相关论文: Meta-Learning for Simple Regret Minimization

Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…

We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

We consider a stochastic bandit problem with infinitely many arms. In this setting, the learner has no chance of trying all the arms even once and has to dedicate its limited number of samples only to a certain number of arms. All previous…

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

In this work we investigate meta-learning (or learning-to-learn) approaches in multi-task linear stochastic bandit problems that can originate from multiple environments. Inspired by the work of [1] on meta-learning in a sequence of linear…

Efficient exploration in bandits is a fundamental online learning problem. We propose a variant of Thompson sampling that learns to explore better as it interacts with bandit instances drawn from an unknown prior. The algorithm meta-learns…

In the bandits with knapsacks framework (BwK) the learner has $m$ resource-consumption (packing) constraints. We focus on the generalization of BwK in which the learner has a set of general long-term constraints. The goal of the learner is…

The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…

We investigate meta-learning procedures in the setting of stochastic linear bandits tasks. The goal is to select a learning algorithm which works well on average over a class of bandits tasks, that are sampled from a task-distribution.…

Meta-, multi-task, and federated learning can be all viewed as solving similar tasks, drawn from a distribution that reflects task similarities. We provide a unified view of all these problems, as learning to act in a hierarchical Bayesian…

Online model selection in Bayesian bandits raises a fundamental exploration challenge: When an environment instance is sampled from a prior distribution, how can we design an adaptive strategy that explores multiple bandit learners and…