Related papers: Fast, Precise Thompson Sampling for Bayesian Optim…

We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best…

We investigate experiments that are designed to select a treatment arm for population deployment. Multi-armed bandit algorithms can enhance efficiency by dynamically allocating measurement effort towards higher performing arms based on…

In this paper we propose a general methodology to derive regret bounds for randomized multi-armed bandit algorithms. It consists in checking a set of sufficient conditions on the sampling probability of each arm and on the family of…

We study a type of Multi-Armed Bandit (MAB) problems in which arms with a Gaussian reward feedback are clustered. Such an arm setting finds applications in many real-world problems, for example, mmWave communications and portfolio…

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

We present a novel extension of Thompson Sampling for stochastic sequential decision problems with graph feedback, even when the graph structure itself is unknown and/or changing. We provide theoretical guarantees on the Bayesian regret of…

Traditional randomized A/B experiments assign arms with uniform random (UR) probability, such as 50/50 assignment to two versions of a website to discover whether one version engages users more. To more quickly and automatically use data to…

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

We consider the problem of statistical inference when the data is collected via a Thompson Sampling-type algorithm. While Thompson Sampling (TS) is known to be both asymptotically optimal and empirically effective, its adaptive sampling…

With the availability of big medical image data, the selection of an adequate training set is becoming more important to address the heterogeneity of different datasets. Simply including all the data does not only incur high processing…

Thompson Sampling (TS) from Gaussian Process (GP) models is a powerful tool for the optimization of black-box functions. Although TS enjoys strong theoretical guarantees and convincing empirical performance, it incurs a large computational…

Offline-to-online learning aims to improve online decision-making by leveraging offline logged data. A central challenge in this setting is the distribution shift between offline and online environments. While some existing works attempt to…

I study adversarial attacks against stochastic bandit algorithms. At each round, the learner chooses an arm, and a stochastic reward is generated. The adversary strategically adds corruption to the reward, and the learner is only able to…

Conducting randomized experiments in education settings raises the question of how we can use machine learning techniques to improve educational interventions. Using Multi-Armed Bandits (MAB) algorithms like Thompson Sampling (TS) in…

Bayesian optimization in large unstructured discrete spaces is often hindered by the computational cost of maximizing acquisition functions due to the absence of gradients. We propose a scalable alternative based on Thompson sampling that…

In this paper we study a multi-arm bandit problem in which the quality of each arm is measured by the Conditional Value at Risk (CVaR) at some level alpha of the reward distribution. While existing works in this setting mainly focus on…

A primary challenge faced in few-shot action recognition is inadequate video data for training. To address this issue, current methods in this field mainly focus on devising algorithms at the feature level while little attention is paid to…

Stochastic linear bandits are a natural and simple generalisation of finite-armed bandits with numerous practical applications. Current approaches focus on generalising existing techniques for finite-armed bandits, notably the optimism…

Top Two algorithms arose as an adaptation of Thompson sampling to best arm identification in multi-armed bandit models (Russo, 2016), for parametric families of arms. They select the next arm to sample from by randomizing among two…

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…