Related papers: FraPPE: Fast and Efficient Preference-based Pure E…
We study the real-valued combinatorial pure exploration of the multi-armed bandit (R-CPE-MAB) problem. In R-CPE-MAB, a player is given $d$ stochastic arms, and the reward of each arm $s\in\{1, \ldots, d\}$ follows an unknown distribution…
This paper studies the problem of identifying any $k$ distinct arms among the top $\rho$ fraction (e.g., top 5\%) of arms from a finite or infinite set with a probably approximately correct (PAC) tolerance $\epsilon$. We consider two cases:…
Identifying the best arm of a multi-armed bandit is a central problem in bandit optimization. We study a quantum computational version of this problem with coherent oracle access to states encoding the reward probabilities of each arm as…
We consider a stochastic bandit problem with a possibly infinite number of arms. We write $p^*$ for the proportion of optimal arms and $\Delta$ for the minimal mean-gap between optimal and sub-optimal arms. We characterize the optimal…
We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…
We consider the problem of bandit optimization, inspired by stochastic optimization and online learning problems with bandit feedback. In this problem, the objective is to minimize a global loss function of all the actions, not necessarily…
We consider a multi-objective optimization problem with objective functions that are expensive to evaluate. The decision maker (DM) has unknown preferences, and so the standard approach is to generate an approximation of the Pareto front…
Aligning large language models (LLMs) is a central objective of post-training, often achieved through reward modeling and reinforcement learning methods. Among these, direct preference optimization (DPO) has emerged as a widely adopted…
Many existing branch and bound algorithms for multiobjective optimization problems require a significant computational cost to approximate the entire Pareto optimal solution set. In this paper, we propose a new branch and bound algorithm…
We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…
We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…
We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…
We study an online stochastic matching problem in which an algorithm sequentially matches $U$ users to $K$ arms, aiming to maximize cumulative reward over $T$ rounds under budget constraints. Without structural assumptions, computing the…
Motivated by the importance of explainability in modern machine learning, we design bandit algorithms that are efficient and interpretable. A bandit algorithm is interpretable if it explores with the objective of reducing uncertainty in the…
This paper investigates the problem of best arm identification in $\textit{contaminated}$ stochastic multi-arm bandits. In this setting, the rewards obtained from any arm are replaced by samples from an adversarial model with probability…
We study the problem active sequential hypothesis testing, also known as pure exploration: given a new task, the learner adaptively collects data from the environment to efficiently determine an underlying correct hypothesis. A classical…
Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…
Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: high-dimensional covariates and the need for nonparametric…
In the contextual linear bandit setting, algorithms built on the optimism principle fail to exploit the structure of the problem and have been shown to be asymptotically suboptimal. In this paper, we follow recent approaches of deriving…
We study the fixed-budget best-arm identification (BAI) problem in non-stationary linear bandits. Concretely, given a fixed time budget $T\in \mathbb{N}$, finite arm set $\mathcal{X} \subset \mathbb{R}^d$, and a potentially adversarial…