相关论文: Robust Outlier Arm Identification

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

We introduce Box Thirding (B3), a flexible and efficient algorithm for Best Arm Identification (BAI) under fixed-budget constraints. It is designed for both anytime BAI and scenarios with large N, where the number of arms is too large for…

We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. When $\varepsilon$ is at most some sufficiently small constant, previous works can…

We develop efficient algorithms for estimating low-degree moments of unknown distributions in the presence of adversarial outliers. The guarantees of our algorithms improve in many cases significantly over the best previous ones, obtained…

Conditional value-at-risk (CVaR) and value-at-risk (VaR) are popular tail-risk measures in finance and insurance industries as well as in highly reliable, safety-critical uncertain environments where often the underlying probability…

Outlier detection is one of the most important processes taken to create good, reliable data in machine learning. The most methods of outlier detection leverage an auxiliary reconstruction task by assuming that outliers are more difficult…

We consider the best arm identification problem, where the goal is to identify the arm with the highest mean reward from a set of $K$ arms under a limited sampling budget. This problem models many practical scenarios such as A/B testing. We…

In this paper we consider the problem of best-arm identification in multi-armed bandits in the fixed confidence setting, where the goal is to identify, with probability $1-\delta$ for some $\delta>0$, the arm with the highest mean reward in…

In this paper, we consider two types of robust models of the $k$-median/$k$-means problems: the outlier-version ($k$-MedO/$k$-MeaO) and the penalty-version ($k$-MedP/$k$-MeaP), in which we can mark some points as outliers and discard them.…

We consider the problem of detecting out-of-distribution (OOD) samples in deep reinforcement learning. In a value based reinforcement learning setting, we propose to use uncertainty estimation techniques directly on the agent's value…

The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability…

Robust training of machine learning models in the presence of outliers has garnered attention across various domains. The use of robust losses is a popular approach and is known to mitigate the impact of outliers. We bring to light two…

The problem of detecting a small number of outliers in a large dataset is an important task in many fields from fraud detection to high-energy physics. Two approaches have emerged to tackle this problem: unsupervised and supervised.…

Sparse estimation methods capable of tolerating outliers have been broadly investigated in the last decade. We contribute to this research considering high-dimensional regression problems contaminated by multiple mean-shift outliers which…

We introduce a variant of the classical PAC multi-armed bandit problem. There is an ordered set of $n$ arms $A[1],\dots,A[n]$, each with some stochastic reward drawn from some unknown bounded distribution. The goal is to identify the…

The paper proposes a novel upper confidence bound (UCB) procedure for identifying the arm with the largest mean in a multi-armed bandit game in the fixed confidence setting using a small number of total samples. The procedure cannot be…

We consider a decision maker allocating one unit of renewable and divisible resource in each period on a number of arms. The arms have unknown and random rewards whose means are proportional to the allocated resource and whose variances are…

This paper studies two variants of the best arm identification (BAI) problem under the streaming model, where we have a stream of $n$ arms with reward distributions supported on $[0,1]$ with unknown means. The arms in the stream are…

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

This paper focuses on selecting the arm with the highest variance from a set of $K$ independent arms. Specifically, we focus on two settings: (i) misallocation minimization setting, that penalizes the number of pulls of suboptimal arms in…