相关论文: Pure Exploration in Kernel and Neural Bandits

We study the task of bandit learning, also known as best-arm identification, under the assumption that the true reward function f belongs to a known, but arbitrary, function class F. We seek a general theory of bandit learnability, akin to…

We study the preference-based pure exploration problem for bandits with vector-valued rewards. The rewards are ordered using a (given) preference cone $\mathcal{C}$ and our goal is to identify the set of Pareto optimal arms. First, to…

We consider the problem of pure exploration with subset-wise preference feedback, which contains $N$ arms with features. The learner is allowed to query subsets of size $K$ and receives feedback in the form of a noisy winner. The goal of…

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms…

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Exploration in environments with sparse rewards has been a persistent problem in reinforcement learning (RL). Many tasks are natural to specify with a sparse reward, and manually shaping a reward function can result in suboptimal…

Consider a nonparametric contextual multi-arm bandit problem where each arm $a \in [K]$ is associated to a nonparametric reward function $f_a: [0,1] \to \mathbb{R}$ mapping from contexts to the expected reward. Suppose that there is a large…

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

To achieve sample efficiency in reinforcement learning (RL), it necessitates efficiently exploring the underlying environment. Under the offline setting, addressing the exploration challenge lies in collecting an offline dataset with…

Neural bandits have been shown to provide an efficient solution to practical sequential decision tasks that have nonlinear reward functions. The main contributor to that success is approximate Bayesian inference, which enables neural…

Motivated by real-world applications such as fast fashion retailing and online advertising, the Multinomial Logit Bandit (MNL-bandit) is a popular model in online learning and operations research, and has attracted much attention in the…

In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…

We present a new approach for efficient exploration which leverages a low-dimensional encoding of the environment learned with a combination of model-based and model-free objectives. Our approach uses intrinsic rewards that are based on the…

Pure exploration (aka active testing) is the fundamental task of sequentially gathering information to answer a query about a stochastic environment. Good algorithms make few mistakes and take few samples. Lower bounds (for multi-armed…

We study the federated pure exploration problem of multi-armed bandits and linear bandits, where $M$ agents cooperatively identify the best arm via communicating with the central server. To enhance the robustness against latency and…

We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…

We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…