Related papers: Sparse Optimistic Information Directed Sampling
Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…
We study the effectiveness of stochastic side information in deterministic online learning scenarios. We propose a forecaster to predict a deterministic sequence where its performance is evaluated against an expert class. We assume that…
We consider the problem of \textit{online sparse linear approximation}, where one predicts the best sparse approximation of a sequence of measurements in terms of linear combination of columns of a given measurement matrix. Such online…
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…
We study the problem of safe online convex optimization, where the action at each time step must satisfy a set of linear safety constraints. The goal is to select a sequence of actions to minimize the regret without violating the safety…
This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…
We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…
We derive an algorithm that achieves the optimal (within constants) pseudo-regret in both adversarial and stochastic multi-armed bandits without prior knowledge of the regime and time horizon. The algorithm is based on online mirror descent…
In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret…
Model selection in supervised learning provides costless guarantees as if the model that best balances bias and variance was known a priori. We study the feasibility of similar guarantees for cumulative regret minimization in the stochastic…
In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…
We investigate the contextual bandits with knapsack (CBwK) problem in a high-dimensional linear setting, where the feature dimension can be very large. Our goal is to harness sparsity to obtain sharper regret guarantees. To this end, we…
We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…
The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (e.g., linear, neural networks) offer a promising solution by…
Existing data-dependent and best-of-both-worlds regret bounds for multi-armed bandits problems have limited adaptivity as they are either data-dependent but not best-of-both-worlds (BOBW), BOBW but not data-dependent or have sub-optimal…
This paper studies the stochastic linear bandit problem, where a decision-maker chooses actions from possibly time-dependent sets of vectors in $\mathbb{R}^d$ and receives noisy rewards. The objective is to minimize regret, the difference…
We present a novel approach to address the multi-agent sparse contextual linear bandit problem, in which the feature vectors have a high dimension $d$ whereas the reward function depends on only a limited set of features - precisely $s_0…
We study the fundamental problem of sampling independent events, called subset sampling. Specifically, consider a set of $n$ events $S=\{x_1, \ldots, x_n\}$, where each event $x_i$ has an associated probability $p(x_i)$. The subset sampling…
Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…
The performance of trained neural networks is robust to harsh levels of pruning. Coupled with the ever-growing size of deep learning models, this observation has motivated extensive research on learning sparse models. In this work, we focus…