相关论文: Bandit-Based Random Mutation Hill-Climbing

This technical note compares two coding (quantization) schemes for random projections in the context of sub-linear time approximate near neighbor search. The first scheme is based on uniform quantization while the second scheme utilizes a…

Prompt tuning has emerged as a key technique for adapting large pre-trained Decision Transformers (DTs) in offline Reinforcement Learning (RL), particularly in multi-task and few-shot settings. The Prompting Decision Transformer (PDT)…

We present a novel hashing strategy for approximate furthest neighbor search that selects projection bases using the data distribution. This strategy leads to an algorithm, which we call DrusillaHash, that is able to outperform existing…

This paper studies a multi-armed bandit (MAB) version of the range-searching problem. In its basic form, range searching considers as input a set of points (on the real line) and a collection of (real) intervals. Here, with each specified…

In this paper, we study a variant of best-arm identification involving elements of risk sensitivity and communication constraints. Specifically, the goal of the learner is to identify the arm with the highest quantile reward, while the…

Random Search is one of the most widely-used method for Hyperparameter Optimization, and is critical to the success of deep learning models. Despite its astonishing performance, little non-heuristic theory has been developed to describe the…

In this paper, we propose a novel perturbation-based exploration method in bandit algorithms with bounded or unbounded rewards, called residual bootstrap exploration (\texttt{ReBoot}). The \texttt{ReBoot} enforces exploration by injecting…

This paper studies model-based bandit and reinforcement learning (RL) with nonlinear function approximations. We propose to study convergence to approximate local maxima because we show that global convergence is statistically intractable…

Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…

In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g.,…

We investigate an efficient context-dependent clustering technique for recommender systems based on exploration-exploitation strategies through multi-armed bandits over multiple users. Our algorithm dynamically groups users based on their…

We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

We consider the problem of sampling from a posterior distribution arising in Bayesian inverse problems in science, engineering, and imaging. Our method belongs to the family of independence Metropolis-Hastings (IMH) sampling algorithms,…

We present a method for graph clustering that is analogous to gradient ascent methods previously proposed for clustering points in space. The algorithm, which can be viewed as a max-degree hill-climbing procedure on the graph, iteratively…

We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…

We study the adversarial bandit problem against arbitrary strategies, where the difficulty is captured by an unknown parameter $S$, which is the number of switches in the best arm in hindsight. To handle this problem, we adopt the…

Bandit algorithms have recently emerged as a powerful tool for evaluating machine learning models, including generative image models and large language models, by efficiently identifying top-performing candidates without exhaustive…