Related papers: Pure Exploration with Feedback Graphs
Efficient exploration is one of the key challenges for reinforcement learning (RL) algorithms. Most traditional sample efficiency bounds require strategic exploration. Recently many deep RL algorithms with simple heuristic exploration…
We study a variant of prediction with expert advice where the learner's action at round $t$ is only allowed to depend on losses on a specific subset of the rounds (where the structure of which rounds' losses are visible at time $t$ is…
For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…
Graph Exploration problems ask a searcher to explore an unknown environment. The environment is modeled as a graph, where the searcher needs to visit each vertex beginning at some vertex. Treasure Hunt problems are a variation of Graph…
In this paper, the causal bandit problem is investigated, with the objective of maximizing the long-term reward by selecting an optimal sequence of interventions on nodes in an unknown causal graph. It is assumed that both the causal…
Pure exploration in bandits formalises multiple real-world problems, such as tuning hyper-parameters or conducting user studies to test a set of items, where different safety, resource, and fairness constraints on the decision space…
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…
We study the preference-based pure exploration problem for bandits with vector-valued rewards. The rewards are ordered using a (given) preference cone $\mathcal{C}$ and our goal is to identify the set of Pareto optimal arms. First, to…
Efficient exploration is one of the main challenges in reinforcement learning (RL). Most existing sample-efficient algorithms assume the existence of a single reward function during exploration. In many practical scenarios, however, there…
We consider the problem of adversarial (non-stochastic) online learning with partial information feedback, where at each round, a decision maker selects an action from a finite set of alternatives. We develop a black-box approach for such…
We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An optimal trade-off between…
In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…
Can we learn how to explore unknown spaces efficiently? To answer this question, we study the problem of Online Graph Exploration, the online version of the Traveling Salesperson Problem. We reformulate graph exploration as a reinforcement…
We analyze the sample complexity of learning graphical games from purely behavioral data. We assume that we can only observe the players' joint actions and not their payoffs. We analyze the sufficient and necessary number of samples for the…
This paper presents a systematic study on gap-dependent sample complexity in offline reinforcement learning. Prior work showed when the density ratio between an optimal policy and the behavior policy is upper bounded (the optimal policy…
In a fixed-confidence pure exploration problem in stochastic multi-armed bandits, an algorithm iteratively samples arms and should stop as early as possible and return the correct answer to a query about the arms distributions. We are…
The exploration-exploitation dilemma in reinforcement learning (RL) is a fundamental challenge to efficient RL algorithms. Existing algorithms for finite state and action discounted RL problems address this by assuming sufficient…
We study the problem of pure exploration in matching markets under uncertain preferences, where the goal is to identify a stable matching with confidence parameter $\delta$ and minimal sample complexity. Agents learn preferences via…
We propose a new strategy for best-arm identification with fixed confidence of Gaussian variables with bounded means and unit variance. This strategy, called Exploration-Biased Sampling, is not only asymptotically optimal: it is to the best…
We consider a problem of stochastic online learning with general probabilistic graph feedback, where each directed edge in the feedback graph has probability $p_{ij}$. Two cases are covered. (a) The one-step case, where after playing arm…