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Given a set of arms $\mathcal{Z}\subset \mathbb{R}^d$ and an unknown parameter vector $\theta_\ast\in\mathbb{R}^d$, the pure exploration linear bandit problem aims to return $\arg\max_{z\in \mathcal{Z}} z^{\top}\theta_{\ast}$, with high…

Machine Learning · Statistics 2023-10-26 Zhaoqi Li , Kevin Jamieson , Lalit Jain

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

Artificial Intelligence · Computer Science 2017-06-09 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi , Raphael Feraud

We consider the exploration-exploitation tradeoff in linear quadratic (LQ) control problems, where the state dynamics is linear and the cost function is quadratic in states and controls. We analyze the regret of Thompson sampling (TS)…

Machine Learning · Statistics 2017-03-28 Marc Abeille , Alessandro Lazaric

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…

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

Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…

Machine Learning · Statistics 2024-09-12 Hao Li , Dong Liang , Zheng Xie

A challenging aspect of the bandit problem is that a stochastic reward is observed only for the chosen arm and the rewards of other arms remain missing. The dependence of the arm choice on the past context and reward pairs compounds the…

Machine Learning · Statistics 2023-05-02 Wonyoung Kim , Gi-soo Kim , Myunghee Cho Paik

We consider a non stationary multi-armed bandit in which the population preferences are positively and negatively reinforced by the observed rewards. The objective of the algorithm is to shape the population preferences to maximize the…

Machine Learning · Computer Science 2024-03-04 Viraj Nadkarni , D. Manjunath , Sharayu Moharir

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 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

To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…

Databases · Computer Science 2019-06-14 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…

Systems and Control · Electrical Eng. & Systems 2021-06-08 S. V. Sai Santosh , Sumit J. Darak

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…

Machine Learning · Computer Science 2023-08-29 Chao Qin , Daniel Russo

To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…

Databases · Computer Science 2018-01-31 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

Robotic manipulation requires both rich multimodal perception and effective learning frameworks to handle complex real-world tasks. See-through-skin (STS) sensors, which combine tactile and visual perception, offer promising sensing…

Robotics · Computer Science 2026-02-10 Yuyang Li , Yinghan Chen , Zihang Zhao , Puhao Li , Tengyu Liu , Siyuan Huang , Yixin Zhu

A fundamental challenge for any intelligent system is prediction: given some inputs, can you predict corresponding outcomes? Most work on supervised learning has focused on producing accurate marginal predictions for each input. However, we…

Machine Learning · Computer Science 2022-05-25 Zheng Wen , Ian Osband , Chao Qin , Xiuyuan Lu , Morteza Ibrahimi , Vikranth Dwaracherla , Mohammad Asghari , Benjamin Van Roy

The active search for objects of interest in an unknown environment has many robotics applications including search and rescue, detecting gas leaks or locating animal poachers. Existing algorithms often prioritize the location accuracy of…

Robotics · Computer Science 2021-03-23 Ramina Ghods , William J. Durkin , Jeff Schneider

Speculative decoding accelerates LLMs by using a lightweight draft model to generate tokens autoregressively before verifying them in parallel with a larger target model. However, determining the optimal number of tokens to draft remains a…

Machine Learning · Computer Science 2025-11-05 Aditya Sridhar , Nish Sinnadurai , Sean Lie , Vithursan Thangarasa

Real-world contextual bandit problems with complex reward models are often tackled with iteratively trained models, such as boosting trees. However, it is difficult to directly apply simple and effective exploration strategies--such as…

We study multi-armed bandit problems with graph feedback, in which the decision maker is allowed to observe the neighboring actions of the chosen action, in a setting where the graph may vary over time and is never fully revealed to the…

Machine Learning · Statistics 2018-05-24 Fang Liu , Zizhan Zheng , Ness Shroff
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