arXiv research

A classic setting of the stochastic K-armed bandit problem is considered in this note. In this problem it has been known that KL-UCB policy achieves the asymptotically optimal regret bound and KL-UCB+ policy empirically performs better than the KL-UCB policy although the regret bound for the original form of the KL-UCB…

The paper tackles best arm identification with minimal regret in experiments.

New algorithm outperforms existing ones in multi-player bandit problems without sensing.

In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g., UCB1) or optimal and computationally complex (e.g., kl-UCB). We propose a boosting a…

Adaptive KL-UCB algorithm for Markov and i.i.d. rewards.

This paper is about index policies for minimizing (frequentist) regret in a stochastic multi-armed bandit model, inspired by a Bayesian view on the problem. Our main contribution is to prove that the Bayes-UCB algorithm, which relies on quantiles of posterior distributions, is asymptotically optimal when the reward dis…

In this paper we propose and explore the k-Nearest Neighbour UCB algorithm for multi-armed bandits with covariates. We focus on a setting where the covariates are supported on a metric space of low intrinsic dimension, such as a manifold embedded within a high dimensional ambient feature space. The algorithm is concept…

New findings show many popular bandit algorithms are unstable, contradicting minimax optimality.

We propose the kl-UCB ++ algorithm for regret minimization in stochastic bandit models with exponential families of distributions. We prove that it is simultaneously asymptotically optimal (in the sense of Lai and Robbins' lower bound) and minimax optimal. This is the first algorithm proved to enjoy these two propertie…

We consider $K$-armed stochastic bandits and consider cumulative regret bounds up to time $T$. We are interested in strategies achieving simultaneously a distribution-free regret bound of optimal order $\sqrt{KT}$ and a distribution-dependent regret that is asymptotically optimal, that is, matching the $κ\ln T$ lower b…

We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an asymptotic regret lower bound for any uniformly efficient algorithm in our setting. …

We introduce GLR-klUCB, a novel algorithm for the piecewise iid non-stationary bandit problem with bounded rewards. This algorithm combines an efficient bandit algorithm, kl-UCB, with an efficient, parameter-free, changepoint detector, the Bernoulli Generalized Likelihood Ratio Test, for which we provide new theoretica…

Originally motivated by default risk management applications, this paper investigates a novel problem, referred to as the profitable bandit problem here. At each step, an agent chooses a subset of the K possible actions. For each action chosen, she then receives the sum of a random number of rewards. Her objective is t…

The paper analyzes the sliding regret of stochastic bandit algorithms.

A Klein surface is a surface with a dianalytic structure. A double of a Klein surface $X$ is a Klein surface $Y$ such that there is a degree two morphism (of Klein surfaces) $Y\rightarrow X$. There are many doubles of a given Klein surface and among them the so-called natural doubles which are: the complex double, the …

We define a general notion of abstract double Lie algebroid. We show (1) that the double Lie algebroid of a double Lie groupoid is a double Lie algebroid in this sense; (2) that the double cotangent constructed from Lie algebroid structures on a vector bundle A and its dual A* is a double Lie algebroid if and only if (…

The word `double' was used by Ehresmann to mean `an object X in the category of all X'. Double categories, double groupoids and double vector bundles are instances, but the notion of Lie algebroid cannot readily be doubled in the Ehresmann sense, since a Lie algebroid bracket cannot be defined diagrammatically. In this…

We define double principal bundles (DPBs), for which the frame bundle of a double vector bundle, double Lie groups and double homogeneous spaces are basic examples. It is shown that a double vector bundle can be realized as the associated bundle of its frame bundle. Also dual structures, gauge transformations and conne…

Generalizes Hecke algebra for double torus, linking to skein algebra.

Introduces Poisson double algebroids and their relation to Lie 2-bialgebras.

Survey of global geometry for double field theory.

A new algorithm for better decision-making in recommendation systems.

This paper establishes an equivalence between transitive double Lie algebroids and core diagrams.

We define an abstract notion of double Lie algebroid, which includes as particular cases: (1) the double Lie algebroid of a double Lie groupoid in the sense of the author, such as the iterated tangent bundle of an ordinary manifold, and various iterated tangent/cotangent constructions in symplectic and Poisson geometry…

We develop new algebraic methods refining the Witt group of linking forms and Ranicki's torsion algebraic L-groups into double Witt groups and double L-groups. At each prime ideal of the underlying ring, our double Witt groups capture infinitely many more integral signatures of the linking form than the single Witt gro…

A theory of double affine and special double affine bundles, i.e. differential manifolds with two compatible (special) affine bundle structures, is developed as an affine counterpart of the theory of double vector bundles. The motivation and basic examples come from Analytical Mechanics, where double affine bundles hav…

Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.

We show that if K is any knot whose Ozsvath-Szabo concordance invariant tau(K) is positive, the all-positive Whitehead double of any iterated Bing double of K is topologically but not smoothly slice. We also show that the all-positive Whitehead double of any iterated Bing double of the Hopf link (e.g., the all-positive…

For compact real manifolds, a new double conformal invariant is constructed using the Wodzicki residue and the $d$ operator in the framework of Connes. In the flat case, we compute this double conformal invariant, and in some special cases, we also compute this double conformal invariants. For complex manifolds, a new …

We complete the construction of the double Lie algebroid of a double Lie groupoid begun in the first paper of this title. We show that the Lie algebroid structure of an LA--groupoid may be prolonged to the Lie algebroid of its Lie groupoid structure; in the case of a double groupoid this prolonged structure for either …

LA-Courant algebroids link double Lie bialgebroids via Manin triples.

Study on Whitehead doubles and their sliceness properties.

Double-well transitions are stiffer than minimal surfaces.

We provide criteria ensuring that a tunnel number one knot $K$ is not determined by its double branched cover, in the sense that the double branched cover is also the double branched cover of a knot $K'$ not equivalent to $K$.

Double descent phenomenon explained in simple terms.

Characterizes a specific type of Courant algebroid with a Calabi-Yau structure.

Double Lie algebroids were discovered by Kirill Mackenzie from the study of double Lie groupoids and were defined in terms of rather complicated conditions making use of duality theory for Lie algebroids and double vector bundles. In this paper we establish a simple alternative characterization of double Lie algebroids…

The tetrus is a sort of big brother to the tripus, W.P. Thurston's example of a compact hyperbolic 3-manifold with totally geodesic boundary. We describe a sixfold cover of the double of the tetrus, itself a double, which fibers over the circle with fiber a closed surface of genus 19. We also record arithmeticity of th…

Whitehead doubles have matching meridional rank and bridge number.

We show how the double vector bundle structure of the manifold of double velocities, with its submanifolds of holonomic and semiholonomic double velocities, is mirrored by a structure of holonomic and semiholonomic subgroups in the principal prolongation of the first jet group. We use the actions of these groups to con…

The study finds infinitely many counterexamples to a generalized Double Soul Conjecture.

Serverless cloud computing speeds up double machine learning model estimation.

Rotationally symmetric solutions persist after mean curvature flow starts from a double cone.

The difference between slice and doubly-slice knots is reflected in algebra by the difference between metabolic and hyperbolic Blanchfield linking forms. We exploit this algebraic distinction to refine the classical Witt group of linking forms by defining a `double Witt group' of linking forms. We calculate the double …

The most important examples of a double vector bundle are provided by iterated tangent and cotangent functors: TTM, TT^*M, T^*TM, and T^*T^*M. We introduce the notions of the dual double vector bundle and the dual double vector bundle morphism. Theorems on canonical isomorphisms are formulated and proved. Several examp…

Defines doubling conditions for Lorentzian spaces linked to curvature bounds.

Characterizes critical points in convex double and triple bubbles.

The paper defines new knot genera and finds bounds for stabilization distances.