相关论文: Combinatorial Pure Exploration with Full-bandit Fe…

We study the algorithm configuration (AC) problem, in which one seeks to find an optimal parameter configuration of a given target algorithm in an automated way. Recently, there has been significant progress in designing AC approaches that…

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

Cumulative probability models (CPMs) are a robust alternative to linear models for continuous outcomes. However, they are not feasible for very large datasets due to elevated running time and memory usage, which depend on the sample size,…

Top-k Combinatorial Bandits generalize multi-armed bandits, where at each round any subset of $k$ out of $n$ arms may be chosen and the sum of the rewards is gained. We address the full-bandit feedback, in which the agent observes only the…

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Quantum optimization holds promise for addressing classically intractable combinatorial problems, yet a standardized framework for benchmarking its performance, particularly in terms of solution quality, computational speed, and scalability…

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…

Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we…

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…

Discrete optimization is a central problem in mathematical optimization with a broad range of applications, among which binary optimization and sparse optimization are two common ones. However, these problems are NP-hard and thus difficult…

Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the…

The goal of data-driven algorithm design is to obtain high-performing algorithms for specific application domains using machine learning and data. Across many fields in AI, science, and engineering, practitioners will often fix a family of…

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Many high-stakes decision-making problems, such as those found within cybersecurity and economics, can be modeled as competitive resource allocation games. In these games, multiple players must allocate limited resources to overcome their…

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

We introduce Parameterized Exploration (PE), a simple family of methods for model-based tuning of the exploration schedule in sequential decision problems. Unlike common heuristics for exploration, our method accounts for the time horizon…

Bayesian optimization (BO) has been widely used to optimize expensive and black-box functions across various domains. However, existing BO methods have not addressed tensor-output functions. To fill this gap, we propose a novel…

The Algorithm Selection Problem is concerned with selecting the best algorithm to solve a given problem on a case-by-case basis. It has become especially relevant in the last decade, as researchers are increasingly investigating how to…

Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for…

Multi-objective multi-armed bandit (MO-MAB) problems traditionally aim to achieve Pareto optimality. However, real-world scenarios often involve users with varying preferences across objectives, resulting in a Pareto-optimal arm that may…