相关论文: Surrogate Regret Bounds for Polyhedral Losses

This paper initiates the study of data-dependent regret bounds in constrained MAB settings. These bounds depend on the sequence of losses that characterize the problem instance. Thus, they can be much smaller than classical…

Surrogate endpoints are used in place of long-term outcomes in randomized experiments when observing the real outcome for a large enough cohort is prohibitively expensive or impractical. A short-term surrogate is good if the result of an…

This paper studies online structured prediction with full-information feedback. For online multiclass classification, Van der Hoeven (2020) established \emph{finite} surrogate regret bounds, which are independent of the time horizon, by…

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

The generalized assignment problem with routing constraints, e.g. the vehicle routing problem, has essential practical relevance. This paper focuses on addressing the complexities of the problem by learning a surrogate model with reduced…

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Metaheuristic search algorithms look for solutions that either maximise or minimise a set of objectives, such as cost or performance. However most real-world optimisation problems consist of nonlinear problems with complex constraints and…

We address the problem of the achievable regret rates with online logistic regression. We derive lower bounds with logarithmic regret under $L_1$, $L_2$, and $L_\infty$ constraints on the parameter values. The bounds are dominated by $d/2…

This paper studies regret minimization with randomized value functions in reinforcement learning. In tabular finite-horizon Markov Decision Processes, we introduce a clipping variant of one classical Thompson Sampling (TS)-like algorithm,…

We derive a novel asymptotic problem-dependent lower-bound for regret minimization in finite-horizon tabular Markov Decision Processes (MDPs). While, similar to prior work (e.g., for ergodic MDPs), the lower-bound is the solution to an…

Minimax problems have achieved success in machine learning such as adversarial training, robust optimization, reinforcement learning. For theoretical analysis, current optimal excess risk bounds, which are composed by generalization error…

We study the rates of convergence from empirical surrogate risk minimizers to the Bayes optimal classifier. Specifically, we introduce the notion of \emph{consistency intensity} to characterize a surrogate loss function and exploit this…

Clinical trials or studies oftentimes require long-term and/or costly follow-up of participants to evaluate a novel treatment/drug/vaccine. There has been increasing interest in the past few decades in using short-term surrogate outcomes as…

The goal of this paper is to characterize Gaussian-Process optimization in the setting where the function domain is large relative to the number of admissible function evaluations, i.e., where it is impossible to find the global optimum. We…

We consider the problem of constructing surrogate operators for parameter-to-solution maps arising from parametric partial differential equations, where repeated forward model evaluations are computationally expensive. We present a…

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

In this paper, we prove the first Bayesian regret bounds for Thompson Sampling in reinforcement learning in a multitude of settings. We simplify the learning problem using a discrete set of surrogate environments, and present a refined…

The F-measure is a widely used performance measure for multi-label classification, where multiple labels can be active in an instance simultaneously (e.g. in image tagging, multiple tags can be active in any image). In particular, the…

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…