Related papers: Active Learning with Safety Constraints
Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…
Determining what experience to generate to best facilitate learning (i.e. exploration) is one of the distinguishing features and open challenges in reinforcement learning. The advent of distributed agents that interact with parallel…
We investigate the fixed-budget best-arm identification (BAI) problem for linear bandits in a potentially non-stationary environment. Given a finite arm set $\mathcal{X}\subset\mathbb{R}^d$, a fixed budget $T$, and an unpredictable sequence…
Recently, bandit optimization has received significant attention in real-world safety-critical systems that involve repeated interactions with humans. While there exist various algorithms with performance guarantees in the literature,…
Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…
Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…
Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…
In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…
In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…
We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…
Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…
We study the evolution of information in interactive decision making through the lens of a stochastic multi-armed bandit problem. Focusing on a fundamental example where a unique optimal arm outperforms the rest by a fixed margin, we…
Effective solving of constraint problems often requires choosing good or specific search heuristics. However, choosing or designing a good search heuristic is non-trivial and is often a manual process. In this paper, rather than manually…
Machine teaching addresses the problem of finding the best training data that can guide a learning algorithm to a target model with minimal effort. In conventional settings, a teacher provides data that are consistent with the true data…
We present a PAC-Bayesian analysis of lifelong learning. In the lifelong learning problem, a sequence of learning tasks is observed one-at-a-time, and the goal is to transfer information acquired from previous tasks to new learning tasks.…
We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…
We consider the problem of decision-making under uncertainty in an environment with safety constraints. Many business and industrial applications rely on real-time optimization to improve key performance indicators. In the case of unknown…
We investigate a natural but surprisingly unstudied approach to the multi-armed bandit problem under safety risk constraints. Each arm is associated with an unknown law on safety risks and rewards, and the learner's goal is to maximise…
Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously,…
We consider the best arm identification problem in the stochastic multi-armed bandit framework where each arm has a tiny probability of realizing large rewards while with overwhelming probability the reward is zero. A key application of…