model is trained for a sequence of tasks. The main challenge that vision systems face in this context is catastrophic forgetting: as they tend to adapt to the most…
We study the problem of selecting $K$ arms with the highest expected rewards in a stochastic $n$-armed bandit game. This problem has a wide range of applications, e.g., A/B testing, crowdsourcing, simulation optimization. Our goal is to…