Related papers: Nearly optimal exploration-exploitation decision t…
We address the problem of multi-group mean estimation, which seeks to allocate a finite sampling budget across multiple groups to obtain uniformly accurate estimates of their means. Unlike classical multi-armed bandits, whose objective is…
We study pure exploration with infinitely many bandit arms generated i.i.d. from an unknown distribution. Our goal is to efficiently select a single high quality arm whose average reward is, with probability $1-\delta$, within $\varepsilon$…
Existing methods of combinatorial pure exploration mainly focus on the UCB approach. To make the algorithm efficient, they usually use the sum of upper confidence bounds within arm set $S$ to represent the upper confidence bound of $S$,…
Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new…
The inherent trade-off in on-line learning is between exploration and exploitation. A good balance between these two (conflicting) goals can achieve a better long-term performance. Can we define an optimal balance? We propose to study this…
Reinforcement Learning is a powerful tool to model decision-making processes. However, it relies on an exploration-exploitation trade-off that remains an open challenge for many tasks. In this work, we study neighboring state-based,…
We analyze the problem of using Explore-Exploit techniques to improve precision in multi-result ranking systems such as web search, query autocompletion and news recommendation. Adopting an exploration policy directly online, without…
Recommendation systems often face exploration-exploitation tradeoffs: the system can only learn about the desirability of new options by recommending them to some user. Such systems can thus be modeled as multi-armed bandit settings;…
We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…
Exploration is an essential component of reinforcement learning algorithms, where agents need to learn how to predict and control unknown and often stochastic environments. Reinforcement learning agents depend crucially on exploration to…
In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…
We study a finite-horizon restless multi-armed bandit problem with multiple actions, dubbed R(MA)^2B. The state of each arm evolves according to a controlled Markov decision process (MDP), and the reward of pulling an arm depends on both…
The problem of how to take the right actions to make profits in sequential process continues to be difficult due to the quick dynamics and a significant amount of uncertainty in many application scenarios. In such complicated environments,…
There has been a lot of recent work on Bayesian methods for reinforcement learning exhibiting near-optimal online performance. The main obstacle facing such methods is that in most problems of interest, the optimal solution involves…
This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…
A key challenge to deploying reinforcement learning in practice is avoiding excessive (harmful) exploration in individual episodes. We propose a natural constraint on exploration -- \textit{uniformly} outperforming a conservative policy…
We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…
Exploration is a crucial and distinctive aspect of reinforcement learning (RL) that remains a fundamental open problem. Several methods have been proposed to tackle this challenge. Commonly used methods inject random noise directly into the…
Learning paradigms based purely on offline data as well as those based solely on sequential online learning have been well-studied in the literature. In this paper, we consider combining offline data with online learning, an area less…
We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across…