相关论文: Testing the Feasibility of Linear Programs with Ba…
We consider maximizing an unknown monotonic, submodular set function $f: 2^{[n]} \rightarrow [0,1]$ with cardinality constraint under stochastic bandit feedback. At each time $t=1,\dots,T$ the learner chooses a set $S_t \subset [n]$ with…
The stochastic multi-armed bandit model is a simple abstraction that has proven useful in many different contexts in statistics and machine learning. Whereas the achievable limit in terms of regret minimization is now well known, our aim is…
Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…
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…
We consider a replicable stochastic multi-armed bandit algorithm that ensures, with high probability, that the algorithm's sequence of actions is not affected by the randomness inherent in the dataset. Replicability allows third parties to…
Bandits with preference feedback present a powerful tool for optimizing unknown target functions when only pairwise comparisons are allowed instead of direct value queries. This model allows for incorporating human feedback into online…
We study a novel setting in offline reinforcement learning (RL) where a number of distributed machines jointly cooperate to solve the problem but only one single round of communication is allowed and there is a budget constraint on the…
We study the attainable regret for online linear optimization problems with bandit feedback, where unlike the full-information setting, the player can only observe its own loss rather than the full loss vector. We show that the price of…
We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…
In the stochastic linear contextual bandit setting there exist several minimax procedures for exploration with policies that are reactive to the data being acquired. In practice, there can be a significant engineering overhead to deploy…
Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…
Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…
The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem…
We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…
We study contextual linear bandit problems under feature uncertainty, where the features are noisy and have missing entries. To address the challenges posed by this noise, we analyze Bayesian oracles given the observed noisy features. Our…
We study the kernelized bandit problem, that involves designing an adaptive strategy for querying a noisy zeroth-order-oracle to efficiently learn about the optimizer of an unknown function $f$ with a norm bounded by $M<\infty$ in a…
In fixed budget bandit identification, an algorithm sequentially observes samples from several distributions up to a given final time. It then answers a query about the set of distributions. A good algorithm will have a small probability of…
Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…
We study a new class of online learning problems where each of the online algorithm's actions is assigned an adversarial value, and the loss of the algorithm at each step is a known and deterministic function of the values assigned to its…
The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…