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Related papers: Graph Neural Thompson Sampling

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Graph neural networks (GNNs) work remarkably well in semi-supervised node regression, yet a rigorous theory explaining when and why they succeed remains lacking. To address this gap, we study an aggregate-and-readout model that encompasses…

Machine Learning · Statistics 2026-02-20 Juntong Chen , Claire Donnat , Olga Klopp , Johannes Schmidt-Hieber

In this work, we study the performance of the Thompson Sampling algorithm for Contextual Bandit problems based on the framework introduced by Neu et al. and their concept of lifted information ratio. First, we prove a comprehensive bound on…

Machine Learning · Statistics 2023-04-27 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

In this paper, we propose a Thompson Sampling algorithm for \emph{unimodal} bandits, where the expected reward is unimodal over the partially ordered arms. To exploit the unimodal structure better, at each step, instead of exploration from…

Machine Learning · Computer Science 2021-06-17 Long Yang , Zhao Li , Zehong Hu , Shasha Ruan , Shijian Li , Gang Pan , Hongyang Chen

Recently graph neural network (GNN) based algorithms were proposed to solve a variety of combinatorial optimization problems, including Maximum Cut problem, Maximum Independent Set problem and similar other…

Machine Learning · Computer Science 2023-06-06 David Gamarnik

Graph classification is an important learning task for graph-structured data. Graph neural networks (GNNs) have recently gained growing attention in graph learning and have shown significant improvements in many important graph problems.…

Machine Learning · Computer Science 2024-01-31 Tao Wen , Elynn Chen , Yuzhou Chen

We propose ${\tt AdaTS}$, a Thompson sampling algorithm that adapts sequentially to bandit tasks that it interacts with. The key idea in ${\tt AdaTS}$ is to adapt to an unknown task prior distribution by maintaining a distribution over its…

Machine Learning · Computer Science 2022-02-28 Soumya Basu , Branislav Kveton , Manzil Zaheer , Csaba Szepesvári

Thompson Sampling provides an efficient technique to introduce prior knowledge in the multi-armed bandit problem, along with providing remarkable empirical performance. In this paper, we revisit the Thompson Sampling algorithm under rewards…

Machine Learning · Computer Science 2019-12-09 Abhimanyu Dubey , Alex Pentland

Graph Neural Networks (GNNs) have emerged as a notorious alternative to address learning problems dealing with non-Euclidean datasets. However, although most works assume that the graph is perfectly known, the observed topology is prone to…

Machine Learning · Computer Science 2023-12-12 Victor M. Tenorio , Samuel Rey , Antonio G. Marques

We study the problem of semi-supervised learning on graphs, for which graph neural networks (GNNs) have been extensively explored. However, most existing GNNs inherently suffer from the limitations of over-smoothing, non-robustness, and…

Machine Learning · Computer Science 2021-09-22 Wenzheng Feng , Jie Zhang , Yuxiao Dong , Yu Han , Huanbo Luan , Qian Xu , Qiang Yang , Evgeny Kharlamov , Jie Tang

We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each round. The reward of the complex action is some function of…

Machine Learning · Statistics 2013-11-05 Aditya Gopalan , Shie Mannor , Yishay Mansour

Graph Neural Networks (GNNs) have emerged as the leading paradigm for solving graph analytical problems in various real-world applications. Nevertheless, GNNs could potentially render biased predictions towards certain demographic…

Machine Learning · Computer Science 2022-11-29 Yushun Dong , Song Wang , Jing Ma , Ninghao Liu , Jundong Li

We consider a sequential subset selection problem under parameter uncertainty, where at each time step, the decision maker selects a subset of cardinality $K$ from $N$ possible items (arms), and observes a (bandit) feedback in the form of…

Machine Learning · Computer Science 2019-01-07 Shipra Agrawal , Vashist Avadhanula , Vineet Goyal , Assaf Zeevi

Thompson sampling (TS) is one of the most popular and earliest algorithms to solve stochastic multi-armed bandit problems. We consider a variant of TS, named $\alpha$-TS, where we use a fractional or $\alpha$-posterior ($\alpha\in(0,1)$)…

Machine Learning · Statistics 2023-09-13 Prateek Jaiswal , Debdeep Pati , Anirban Bhattacharya , Bani K. Mallick

Thompson sampling (TS) is a popular heuristic for action selection, but it requires sampling from a posterior distribution. Unfortunately, this can become computationally intractable in complex environments, such as those modeled using…

Gaussian process (GP) bandits provide a powerful framework for performing blackbox optimization of unknown functions. The characteristics of the unknown function depend heavily on the assumed GP prior. Most work in the literature assume…

Machine Learning · Computer Science 2026-03-13 Jack Sandberg , Morteza Haghir Chehreghani

Thompson Sampling is one of the most widely used and studied bandit algorithms, known for its simple structure, low regret performance, and solid theoretical guarantees. Yet, in stark contrast to most other families of bandit algorithms,…

Machine Learning · Computer Science 2026-05-28 Yanlin Qu , Hongseok Namkoong , Assaf Zeevi

Non-stationary multi-armed bandits (NS-MABs) model sequential decision-making problems in which the expected rewards of a set of actions, a.k.a.~arms, evolve over time. In this paper, we fill a gap in the literature by providing a novel…

Machine Learning · Statistics 2025-06-17 Marco Fiandri , Alberto Maria Metelli , Francesco Trovò

We study, to the best of our knowledge, the first Bayesian algorithm for unimodal Multi-Armed Bandit (MAB) problems with graph structure. In this setting, each arm corresponds to a node of a graph and each edge provides a relationship,…

Machine Learning · Computer Science 2016-11-23 Stefano Paladino , Francesco Trovò , Marcello Restelli , Nicola Gatti

We address multi-armed bandits (MAB) where the objective is to maximize the cumulative reward under a probabilistic linear constraint. For a few real-world instances of this problem, constrained extensions of the well-known Thompson…

Machine Learning · Computer Science 2020-05-14 Vidit Saxena , Joseph E. Gonzalez , Joakim Jaldén

Thompson sampling is one of the most widely used algorithms for many online decision problems, due to its simplicity in implementation and superior empirical performance over other state-of-the-art methods. Despite its popularity and…

Machine Learning · Computer Science 2020-10-02 Tianyuan Jin , Pan Xu , Jieming Shi , Xiaokui Xiao , Quanquan Gu