Related papers: Multi-task Representation Learning for Pure Explor…
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…
The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current research in this field focuses on generic solutions that can be…
We study the problem active sequential hypothesis testing, also known as pure exploration: given a new task, the learner adaptively collects data from the environment to efficiently determine an underlying correct hypothesis. A classical…
Multi-task representation learning is an approach that learns shared latent representations across related tasks, facilitating knowledge transfer and improving sample efficiency. This paper introduces a novel approach to multi-task…
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…
This paper studies the fixed-confidence best arm identification (BAI) problem in the bandit framework in the canonical single-parameter exponential models. For this problem, many policies have been proposed, but most of them require solving…
This work investigates the problem of best arm identification for multi-agent multi-armed bandits. We consider $N$ agents grouped into $M$ clusters, where each cluster solves a stochastic bandit problem. The mapping between agents and…
We study exploration in Multi-Armed Bandits in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computationally intensive,…
We present a representation-driven framework for reinforcement learning. By representing policies as estimates of their expected values, we leverage techniques from contextual bandits to guide exploration and exploitation. Particularly,…
Representation learning based on multi-task pretraining has become a powerful approach in many domains. In particular, task-aware representation learning aims to learn an optimal representation for a specific target task by sampling data…
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…
We study a novel pure exploration problem: the $\epsilon$-Thresholding Bandit Problem (TBP) with fixed confidence in stochastic linear bandits. We prove a lower bound for the sample complexity and extend an algorithm designed for Best Arm…
We study the real-valued combinatorial pure exploration problem in the stochastic multi-armed bandit (R-CPE-MAB). We study the case where the size of the action set is polynomial with respect to the number of arms. In such a case, the…
Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…
Exploration policies in Bayesian bandits maximize the average reward over problem instances drawn from some distribution $\mathcal{P}$. In this work, we learn such policies for an unknown distribution $\mathcal{P}$ using samples from…
The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…
This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…
To leverage the power of big data from source tasks and overcome the scarcity of the target task samples, representation learning based on multi-task pretraining has become a standard approach in many applications. However, up until now,…
Given a vector of probability distributions, or arms, each of which can be sampled independently, we consider the problem of identifying the partition to which this vector belongs from a finitely partitioned universe of such vector of…
We describe MELEE, a meta-learning algorithm for learning a good exploration policy in the interactive contextual bandit setting. Here, an algorithm must take actions based on contexts, and learn based only on a reward signal from the…