相关论文: Constrained Linear Thompson Sampling

This work tackles the complexities of multi-player scenarios in \emph{unknown games}, where the primary challenge lies in navigating the uncertainty of the environment through bandit feedback alongside strategic decision-making. We…

We discuss a multiple-play multi-armed bandit (MAB) problem in which several arms are selected at each round. Recently, Thompson sampling (TS), a randomized algorithm with a Bayesian spirit, has attracted much attention for its empirically…

In this paper we consider Thompson Sampling (TS) for combinatorial semi-bandits. We demonstrate that, perhaps surprisingly, TS is sub-optimal for this problem in the sense that its regret scales exponentially in the ambient dimension, and…

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…

We address the problem of regret minimization in logistic contextual bandits, where a learner decides among sequential actions or arms given their respective contexts to maximize binary rewards. Using a fast inference procedure with…

The problem of two-sided matching markets has a wide range of real-world applications and has been extensively studied in the literature. A line of recent works have focused on the problem setting where the preferences of one-side market…

This paper unifies the design and the analysis of risk-averse Thompson sampling algorithms for the multi-armed bandit problem for a class of risk functionals $\rho$ that are continuous and dominant. We prove generalised concentration bounds…

We define a novel family of algorithms for the adversarial multi-armed bandit problem, and provide a simple analysis technique based on convex smoothing. We prove two main results. First, we show that regularization via the \emph{Tsallis…

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

We explore a stochastic contextual linear bandit problem where the agent observes a noisy, corrupted version of the true context through a noise channel with an unknown noise parameter. Our objective is to design an action policy that can…

This paper considers stochastic linear bandits with general nonlinear constraints. The objective is to maximize the expected cumulative reward over horizon $T$ subject to a set of constraints in each round $\tau\leq T$. We propose a…

Thompson Sampling is a well established approach to bandit and reinforcement learning problems. However its use in continuum armed bandit problems has received relatively little attention. We provide the first bounds on the regret of…

Explicit chain-of-thought (CoT) reasoning substantially improves the reasoning ability of large language models (LLMs), but incurs high inference cost due to lengthy autoregressive traces. Existing latent reasoning methods offer a promising…

Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…

We study the multinomial logit (MNL) contextual bandit problem for sequential assortment selection. Although most existing research assumes utility functions to be linear in item features, this linearity assumption restricts the modeling of…

Motivated by the concept of satisficing in decision-making, we consider the problem of satisficing regret minimization in bandit optimization. In this setting, the learner aims at selecting satisficing arms (arms with mean reward exceeding…

We propose algorithms based on a multi-level Thompson sampling scheme, for the stochastic multi-armed bandit and its contextual variant with linear expected rewards, in the setting where arms are clustered. We show, both theoretically and…

This paper presents a new approach for batch Bayesian Optimization (BO) called Thompson Sampling-Regret to Sigma Ratio directed sampling (TS-RSR), where we sample a new batch of actions by minimizing a Thompson Sampling approximation of a…

We investigate properties of Thompson Sampling in the stochastic multi-armed bandit problem with delayed feedback. In a setting with i.i.d delays, we establish to our knowledge the first regret bounds for Thompson Sampling with arbitrary…

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…