Related papers: PyXAB -- A Python Library for $\mathcal{X}$-Armed …

The landscape of optimization problems has become increasingly complex, necessitating the development of advanced optimization techniques. Meta-Black-Box Optimization (MetaBBO), which involves refining the optimization algorithms themselves…

We introduce optHIM, an open-source library of continuous unconstrained optimization algorithms implemented in PyTorch for both CPU and GPU. By leveraging PyTorch's autograd, optHIM seamlessly integrates function, gradient, and Hessian…

This paper presents a concise review of Contextual Multi-Armed Bandit (CMAB) methods and introduces an experimental framework for scalable, interpretable offer selection, addressing the challenge of fast-changing offers. The approach models…

Bandit convex optimisation is a fundamental framework for studying zeroth-order convex optimisation. This book covers the many tools used for this problem, including cutting plane methods, interior point methods, continuous exponential…

This work establishes the first framework of federated $\mathcal{X}$-armed bandit, where different clients face heterogeneous local objective functions defined on the same domain and are required to collaboratively figure out the global…

Existing multi-armed bandit (MAB) models make two implicit assumptions: an arm generates a payoff only when it is played, and the agent observes every payoff that is generated. This paper introduces synchronization bandits, a MAB variant…

Be it for a malicious or legitimate purpose, packing, a transformation that consists in applying various operations like compression or encryption to a binary file, i.e. for making reverse engineering harder or obfuscating code, is widely…

This paper introduces scikit-hubness, a Python package for efficient nearest neighbor search in high-dimensional spaces. Hubness is an aspect of the curse of dimensionality, and is known to impair various learning tasks, including…

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

We study the cooperative stochastic $k$-armed bandit problem, where a network of $m$ agents collaborate to find the optimal action. In contrast to most prior work on this problem, which focuses on extending a specific algorithm to the…

We present fast-vollib, an open-source Python library that provides high-performance European option pricing, implied volatility (IV) computation, and Greeks under the Black-76, Black-Scholes, and Black-Scholes-Merton models. The library is…

This paper presents the PyEB tool, a Python implementation of the Event-B refinement calculus. The PyEB tool takes a Python program and generates several proof obligations that are then passed into the Z3 solver for verification purposes.…

QuTiP, the Quantum Toolbox in Python, has been at the forefront of open-source quantum software for the past 13 years. It is used as a research, teaching, and industrial tool, and has been downloaded millions of times by users around the…

The combinatorial multi-armed bandit (CMAB) is a fundamental sequential decision-making framework, extensively studied over the past decade. However, existing work primarily focuses on the online setting, overlooking the substantial costs…

Multi-armed bandits are a quintessential machine learning problem requiring the balancing of exploration and exploitation. While there has been progress in developing algorithms with strong theoretical guarantees, there has been less focus…

PEPit is a Python package aiming at simplifying the access to worst-case analyses of a large family of first-order optimization methods possibly involving gradient, projection, proximal, or linear optimization oracles, along with their…

We introduce dro, an open-source Python library for distributionally robust optimization (DRO) for regression and classification problems. The library implements 14 DRO formulations and 9 backbone models, enabling 79 distinct DRO methods.…

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…

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…