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Related papers: Active Learning with Safety Constraints

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The best arm identification problem in the multi-armed bandit setting is an excellent model of many real-world decision-making problems, yet it fails to capture the fact that in the real-world, safety constraints often must be met while…

Machine Learning · Computer Science 2021-11-25 Zhenlin Wang , Andrew Wagenmaker , Kevin Jamieson

We study sequential decision-making with known rewards and unknown constraints, motivated by situations where the constraints represent expensive-to-evaluate human preferences, such as safe and comfortable driving behavior. We formalize the…

Machine Learning · Computer Science 2022-06-13 David Lindner , Sebastian Tschiatschek , Katja Hofmann , Andreas Krause

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

Machine Learning · Statistics 2020-06-30 Yassir Jedra , Alexandre Proutiere

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic…

Machine Learning · Computer Science 2019-08-19 Sanae Amani , Mahnoosh Alizadeh , Christos Thrampoulidis

This paper studies active learning in the context of robust statistics. Specifically, we propose a variant of the Best Arm Identification problem for \emph{contaminated bandits}, where each arm pull has probability $\varepsilon$ of…

Statistics Theory · Mathematics 2021-11-16 Jason Altschuler , Victor-Emmanuel Brunel , Alan Malek

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…

Machine Learning · Computer Science 2024-01-26 Emil Carlsson , Debabrota Basu , Fredrik D. Johansson , Devdatt Dubhashi

We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…

Machine Learning · Statistics 2019-11-22 Kia Khezeli , Eilyan Bitar

In pure-exploration problems, information is gathered sequentially to answer a question on the stochastic environment. While best-arm identification for linear bandits has been extensively studied in recent years, few works have been…

Machine Learning · Statistics 2022-06-10 Marc Jourdan , Rémy Degenne

We study best arm identification in a variant of the multi-armed bandit problem where the learner has limited precision in arm selection. The learner can only sample arms via certain exploration bundles, which we refer to as boxes. In…

Machine Learning · Computer Science 2023-05-11 Kota Srinivas Reddy , P. N. Karthik , Nikhil Karamchandani , Jayakrishnan Nair

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

We investigate top-$m$ arm identification, a basic problem in bandit theory, in a multi-agent learning model in which agents collaborate to learn an objective function. We are interested in designing collaborative learning algorithms that…

Machine Learning · Computer Science 2022-11-29 Nikolai Karpov , Qin Zhang

We study the best-arm identification problem in linear bandit, where the rewards of the arms depend linearly on an unknown parameter $\theta^*$ and the objective is to return the arm with the largest reward. We characterize the complexity…

Machine Learning · Computer Science 2014-11-05 Marta Soare , Alessandro Lazaric , Rémi Munos

Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the…

Machine Learning · Computer Science 2019-09-02 Chao Tao , Qin Zhang , Yuan Zhou

Learning paradigms based purely on offline data as well as those based solely on sequential online learning have been well-studied in the literature. In this paper, we consider combining offline data with online learning, an area less…

Machine Learning · Computer Science 2023-06-16 Shubhada Agrawal , Sandeep Juneja , Karthikeyan Shanmugam , Arun Sai Suggala

This paper puts forward the concept that learning to take safe actions in unknown environments, even with probability one guarantees, can be achieved without the need for an unbounded number of exploratory trials. This is indeed possible,…

Systems and Control · Electrical Eng. & Systems 2023-02-14 Agustin Castellano , Hancheng Min , Juan Bazerque , Enrique Mallada

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

This work proposes a procedure for designing algorithms for specific adaptive data collection tasks like active learning and pure-exploration multi-armed bandits. Unlike the design of traditional adaptive algorithms that rely on…

Machine Learning · Computer Science 2025-03-11 Jifan Zhang , Lalit Jain , Kevin Jamieson

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

We investigate an active pure-exploration setting, that includes best-arm identification, in the context of linear stochastic bandits. While asymptotically optimal algorithms exist for standard multi-arm bandits, the existence of such…

Machine Learning · Statistics 2020-07-03 Rémy Degenne , Pierre Ménard , Xuedong Shang , Michal Valko

Active learning aims to reduce annotation cost by predicting which samples are useful for a human teacher to label. However it has become clear there is no best active learning algorithm. Inspired by various philosophies about what…

Machine Learning · Computer Science 2018-10-19 Kunkun Pang , Mingzhi Dong , Yang Wu , Timothy M. Hospedales
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