相关论文: Preference-based Pure Exploration

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

We study the fixed-confidence best arm identification (BAI) problem within the multi-armed bandit (MAB) framework under the Entropic Value-at-Risk (EVaR) criterion. Our analysis considers a nonparametric setting, allowing for general reward…

I study adversarial attacks against stochastic bandit algorithms. At each round, the learner chooses an arm, and a stochastic reward is generated. The adversary strategically adds corruption to the reward, and the learner is only able to…

We consider the problem of Combinatorial Pure Exploration (CPE), which deals with finding a combinatorial set or arms with a high reward, when the rewards of individual arms are unknown in advance and must be estimated using arm pulls.…

We study the linear contextual bandit problem where an agent has to select one candidate from a pool and each candidate belongs to a sensitive group. In this setting, candidates' rewards may not be directly comparable between groups, for…

Bandit algorithms have garnered significant attention due to their practical applications in real-world scenarios. However, beyond simple settings such as multi-arm or linear bandits, optimal algorithms remain scarce. Notably, no optimal…

In this paper,we consider the restless bandit problem, which is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. However, it is known be PSPACE-Hard to approximate to…

This paper considers the multi-armed bandit problem with multiple simultaneous arm pulls. We develop a new `irrevocable' heuristic for this problem. In particular, we do not allow recourse to arms that were pulled at some point in the past…

We consider a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem…

We consider a good arm identification problem in a stochastic bandit setting with multi-objectives, where each arm $i \in [K]$ is associated with a distribution $D_i$ defined over $R^M$. For each round $t$, the player pulls an arm $i_t$ and…

Combinatorial optimization is one of the fundamental research fields that has been extensively studied in theoretical computer science and operations research. When developing an algorithm for combinatorial optimization, it is commonly…

Conveying complex objectives to reinforcement learning (RL) agents often requires meticulous reward engineering. Preference-based RL methods are able to learn a more flexible reward model based on human preferences by actively incorporating…

In this paper, we study the pure exploration bandit model on general distribution functions, which means that the reward function of each arm depends on the whole distribution, not only its mean. We adapt the racing framework and LUCB…

In this paper, we consider several finite-horizon Bayesian multi-armed bandit problems with side constraints which are computationally intractable (NP-Hard) and for which no optimal (or near optimal) algorithms are known to exist with…

Most bandit algorithms assume that the reward variances or their upper bounds are known, and that they are the same for all arms. This naturally leads to suboptimal performance and higher regret due to variance overestimation. On the other…

Combinatorial Multi-Armed Bandit with fairness constraints is a framework where multiple arms form a super arm and can be pulled in each round under uncertainty to maximize cumulative rewards while ensuring the minimum average reward…

We study a bandit problem where observations from each arm have an exponential family distribution and different arms are assigned independent conjugate priors. At each of n stages, one arm is to be selected based on past observations. The…

This paper studies active learning in the context of robust statistics. Specifically, we propose a variant of the Best Arm Identification problem for \emph{contaminated bandits}, where each arm pull has probability $\varepsilon$ of…

In multi-armed bandits, the tasks of reward maximization and pure exploration are often at odds with each other. The former focuses on exploiting arms with the highest means, while the latter may require constant exploration across all…

Many real-world applications are characterized by a number of conflicting performance measures. As optimizing in a multi-objective setting leads to a set of non-dominated solutions, a preference function is required for selecting the…