Related papers: FraPPE: Fast and Efficient Preference-based Pure E…

This paper proposes near-optimal algorithms for the pure-exploration linear bandit problem in the fixed confidence and fixed budget settings. Leveraging ideas from the theory of suprema of empirical processes, we provide an algorithm whose…

Automated algorithm selection and hyperparameter tuning facilitates the application of machine learning. Traditional multi-armed bandit strategies look to the history of observed rewards to identify the most promising arms for optimizing…

Optimization problems find widespread use in both single-objective and multi-objective scenarios. In practical applications, users aspire for solutions that converge to the region of interest (ROI) along the Pareto front (PF). While the…

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…

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…

Exploration in reinforcement learning remains a critical challenge, as naive entropy maximization often results in high variance and inefficient policy updates. We introduce \textbf{PrefPoE}, a novel \textit{Preference-Product-of-Experts}…

Pure exploration is one of the fundamental problems in multi-armed bandits (MAB). However, existing works mostly focus on specific pure exploration tasks, without a holistic view of the general pure exploration problem. This work fills this…

Preference-based reinforcement learning (PbRL) can help avoid sophisticated reward designs and align better with human intentions, showing great promise in various real-world applications. However, obtaining human feedback for preferences…

In multi-armed bandits, the tasks of reward maximization and pure exploration are often at odds with each other. The former focuses on exploiting arms with the highest means, while the latter may require constant exploration across all…

Motivated by the need to efficiently identify multiple candidates in high trial-and-error cost tasks such as drug discovery, we propose a near-optimal algorithm to identify all {\epsilon}-best arms (i.e., those at most {\epsilon} worse than…

We study pure exploration in structured stochastic multi-armed bandits, aiming to efficiently identify the correct hypothesis from a finite set of alternatives. For a broad class of tasks, asymptotic analyses reduce to a maximin…

Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…

Interactive preference elicitation (IPE) aims to substantially reduce human effort while acquiring human preferences in wide personalization systems. Dueling bandit (DB) algorithms enable optimal decision-making in IPE building on pairwise…

While experimental design often focuses on selecting the single best alternative from a finite set (e.g., in ranking and selection or best-arm identification), many pure-exploration problems pursue richer goals. Given a specific goal,…

We propose an online algorithm for cumulative regret minimization in a stochastic multi-armed bandit. The algorithm adds $O(t)$ i.i.d. pseudo-rewards to its history in round $t$ and then pulls the arm with the highest average reward in its…

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

In this paper, we study multi-armed bandit problems in explore-then-commit setting. In our proposed explore-then-commit setting, the goal is to identify the best arm after a pure experimentation (exploration) phase and exploit it once or…

We study the best-arm identification problem in linear bandit, where the rewards of the arms depend linearly on an unknown parameter $\theta^*$ and the objective is to return the arm with the largest reward. We characterize the complexity…

Bandits with preference feedback present a powerful tool for optimizing unknown target functions when only pairwise comparisons are allowed instead of direct value queries. This model allows for incorporating human feedback into online…

We introduce the Best Group Identification problem in a multi-objective multi-armed bandit setting, where an agent interacts with groups of arms with vector-valued rewards. The performance of a group is determined by an efficiency vector…