Related papers: Near Optimal Pure Exploration in Logistic Bandits
We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…
In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…
We provide a unified algorithmic framework for ensemble sampling in nonlinear contextual bandits and develop corresponding regret bounds for two most common nonlinear contextual bandit settings: Generalized Linear Ensemble Sampling (GLM-ES)…
The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…
We study the combinatorial pure exploration problem Best-Set in stochastic multi-armed bandits. In a Best-Set instance, we are given $n$ arms with unknown reward distributions, as well as a family $\mathcal{F}$ of feasible subsets over the…
Elimination algorithms for bandit identification, which prune the plausible correct answers sequentially until only one remains, are computationally convenient since they reduce the problem size over time. However, existing elimination…
Generalized linear bandits have been extensively studied due to their broad applicability in real-world online decision-making problems. However, these methods typically assume that the expected reward function is known to the users, an…
We give a near-optimal sample-pass trade-off for pure exploration in multi-armed bandits (MABs) via multi-pass streaming algorithms: any streaming algorithm with sublinear memory that uses the optimal sample complexity of…
We give a new algorithm for best arm identification in linearly parameterised bandits in the fixed confidence setting. The algorithm generalises the well-known LUCB algorithm of Kalyanakrishnan et al. (2012) by playing an arm which…
There has been a recent surge of interest in nonparametric bandit algorithms based on subsampling. One drawback however of these approaches is the additional complexity required by random subsampling and the storage of the full history of…
This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters. Equivalently, it studies sequential choice from a repeated set of independent lotteries. The decision-maker is…
We show that the \emph{stochastic gradient} bandit algorithm converges to a \emph{globally optimal} policy at an $O(1/t)$ rate, even with a \emph{constant} step size. Remarkably, global convergence of the stochastic gradient bandit…
Lazy search algorithms can efficiently solve problems where edge evaluation is the bottleneck in computation, as is the case for robotic motion planning. The optimal algorithm in this class, LazySP, lazily restricts edge evaluation to only…
Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…
We investigate the high-dimensional sparse linear bandits problem in a data-poor regime where the time horizon is much smaller than the ambient dimension and number of arms. We study the setting under the additional blocking constraint…
We introduce a bandit framework for stochastic matching under the multinomial logit (MNL) choice model. In our setting, $N$ agents on one side are assigned to $K$ arms on the other side, where each arm stochastically selects an agent from…
We propose a novel linear bandit algorithm called LinMED (Linear Minimum Empirical Divergence), which is a linear extension of the MED algorithm that was originally designed for multi-armed bandits. LinMED is a randomized algorithm that…
As large language models (LLMs) become increasingly popular, there is a growing need to predict which out of a set of LLMs will yield a successful answer to a given query at low cost. This problem promises to become even more relevant as…
Partial MaxSAT (PMS) and Weighted PMS (WPMS) are two practical generalizations of the MaxSAT problem. In this paper, we propose a local search algorithm for these problems, called BandHS, which applies two multi-armed bandits to guide the…
We provide a new understanding of the stochastic gradient bandit algorithm by showing that it converges to a globally optimal policy almost surely using \emph{any} constant learning rate. This result demonstrates that the stochastic…