Related papers: Active Learning with Safety Constraints
A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…
Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper…
We propose a new problem setting to study the sequential interactions between a recommender system and a user. Instead of assuming the user is omniscient, static, and explicit, as the classical practice does, we sketch a more realistic user…
We consider a bandit problem where at any time, the decision maker can add new arms to her consideration set. A new arm is queried at a cost from an "arm-reservoir" containing finitely many "arm-types," each characterized by a distinct mean…
The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability…
Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…
Advances in reinforcement learning research have demonstrated the ways in which different agent-based models can learn how to optimally perform a task within a given environment. Reinforcement leaning solves unsupervised problems where…
Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…
Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…
The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem…
In this paper we propose a multi-armed bandit inspired, pool based active learning algorithm for the problem of binary classification. By carefully constructing an analogy between active learning and multi-armed bandits, we utilize ideas…
Best-arm identification (BAI) in a fixed-budget setting is a bandit problem where the learning agent maximizes the probability of identifying the optimal (best) arm after a fixed number of observations. Most works on this topic study…
A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…
In the latent bandit problem, the learner has access to reward distributions and -- for the non-stationary variant -- transition models of the environment. The reward distributions are conditioned on the arm and unknown latent states. The…
We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…
Motivated by drug design, we consider the best-arm identification problem in generalized linear bandits. More specifically, we assume each arm has a vector of covariates, there is an unknown vector of parameters that is common across the…
In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…
In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then…
We give a new algorithm for best arm identification in linearly parameterised bandits in the fixed confidence setting. The algorithm generalises the well-known LUCB algorithm of Kalyanakrishnan et al. (2012) by playing an arm which…