English
Related papers

Related papers: Adaptive Incentive Design with Regret Minimization

200 papers

We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm…

Statistics Theory · Mathematics 2015-09-30 Adam D. Bull

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

Machine Learning · Computer Science 2026-03-23 Shinnosuke Uba , Yutaro Yamaguchi

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…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…

Software Engineering · Computer Science 2025-10-08 Yu Zhu

Reward-free exploration is a reinforcement learning setting studied by Jin et al. (2020), who address it by running several algorithms with regret guarantees in parallel. In our work, we instead give a more natural adaptive approach for…

Machine Learning · Computer Science 2020-10-08 Emilie Kaufmann , Pierre Ménard , Omar Darwiche Domingues , Anders Jonsson , Edouard Leurent , Michal Valko

Individual decision-makers consume information revealed by the previous decision makers, and produce information that may help in future decisions. This phenomenon is common in a wide range of scenarios in the Internet economy, as well as…

Computer Science and Game Theory · Computer Science 2019-05-06 Yishay Mansour , Aleksandrs Slivkins , Vasilis Syrgkanis

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

Machine Learning · Computer Science 2021-06-01 Matias I. Müller , Cristian R. Rojas

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

Policy gradient reinforcement learning (RL) algorithms have achieved impressive performance in challenging learning tasks such as continuous control, but suffer from high sample complexity. Experience replay is a commonly used approach to…

Machine Learning · Statistics 2020-02-19 Saad Mohamad , Giovanni Montana

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…

Machine Learning · Computer Science 2021-04-27 Ehsan Emamjomeh-Zadeh , Chen-Yu Wei , Haipeng Luo , David Kempe

Many high-dimensional online decision-making problems can be modeled as stochastic sparse linear bandits. Most existing algorithms are designed to achieve optimal worst-case regret in either the data-rich regime, where polynomial dependence…

Machine Learning · Computer Science 2025-10-29 Ludovic Schwartz , Hamish Flynn , Gergely Neu

Regret has been widely adopted as the metric of choice for evaluating the performance of online optimization algorithms for distributed, multi-agent systems. However, data/model variations associated with agents can significantly impact…

Machine Learning · Computer Science 2022-09-22 Zhanhong Jiang , Aditya Balu , Xian Yeow Lee , Young M. Lee , Chinmay Hegde , Soumik Sarkar

We study AI alignment through the lens of law-and-economics models of deterrence and enforcement. In these models, misconduct is not treated as an external failure, but as a strategic response to incentives: an actor weighs the gain from…

Machine Learning · Computer Science 2026-05-12 Rohit Agarwal , Joshua Lin , Mark Braverman , Elad Hazan

We present two Policy Gradient-based algorithms with general parametrization in the context of infinite-horizon average reward Markov Decision Process (MDP). The first one employs Implicit Gradient Transport for variance reduction, ensuring…

Machine Learning · Computer Science 2025-05-13 Swetha Ganesh , Washim Uddin Mondal , Vaneet Aggarwal

We consider active learning under incentive compatibility constraints. The main application of our results is to economic experiments, in which a learner seeks to infer the parameters of a subject's preferences: for example their attitudes…

Computer Science and Game Theory · Computer Science 2019-11-15 Federico Echenique , Siddharth Prasad

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

Recently, adversarial imitation learning has shown a scalable reward acquisition method for inverse reinforcement learning (IRL) problems. However, estimated reward signals often become uncertain and fail to train a reliable statistical…

Machine Learning · Computer Science 2023-01-06 Dong-Sig Han , Hyunseo Kim , Hyundo Lee , Je-Hwan Ryu , Byoung-Tak Zhang

Aligning AI systems with human preferences typically suffers from the infamous reward hacking problem, where optimization of an imperfect reward model leads to undesired behaviors. In this paper, we investigate reward hacking in offline…

Machine Learning · Computer Science 2024-12-13 Paria Rashidinejad , Yuandong Tian

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao