Related papers: No-Regret Algorithms for Safe Bayesian Optimizatio…
With the growing practical interest in vision-based tasks for autonomous systems, the need for efficient and complex methods becomes increasingly larger. In the rush to develop new methods with the aim to outperform the current state of the…
In this paper, we consider the sequential decision problem where the goal is to minimize the general dynamic regret on a complete Riemannian manifold. The task of offline optimization on such a domain, also known as a geodesic metric space,…
This paper addresses the problem of minimizing a convex, Lipschitz function $f$ over a convex, compact set $\xset$ under a stochastic bandit feedback model. In this model, the algorithm is allowed to observe noisy realizations of the…
In this work, we investigate black-box optimization from the perspective of frequentist kernel methods. We propose a novel batch optimization algorithm, which jointly maximizes the acquisition function and select points from a whole batch…
We investigate the problem of unconstrained combinatorial multi-armed bandits with full-bandit feedback and stochastic rewards for submodular maximization. Previous works investigate the same problem assuming a submodular and monotone…
This paper addresses safe distributed online optimization over an unknown set of linear safety constraints. A network of agents aims at jointly minimizing a global, time-varying function, which is only partially observable to each…
We study agents communicating over an underlying network by exchanging messages, in order to optimize their individual regret in a common nonstochastic multi-armed bandit problem. We derive regret minimization algorithms that guarantee for…
We propose minimum regret search (MRS), a novel acquisition function for Bayesian optimization. MRS bears similarities with information-theoretic approaches such as entropy search (ES). However, while ES aims in each query at maximizing the…
Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…
We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…
Bayesian Optimization (BO) is widely used for optimising black-box functions but requires us to specify the length scale hyperparameter, which defines the smoothness of the functions the optimizer will consider. Most current BO algorithms…
We study the contextual continuum bandits problem, where the learner sequentially receives a side information vector and has to choose an action in a convex set, minimizing a function associated with the context. The goal is to minimize all…
We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…
Bayesian optimization (BO) is a widely used iterative black-box optimization method that utilizes Gaussian process (GP) surrogate models. In practice, BO is typically terminated after a fixed evaluation budget is exhausted, which can incur…
We study the problem of making predictions of an adversarially chosen high-dimensional state that are unbiased subject to an arbitrary collection of conditioning events, with the goal of tailoring these events to downstream decision makers.…
This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…
This work studies the problem of sequential control in an unknown, nonlinear dynamical system, where we model the underlying system dynamics as an unknown function in a known Reproducing Kernel Hilbert Space. This framework yields a general…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…
Reinforcement learning algorithms typically consider discrete-time dynamics, even though the underlying systems are often continuous in time. In this paper, we introduce a model-based reinforcement learning algorithm that represents…
We address the problem of stochastic combinatorial semi-bandits, where a player selects among P actions from the power set of a set containing d base items. Adaptivity to the problem's structure is essential in order to obtain optimal…