Related papers: Adaptation to Misspecified Kernel Regularity in Ke…
We study the $K$-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. We introduce a tight asymptotic regret lower bound that is based…
This paper presents a general vector-valued reproducing kernel Hilbert spaces (RKHS) framework for the problem of learning an unknown functional dependency between a structured input space and a structured output space. Our formulation…
We study the piecewise-stationary restless multi-armed bandit (PS-RMAB) problem, where each arm evolves as a Markov chain but \emph{mean rewards may change across unknown segments}. To address the resulting exploration--detection delay…
We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions,…
We consider stochastic bandit problems with $K$ arms, each associated with a bounded distribution supported on the range $[m,M]$. We do not assume that the range $[m,M]$ is known and show that there is a cost for learning this range.…
Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…
Black box optimisation of an unknown function from expensive and noisy evaluations is a ubiquitous problem in machine learning, academic research and industrial production. An abstraction of the problem can be formulated as a kernel based…
Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…
In statistical learning, identifying underlying structures of true target functions based on observed data plays a crucial role to facilitate subsequent modeling and analysis. Unlike most of those existing methods that focus on some…
Linear bandits have long been a central topic in online learning, with applications ranging from recommendation systems to adaptive clinical trials. Their general learnability has been established when the objective is to minimise the inner…
We study linear bandits when the underlying reward function is not linear. Existing work relies on a uniform misspecification parameter $\epsilon$ that measures the sup-norm error of the best linear approximation. This results in an…
We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…
We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…
We consider stochastic multi-armed bandit problems where the expected reward is a Lipschitz function of the arm, and where the set of arms is either discrete or continuous. For discrete Lipschitz bandits, we derive asymptotic problem…
We analyze the convergence of the averaged stochastic gradient descent for overparameterized two-layer neural networks for regression problems. It was recently found that a neural tangent kernel (NTK) plays an important role in showing the…
Statistical machine learning plays an important role in modern statistics and computer science. One main goal of statistical machine learning is to provide universally consistent algorithms, i.e., the estimator converges in probability or…
In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…
In this paper, we formulate a Collaborative Pure Exploration in Kernel Bandit problem (CoPE-KB), which provides a novel model for multi-agent multi-task decision making under limited communication and general reward functions, and is…
We study a $K$-armed non-stationary bandit model where rewards change smoothly, as captured by H\"{o}lder class assumptions on rewards as functions of time. Such smooth changes are parametrized by a H\"{o}lder exponent $\beta$ and…
High-performance GPU kernels are critical for efficient LLM serving, yet their optimization remains a bottleneck requiring deep system expertise. While code LLMs show promise in generating functionally correct code, kernel optimization is…