Related papers: Nearly-Optimal Algorithm for Adversarial Kernelize…

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…

We consider a budget-constrained bandit problem where each arm pull incurs a random cost, and yields a random reward in return. The objective is to maximize the total expected reward under a budget constraint on the total cost. The model is…

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Reinforcement learning generalizes multi-armed bandit problems with additional difficulties of a longer planning horizon and unknown transition kernel. We explore a black-box reduction from discounted infinite-horizon tabular reinforcement…

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…

The expected improvement (EI) algorithm is one of the most popular strategies for optimization under uncertainty due to its simplicity and efficiency. Despite its popularity, the theoretical aspects of this algorithm have not been properly…

I study adversarial attacks against stochastic bandit algorithms. At each round, the learner chooses an arm, and a stochastic reward is generated. The adversary strategically adds corruption to the reward, and the learner is only able to…

We study distributed adversarial bandits, where $N$ agents cooperate to minimize the global average loss while observing only their own local losses. We show that the minimax regret for this problem is…

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

This paper proposes a linear bandit algorithm that is adaptive to environments at two different levels of hierarchy. At the higher level, the proposed algorithm adapts to a variety of types of environments. More precisely, it achieves…

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

In many areas of medicine, security, and life sciences, we want to allocate limited resources to different sources in order to detect extreme values. In this paper, we study an efficient way to allocate these resources sequentially under…

We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…

We introduce the first best-of-both-worlds algorithm for contextual combinatorial semi-bandits that simultaneously guarantees $\widetilde{\mathcal{O}}(\sqrt{T})$ regret in the adversarial regime and $\widetilde{\mathcal{O}}(\ln T)$ regret…

This paper investigates regret minimization, statistical inference, and their interplay in high-dimensional online decision-making based on the sparse linear context bandit model. We integrate the $\varepsilon$-greedy bandit algorithm for…

We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…