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Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…

Machine Learning · Computer Science 2023-02-01 Adam Elwood , Marco Leonardi , Ashraf Mohamed , Alessandro Rozza

Inference-time alignment effectively steers large language models (LLMs) by generating multiple candidates from a reference model and selecting among them with an imperfect reward model. However, current strategies face a fundamental…

Artificial Intelligence · Computer Science 2026-03-10 Hsiang Hsu , Eric Lei , Chun-Fu Chen

In this paper, we study the problem of Gaussian process (GP) bandits under relaxed optimization criteria stating that any function value above a certain threshold is "good enough". On the theoretical side, we study various {\em lenient…

Machine Learning · Statistics 2021-05-27 Xu Cai , Selwyn Gomes , Jonathan Scarlett

In the latent bandit problem, the learner has access to reward distributions and -- for the non-stationary variant -- transition models of the environment. The reward distributions are conditioned on the arm and unknown latent states. The…

Machine Learning · Computer Science 2022-07-11 Alexander Galozy , Slawomir Nowaczyk

Deep learning research has made many biometric recognition solution viable, but it requires vast training data to achieve real-world generalization. Unlike other biometric traits, such as face and ear, gait samples cannot be easily crawled…

Computer Vision and Pattern Recognition · Computer Science 2023-08-16 Cole Hill , Mauricio Pamplona Segundo , Sudeep Sarkar

Efficient exploration remains a challenging problem in reinforcement learning, especially for those tasks where rewards from environments are sparse. A commonly used approach for exploring such environments is to introduce some "intrinsic"…

Machine Learning · Computer Science 2020-07-16 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

We study the problem of multi-agent coordination in unpredictable and partially-observable environments with untrustworthy external commands. The commands are actions suggested to the robots, and are untrustworthy in that their performance…

Systems and Control · Electrical Eng. & Systems 2023-10-13 Zirui Xu , Xiaofeng Lin , Vasileios Tzoumas

This work deals with parallel optimization of expensive objective functions which are modeled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit…

Machine Learning · Statistics 2019-09-04 Sébastien Marmin , Clément Chevalier , David Ginsbourger

Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…

Machine Learning · Computer Science 2023-02-27 Kush Bhatia , Wenshuo Guo , Jacob Steinhardt

We propose a novel linear bandit algorithm called LinMED (Linear Minimum Empirical Divergence), which is a linear extension of the MED algorithm that was originally designed for multi-armed bandits. LinMED is a randomized algorithm that…

Machine Learning · Statistics 2025-03-12 Kapilan Balagopalan , Kwang-Sung Jun

We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…

Machine Learning · Computer Science 2024-01-17 Fateme Jamshidi , Jalal Etesami , Negar Kiyavash

We consider the problem of optimizing an unknown (typically non-convex) function with a bounded norm in some Reproducing Kernel Hilbert Space (RKHS), based on noisy bandit feedback. We consider a novel variant of this problem in which the…

Machine Learning · Statistics 2020-03-05 Ilija Bogunovic , Andreas Krause , Jonathan Scarlett

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu

The principle of optimism in the face of uncertainty is one of the most widely used and successful ideas in multi-armed bandits and reinforcement learning. However, existing optimistic algorithms (primarily UCB and its variants) often…

Machine Learning · Computer Science 2024-03-12 Yunbei Xu , Assaf Zeevi

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

Machine Learning · Computer Science 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

Improving sample-efficiency and safety are crucial challenges when deploying reinforcement learning in high-stakes real world applications. We propose LAMBDA, a novel model-based approach for policy optimization in safety critical tasks…

Machine Learning · Computer Science 2022-02-08 Yarden As , Ilnura Usmanova , Sebastian Curi , Andreas Krause

We consider reinforcement learning (RL) in continuous time and study the problem of achieving the best trade-off between exploration of a black box environment and exploitation of current knowledge. We propose an entropy-regularized reward…

Optimization and Control · Mathematics 2019-02-14 Haoran Wang , Thaleia Zariphopoulou , Xunyu Zhou

We introduce a simple and efficient algorithm for stochastic linear bandits with finitely many actions that is asymptotically optimal and (nearly) worst-case optimal in finite time. The approach is based on the frequentist…

Machine Learning · Statistics 2021-07-05 Johannes Kirschner , Tor Lattimore , Claire Vernade , Csaba Szepesvári

We study social learning dynamics motivated by reviews on online platforms. The agents collectively follow a simple multi-armed bandit protocol, but each agent acts myopically, without regards to exploration. We allow the greedy…

Computer Science and Game Theory · Computer Science 2025-04-11 Kiarash Banihashem , MohammadTaghi Hajiaghayi , Suho Shin , Aleksandrs Slivkins

Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…

Machine Learning · Statistics 2011-09-22 Christos Dimitrakakis