Related papers: On the Optimality of Tracking Fisher Information i…

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…

The estimation of continuous parameters from measured data plays a central role in many fields of physics. A key tool in understanding and improving such estimation processes is the concept of Fisher information, which quantifies how…

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…

We consider the best arm identification problem, where the goal is to identify the arm with the highest mean reward from a set of $K$ arms under a limited sampling budget. This problem models many practical scenarios such as A/B testing. We…

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

We study batched bandit experiments and consider the problem of inference conditional on the realized stopping time, assignment probabilities, and target parameter, where all of these may be chosen adaptively using information up to the…

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

We propose a novel adaptive approximation approach for test-time resource-constrained prediction. Given an input instance at test-time, a gating function identifies a prediction model for the input among a collection of models. Our…

Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and a variety of other settings. In many of these applications, the main goal is not to precisely estimate a treatment effect, but to demonstrate…

This paper considers real-time control and learning problems for finite-dimensional linear systems under binary-valued and randomly disturbed output observations. This has long been regarded as an open problem because the exact values of…

We address the problem of conformal selection, where an agent must select a minimal subset of options to ensure that at least one ``success'' is identified with a pre-specified target probability $\phi$. While traditional online conformal…

The persistent challenge of catastrophic forgetting in neural networks has motivated extensive research in continual learning . This work presents a novel continual learning framework that integrates Fisher-weighted asymmetric…

This paper considers the problem of state tracking with observation control for a particular class of dynamical systems. The system state evolution is described by a discrete-time, finite-state Markov chain, while the measurement process is…

We consider the problem of identifying the best arm in stochastic Multi-Armed Bandits (MABs) using a fixed sampling budget. Characterizing the minimal instance-specific error probability for this problem constitutes one of the important…

This study investigates minimax and Bayes optimal strategies for fixed-budget best-arm identification. We consider an adaptive procedure consisting of a sampling phase followed by a recommendation phase, and we design an adaptive experiment…

The efficacy of mathematical models heavily depends on the quality of the training data, yet collecting sufficient data is often expensive and challenging. Many modeling applications require inferring parameters only as a means to predict…

Multi-arm trials are gaining interest in practice given the statistical and logistical advantages they can offer. The standard approach uses a fixed allocation ratio, but there is a call for making it adaptive and skewing the allocation of…

In this work the primary objective is to maximize the precision of the maximum likelihood estimate in a linear regression model through the efficient design of the experiment. One common measure of precision is the unconditional mean square…

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…