Related papers: Pure Exploration via Frank-Wolfe Self-Play

We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…

We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…

In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of…

We revisit the problem of learning in two-player zero-sum Markov games, focusing on developing an algorithm that is uncoupled, convergent, and rational, with non-asymptotic convergence rates. We start from the case of stateless matrix game…

While single-agent policy optimization in a fixed environment has attracted a lot of research attention recently in the reinforcement learning community, much less is known theoretically when there are multiple agents playing in a…

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…

In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

We consider the decentralized exploration problem: a set of players collaborate to identify the best arm by asynchronously interacting with the same stochastic environment. The objective is to insure privacy in the best arm identification…

This paper introduces the \emph{confounded pure exploration transductive linear bandit} (\texttt{CPET-LB}) problem. As a motivating example, often online services cannot directly assign users to specific control or treatment experiences…

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

We study the experimentation dynamics of a decision maker (DM) in a two-armed bandit setup (Bolton and Harris (1999)), where the agent holds ambiguous beliefs regarding the distribution of the return process of one arm and is certain about…

In this paper, we study combinatorial pure exploration for dueling bandits (CPE-DB): we have multiple candidates for multiple positions as modeled by a bipartite graph, and in each round we sample a duel of two candidates on one position…

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

We study automated intrusion response for an IT infrastructure and formulate the interaction between an attacker and a defender as a partially observed stochastic game. To solve the game we follow an approach where attack and defense…

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Exploration remains a key challenge in deep reinforcement learning (RL). Optimism in the face of uncertainty is a well-known heuristic with theoretical guarantees in the tabular setting, but how best to translate the principle to deep…

In the Multi-Armed Bandit (MAB) problem, there is a given set of arms with unknown reward models. At each time, a player selects one arm to play, aiming to maximize the total expected reward over a horizon of length T. An approach based on…

This paper resolves the open question of designing near-optimal algorithms for learning imperfect-information extensive-form games from bandit feedback. We present the first line of algorithms that require only…

In this paper, we consider several finite-horizon Bayesian multi-armed bandit problems with side constraints which are computationally intractable (NP-Hard) and for which no optimal (or near optimal) algorithms are known to exist with…

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…