Related papers: Practical Batch Bayesian Sampling Algorithms for O…

In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…

The widespread adoption of online randomized controlled experiments (A/B Tests) for decision-making has created ongoing capacity constraints which necessitate interim analyses. As a consequence, platform users are increasingly motivated to…

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…

The evaluation of hyperparameters, neural architectures, or data augmentation policies becomes a critical model selection problem in advanced deep learning with a large hyperparameter search space. In this paper, we propose an efficient and…

Automating physical database design has remained a long-term interest in database research due to substantial performance gains afforded by optimised structures. Despite significant progress, a majority of today's commercial solutions are…

Conversion rate optimization means designing web interfaces such that more visitors perform a desired action (such as register or purchase) on the site. One promising approach, implemented in Sentient Ascend, is to optimize the design using…

The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints. We introduce a…

We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…

This study presents two new algorithms for solving linear stochastic bandit problems. The proposed methods use an approach from non-parametric statistics called bootstrapping to create confidence bounds. This is achieved without making any…

Thompson Sampling (TS) is widely used to address the exploration/exploitation tradeoff in contextual bandits, yet recent theory shows that it does not explore aggressively enough in high-dimensional problems. Feel-Good Thompson Sampling…

We consider a bandit problem where the buget is smaller than the number of arms, which may be infinite. In this regime, the usual objective in the literature is to minimize simple regret. To analyze broad classes of distributions with…

We introduce Dirichlet Process Posterior Sampling (DPPS), a Bayesian non-parametric algorithm for multi-arm bandits based on Dirichlet Process (DP) priors. Like Thompson-sampling, DPPS is a probability-matching algorithm, i.e., it plays an…

Because of the widespread existence of noise and data corruption, recovering the true regression parameters with a certain proportion of corrupted response variables is an essential task. Methods to overcome this problem often involve…

This note introduce three Bayesian style Multi-armed bandit algorithms: Information-directed sampling, Thompson Sampling and Generalized Thompson Sampling. The goal is to give an intuitive explanation for these three algorithms and their…

Adapting to a priori unknown noise level is a very important but challenging problem in sequential decision-making as efficient exploration typically requires knowledge of the noise level, which is often loosely specified. We report…

In the infinite-armed bandit problem, each arm's average reward is sampled from an unknown distribution, and each arm can be sampled further to obtain noisy estimates of the average reward of that arm. Prior work focuses on identifying the…

We discuss a multiple-play multi-armed bandit (MAB) problem in which several arms are selected at each round. Recently, Thompson sampling (TS), a randomized algorithm with a Bayesian spirit, has attracted much attention for its empirically…

In settings where the application of reinforcement learning (RL) requires running real-world trials, including the optimization of adaptive health interventions, the number of episodes available for learning can be severely limited due to…

In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard…

Autoregressive processes naturally arise in a large variety of real-world scenarios, including stock markets, sales forecasting, weather prediction, advertising, and pricing. When facing a sequential decision-making problem in such a…