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We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…

Machine Learning · Computer Science 2021-09-14 Nadav Merlis , Shie Mannor

We derive an alternative proof for the regret of Thompson sampling (\ts) in the stochastic linear bandit setting. While we obtain a regret bound of order $\widetilde{O}(d^{3/2}\sqrt{T})$ as in previous results, the proof sheds new light on…

Machine Learning · Statistics 2019-11-06 Marc Abeille , Alessandro Lazaric

We consider the optimal sample complexity theory of tabular reinforcement learning (RL) for maximizing the infinite horizon discounted reward in a Markov decision process (MDP). Optimal worst-case complexity results have been developed for…

Machine Learning · Computer Science 2023-10-03 Shengbo Wang , Jose Blanchet , Peter Glynn

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

Efficient exploration in bandits is a fundamental online learning problem. We propose a variant of Thompson sampling that learns to explore better as it interacts with bandit instances drawn from an unknown prior. The algorithm meta-learns…

We present a modular approach to reinforcement learning that uses a Bayesian representation of the uncertainty over models. The approach, BOSS (Best of Sampled Set), drives exploration by sampling multiple models from the posterior and…

Machine Learning · Computer Science 2012-05-14 John Asmuth , Lihong Li , Michael L. Littman , Ali Nouri , David Wingate

This work advances randomized exploration in reinforcement learning (RL) with function approximation modeled by linear mixture MDPs. We establish the first prior-dependent Bayesian regret bound for RL with function approximation; and refine…

Machine Learning · Statistics 2024-03-19 Yingru Li , Zhi-Quan Luo

We study minimax optimal reinforcement learning in episodic factored Markov decision processes (FMDPs), which are MDPs with conditionally independent transition components. Assuming the factorization is known, we propose two model-based…

Machine Learning · Computer Science 2020-06-25 Yi Tian , Jian Qian , Suvrit Sra

We motivate and analyse a new Tree Search algorithm, GPTS, based on recent theoretical advances in the use of Gaussian Processes for Bandit problems. We consider tree paths as arms and we assume the target/reward function is drawn from a GP…

Machine Learning · Computer Science 2011-01-18 Louis Dorard , John Shawe-Taylor

Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…

Machine Learning · Computer Science 2022-10-18 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

We address the problem of online sequential decision making, i.e., balancing the trade-off between exploiting the current knowledge to maximize immediate performance and exploring the new information to gain long-term benefits using the…

Machine Learning · Computer Science 2022-09-20 Kartik Anand Pant , Amod Hegde , K. V. Srinivas

Reinforcement Learning (RL) algorithms are known to suffer from the curse of dimensionality, which refers to the fact that large-scale problems often lead to exponentially high sample complexity. A common solution is to use deep neural…

Machine Learning · Computer Science 2024-11-13 Chenbei Lu , Laixi Shi , Zaiwei Chen , Chenye Wu , Adam Wierman

General-purpose open-domain dense retrieval systems are usually trained with a large, eclectic mix of corpora and search tasks. How should these diverse corpora and tasks be sampled for training? Conventional approaches sample them…

Information Retrieval · Computer Science 2026-01-30 Meet Doshi , Vishwajeet Kumar , Yulong Li , Jaydeep Sen

We present the first study on provably efficient randomized exploration in cooperative multi-agent reinforcement learning (MARL). We propose a unified algorithm framework for randomized exploration in parallel Markov Decision Processes…

Machine Learning · Computer Science 2025-03-04 Hao-Lun Hsu , Weixin Wang , Miroslav Pajic , Pan Xu

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true…

Machine Learning · Computer Science 2020-07-15 Fei Feng , Wotao Yin , Lin F. Yang

We present an implementation of model-based online reinforcement learning (RL) for continuous domains with deterministic transitions that is specifically designed to achieve low sample complexity. To achieve low sample complexity, since the…

Artificial Intelligence · Computer Science 2012-02-01 Tobias Jung , Peter Stone

Reinforcement finetuning (RFT) is a key technique for aligning Large Language Models (LLMs) with human preferences and enhancing reasoning, yet its effectiveness is highly sensitive to which tasks are explored during training. Uniform task…

Artificial Intelligence · Computer Science 2026-02-02 Qianli Shen , Daoyuan Chen , Yilun Huang , Zhenqing Ling , Yaliang Li , Bolin Ding , Jingren Zhou

We study the efficiency of Thompson sampling for contextual bandits. Existing Thompson sampling-based algorithms need to construct a Laplace approximation (i.e., a Gaussian distribution) of the posterior distribution, which is inefficient…

Machine Learning · Computer Science 2022-06-23 Pan Xu , Hongkai Zheng , Eric Mazumdar , Kamyar Azizzadenesheli , Anima Anandkumar

The multi-armed bandit problem is a popular model for studying exploration/exploitation trade-off in sequential decision problems. Many algorithms are now available for this well-studied problem. One of the earliest algorithms, given by W.…

Machine Learning · Computer Science 2012-04-10 Shipra Agrawal , Navin Goyal
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