相关论文: Stochastic Online Learning with Probabilistic Grap…
Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…
Graphs are widely used for describing systems made up of many interacting components and for understanding the structure of their interactions. Various statistical models exist, which describe this structure as the result of a combination…
Graph signal processing deals with algorithms and signal representations that leverage graph structures for multivariate data analysis. Often said graph topology is not readily available and may be time-varying, hence (dynamic) graph…
We formulate the problem of sampling and recovering clustered graph signal as a multi-armed bandit (MAB) problem. This formulation lends naturally to learning sampling strategies using the well-known gradient MAB algorithm. In particular,…
We consider the problem of learning causal networks with interventions, when each intervention is limited in size under Pearl's Structural Equation Model with independent errors (SEM-IE). The objective is to minimize the number of…
In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…
We study the best arm identification (BEST-1-ARM) problem, which is defined as follows. We are given $n$ stochastic bandit arms. The $i$th arm has a reward distribution $D_i$ with an unknown mean $\mu_{i}$. Upon each play of the $i$th arm,…
Smooth functions on graphs have wide applications in manifold and semi-supervised learning. In this paper, we study a bandit problem where the payoffs of arms are smooth on a graph. This framework is suitable for solving online learning…
Given two distributions F and G on the nonnegative integers we propose an algorithm to construct in- and out-degree sequences from samples of i.i.d. observations from F and G, respectively, that with high probability will be graphical, that…
We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…
Learning graphs from sets of nodal observations represents a prominent problem formally known as graph topology inference. However, current approaches are limited by typically focusing on inferring single networks, and they assume that…
In this paper, the causal bandit problem is investigated, with the objective of maximizing the long-term reward by selecting an optimal sequence of interventions on nodes in an unknown causal graph. It is assumed that both the causal…
We study a random graph model in continuous time. Each vertex is partially copied with the same rate, i.e.\ an existing vertex is copied and every edge leading to the copied vertex is copied with independent probability $p$. In addition,…
We present a novel extension of Thompson Sampling for stochastic sequential decision problems with graph feedback, even when the graph structure itself is unknown and/or changing. We provide theoretical guarantees on the Bayesian regret of…
The growing success of graph signal processing (GSP) approaches relies heavily on prior identification of a graph over which network data admit certain regularity. However, adaptation to increasingly dynamic environments as well as demands…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…
In this paper, we give an analytic solution for graphs with n nodes and E edges for which the probability of obtaining a given graph G is specified in terms of the degree sequence of G. We describe how this model naturally appears in the…
We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…
This paper studies graphical model selection, i.e., the problem of estimating a graph of statistical relationships among a collection of random variables. Conventional graphical model selection algorithms are passive, i.e., they require all…
In this paper we focus on the problem of the degree sequence for the following random graph process. At any time-step $t$, one of the following three substeps is executed: with probability $\alpha_1$, a new vertex $x_t$ and $m$ edges…