相关论文: Fixed-Budget Best-Arm Identification in Sparse Lin…
In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…
We consider the problem of heteroskedastic generalized linear bandits (GLBs) with adversarial corruptions, which subsumes various stochastic contextual bandit settings, including heteroskedastic linear bandits and logistic/Poisson bandits.…
We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…
We study a novel pure exploration problem: the $\epsilon$-Thresholding Bandit Problem (TBP) with fixed confidence in stochastic linear bandits. We prove a lower bound for the sample complexity and extend an algorithm designed for Best Arm…
We propose a {\em novel} piecewise stationary linear bandit (PSLB) model, where the environment randomly samples a context from an unknown probability distribution at each changepoint, and the quality of an arm is measured by its return…
This work investigates the problem of best arm identification for multi-agent multi-armed bandits. We consider $N$ agents grouped into $M$ clusters, where each cluster solves a stochastic bandit problem. The mapping between agents and…
We consider stochastic bandit problems with a continuous set of arms and where the expected reward is a continuous and unimodal function of the arm. No further assumption is made regarding the smoothness and the structure of the expected…
Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…
This paper introduces a general framework for risk-sensitive bandits that integrates the notions of risk-sensitive objectives by adopting a rich class of distortion riskmetrics. The introduced framework subsumes the various existing…
Generalized linear bandits have been extensively studied due to their broad applicability in real-world online decision-making problems. However, these methods typically assume that the expected reward function is known to the users, an…
We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the…
In the Best-$K$ identification problem (Best-$K$-Arm), we are given $N$ stochastic bandit arms with unknown reward distributions. Our goal is to identify the $K$ arms with the largest means with high confidence, by drawing samples from the…
Several sparsity-constrained algorithms such as Orthogonal Matching Pursuit or the Frank-Wolfe algorithm with sparsity constraints work by iteratively selecting a novel atom to add to the current non-zero set of variables. This selection…
We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…
This paper explores the application of bandit algorithms in both stochastic and adversarial settings, with a focus on theoretical analysis and practical applications. The study begins by introducing bandit problems, distinguishing between…
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…
We study the real-valued combinatorial pure exploration of the multi-armed bandit in the fixed-budget setting. We first introduce the Combinatorial Successive Asign (CSA) algorithm, which is the first algorithm that can identify the best…
By exploiting ultrafast and irregular time series generated by lasers with delayed feedback, we have previously demonstrated a scalable algorithm to solve multi-armed bandit (MAB) problems utilizing the time-division multiplexing of laser…
Stochastic linear bandits are a natural and well-studied model for structured exploration/exploitation problems and are widely used in applications such as online marketing and recommendation. One of the main challenges faced by…
The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of…