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While experimental design often focuses on selecting the single best alternative from a finite set (e.g., in ranking and selection or best-arm identification), many pure-exploration problems pursue richer goals. Given a specific goal,…

Machine Learning · Statistics 2025-05-28 Chao Qin , Wei You

Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Lihong Li , Quanquan Gu

We study the performance of asymptotic and approximate consensus algorithms under harsh environmental conditions. The asymptotic consensus problem requires a set of agents to repeatedly set their outputs such that the outputs converge to a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-28 Matthias Függer , Thomas Nowak , Manfred Schwarz

We study the real-valued combinatorial pure exploration of the multi-armed bandit (R-CPE-MAB) problem. In R-CPE-MAB, a player is given $d$ stochastic arms, and the reward of each arm $s\in\{1, \ldots, d\}$ follows an unknown distribution…

Machine Learning · Computer Science 2023-11-16 Shintaro Nakamura , Masashi Sugiyama

Many classical algorithms are known for computing the convex hull of a set of $n$ point in $\mathbb{R}^2$ using $O(n)$ space. For large point sets, whose size exceeds the size of the working space, these algorithms cannot be directly used.…

Computational Geometry · Computer Science 2018-10-02 Martin Farach-Colton , Meng Li , Meng-Tsung Tsai

Recently, motivated by the rapid increase of the data size in various applications, Monemizadeh [APPROX'23] and Driemel, Monemizadeh, Oh, Staals, and Woodruff [SoCG'25] studied geometric problems in the setting where the only access to the…

Computational Geometry · Computer Science 2026-03-24 T. Schibler , J. Xue , J. Zhu

This paper presents a new algorithm for the convex hull problem, which is based on a reduction to a combinatorial decision problem POLYTOPE-COMPLETENESS-COMBINATORIAL, which in turn can be solved by a simplicial homology computation. Like…

Metric Geometry · Mathematics 2007-05-23 Michael Joswig , G"unter M. Ziegler

We consider the question introduced by \cite{Mason2020} of identifying all the $\varepsilon$-optimal arms in a finite stochastic multi-armed bandit with Gaussian rewards. We give two lower bounds on the sample complexity of any algorithm…

Machine Learning · Statistics 2022-04-07 Aymen Al Marjani , Tomáš Kocák , Aurélien Garivier

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

Computer Science and Game Theory · Computer Science 2022-06-14 Mark Sellke , Aleksandrs Slivkins

An incremental approach for computation of convex hull for data points in two-dimensions is presented. The algorithm is not output-sensitive and costs a time that is linear in the size of data points at input. Graham's scan is applied only…

Computational Geometry · Computer Science 2022-02-11 Debashis Mukherjee

Stochastic linear bandits are a natural and simple generalisation of finite-armed bandits with numerous practical applications. Current approaches focus on generalising existing techniques for finite-armed bandits, notably the optimism…

Machine Learning · Statistics 2016-10-17 Tor Lattimore , Csaba Szepesvari

We prove the existence of an algorithm $A$ for computing 2-d or 3-d convex hulls that is optimal for every point set in the following sense: for every sequence $\sigma$ of $n$ points and for every algorithm $A'$ in a certain class…

Computational Geometry · Computer Science 2015-05-04 Peyman Afshani , Jérémy Barbay , Timothy Chan

Given a finite set of points $P \subseteq \mathbb{R}^d$, we would like to find a small subset $S \subseteq P$ such that the convex hull of $S$ approximately contains $P$. More formally, every point in $P$ is within distance $\epsilon$ from…

Computational Geometry · Computer Science 2017-12-15 Avrim Blum , Vladimir Braverman , Ananya Kumar , Harry Lang , Lin F. Yang

Non-convex optimization problems often arise from probabilistic modeling, such as estimation of posterior distributions. Non-convexity makes the problems intractable, and poses various obstacles for us to design efficient algorithms. In…

Machine Learning · Computer Science 2013-12-18 Khoat Than , Tu Bao Ho

We study the Bandit Clustering (BC) problem under the fixed confidence setting, where the objective is to group a collection of data sequences (arms) into clusters through sequential sampling from adaptively selected arms at each time step…

Machine Learning · Computer Science 2026-01-15 G Dhinesh Chandran , Kota Srinivas Reddy , Srikrishna Bhashyam

Prune-and-search is an important paradigm for solving many important geometric problems. We show that the general prune-and-search technique can be implemented where the objects are given in read-only memory. As examples we consider…

Computational Geometry · Computer Science 2012-12-24 Minati De , Subhas C. Nandy , Sasanka Roy

Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a…

Machine Learning · Computer Science 2019-10-15 Young Hun Jung , Marc Abeille , Ambuj Tewari

We study the combinatorial pure exploration problem Best-Set in stochastic multi-armed bandits. In a Best-Set instance, we are given $n$ arms with unknown reward distributions, as well as a family $\mathcal{F}$ of feasible subsets over the…

Machine Learning · Computer Science 2017-06-06 Lijie Chen , Anupam Gupta , Jian Li , Mingda Qiao , Ruosong Wang

We envision programmable matter as a system of nano-scale agents (called particles) with very limited computational capabilities that move and compute collectively to achieve a desired goal. We use the geometric amoebot model as our…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-15 Joshua J. Daymude , Robert Gmyr , Kristian Hinnenthal , Irina Kostitsyna , Christian Scheideler , Andréa W. Richa

A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…

Optimization and Control · Mathematics 2018-04-23 Daria Ghilli , Karl Kunisch