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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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65130195260 · Jun 202019922001200920172026
48 results for Gaussian bandits

Gaussian prior and likelihood improve bandit learning performance.

problem Improving bandit learning with misspecified Gaussian distributions.
method An agent with a bounded information ratio interacts with a Bernoulli bandit based on a Gaussian prior and likelihood.
result The regret increase is at most linear in the square-root of the time horizon for diffuse distributions.

Thompson Sampling bounds for contextual bandits with sub-Gaussian rewards.

problem Improving the performance of Thompson Sampling in contextual bandits with sub-Gaussian rewards.
method Proved comprehensive bounds on Thompson Sampling expected cumulative regret based on mutual information and lifted information ratio for sub-Gaussian rewards.
result Explicit regret bounds for various contextual bandit scenarios.

Optimizes arm selection with side information in Gaussian bandits.

problem Optimizing arm selection with side information in Gaussian bandits.
method Constructs an LP-based asymptotic instance-dependent lower bound on the regret and develops the first known asymptotically optimal algorithm.
result First known asymptotically optimal algorithm for Gaussian bandits with side information.

Paper proposes no-regret algorithms for private GP bandit optimization.

problem Private Gaussian process bandit optimization.
method Combines uniform kernel approximator with random perturbations for differentially private GP bandit algorithms.
result Provable no-regret algorithms for stationary kernel functions in two DP settings.

Polynomial-time method solves complex combinatorial semi-bandits.

problem Optimal strategies for combinatorial semi-bandits with uncorrelated Gaussian rewards.
method Proposes a polynomial-time method to solve the Graves-Lai optimization problem for various combinatorial structures.
result First known approach to implement asymptotically optimal algorithms in polynomial time for combinatorial semi-bandits.

A new algorithm uses concavity in Gaussian processes to optimize decisions in bandit problems.

problem Optimizing decisions in sequential problems with context-dependent rewards.
method Proposes a UCB algorithm using a shape-constrained reward function estimator based on a Gaussian Process model with concavity constraints.
result Derives regret bounds for the proposed UCB algorithm.

Improved statistical efficiency of Thompson Sampling for combinatorial semi-bandits.

problem Efficiency of policies in stochastic combinatorial multi-armed bandits with semi-bandit feedback.
method Analysis of Combinatorial Thompson Sampling (CTS) using Beta and Gaussian priors for mutually independent and multivariate sub-Gaussian outcomes.
result CTS provides an efficient policy with optimal asymptotic regret for both mutually independent and multivariate sub-Gaussian outcomes.

A new method optimizes in nonstationary environments with many arms efficiently.

problem Optimizing in nonstationary environments with a large number of arms.
method Gaussian interpolation to learn continuous Lipschitz reward functions in nonstationary environments.
result Efficiently learns continuous Lipschitz reward functions with O(T)\mathcal{O}^*(\sqrt{T}) cumulative regret.

This paper studies adversarial attacks on Gaussian process bandits.

problem Adversarial attacks on Gaussian process bandits to manipulate optimal function regions.
method Proposes various adversarial attack methods on GP bandits, including white-box and black-box attacks.
result Adversarial attacks can force GP bandits to optima in target regions even with low attack budgets.

Improved GP bandit algorithms for noiseless, varying noise, and RKHS norms.

problem Minimizing regret in Gaussian process bandits with unknown reward functions.
method New upper bound on maximum posterior variance, refined MVR and PE algorithms.
result Optimal regret bounds for noiseless, varying noise, and RKHS norms.

New algorithm reduces semi-bandit regret using covariance estimates.

problem Complexity of semi-bandits due to joint distribution of outcomes.
method Develops a new sub-exponential distribution family and an algorithm using covariance estimates.
result Proves a new lower bound on expected regret and constructs an algorithm with asymptotic analysis.

Study lenient regret and good-action identification in Gaussian process bandits.

problem Optimizing function values above a certain threshold in Gaussian process bandits.
method Study lenient regret notions and introduce algorithms for finding good actions.
result Upper and lower bounds on lenient regret for GP-UCB and elimination algorithms.

Modified Meta-TS for linear contextual bandits reduces regret.

problem Optimizing decision-making in dynamic environments with context vectors.
method Meta-TSLB algorithm for linear contextual bandits, analyzing Bayes regret.
result Derives an O((m+log(m))nlog(n)) O((m+\log(m))\sqrt{n\log(n)}) bound on Bayes regret.

New algorithm reduces regret in multi-armed bandit problems with Gaussian rewards.

problem Optimizing decisions in multi-armed bandit problems with Gaussian rewards.
method Proposed TSCG and UTSCG algorithms using Thompson Sampling with Gaussian prior.
result Achieved lower regret bounds for optimal arm selection.

A batched Gaussian Process bandit optimization method achieves near-optimal regret bounds.

problem Black-box optimization with limited function evaluations.
method Batched Gaussian Process bandit optimization algorithm.
result Achieves near-optimal cumulative regret bound of O(TγT)O^\ast(\sqrt{Tγ_T}) using O(loglogT)O(\log\log T) batches.

Nonparametric Thompson Sampling achieves optimal regret for risk-averse bandits with sub-Gaussian rewards.

problem Optimizing risk-averse bandit problems with sub-Gaussian rewards.
method Anchor-free nonparametric Thompson Sampling algorithm ρextNPTSSGρ ext{-}NPTS_{\mathrm{SG}}.
result Achieves regret matching the instance-dependent lower bound to leading order in logn\log n.

A new strategy for identifying the best arm in Gaussian bandits with improved exploration.

problem Best-arm identification for Gaussian bandits with bounded means and unit variance.
method Exploration-Biased Sampling, a non-asymptotic approach with improved exploration behavior.
result Improved exploration behavior makes the strategy more stable and interpretable.

Paper establishes lower bounds for Gaussian process bandit optimization under various perturbation models.

problem Lower bounds for Gaussian process bandit optimization in noisy and robust settings.
method Novel proof techniques for standard and robust settings, including deterministic strategies.
result Demonstrates inevitable joint dependence of cumulative regret on corruption level and time horizon in robust settings.

The paper extends physics-based information maximization to complex bandit problems.

problem Designing efficient decision-making policies for complex bandit problems.
method Information and free-energy maximization principles adapted to three distinct bandit types.
result Information maximization leads to strong performance in complex bandit problems.

Algorithm optimizes collaborative learning among distributed clients using kernel-based bandits.

problem Optimizing personalized objectives in a distributed system with limited global information.
method Kernel-based bandit framework with surrogate Gaussian process models, sparse approximations.
result Order-optimal regret performance (up to polylogarithmic factors) and reduced communication overhead.

The paper improves bounds on regret in Gaussian process bandits.

problem Sequential optimization of expensive, possibly non-convex functions with noisy feedback.
method Analyzes maximal information gain and decay rates of GP kernel eigenvalues to improve regret bounds.
result General bounds on maximal information gain and improved regret bounds for various settings, including Matérn kernels.

New method reduces GP bandit complexity while maintaining good performance.

problem Computational burden in Bayesian optimization with Gaussian processes.
method Information thresholding to compress GP posterior and reduce complexity.
result Sublinear regret bounds with sublinear posterior complexity.

We investigate the use of bootstrapping in the bandit setting. We first show that the commonly used non-parametric bootstrapping (NPB) procedure can be provably inefficient and establish a near-linear lower bound on the regret incurred by it under the bandit model with Bernoulli rewards. We show that NPB with an approp…

2018-05-24abs ↗pdf ↗

The stochastic multi-armed bandit problem is well understood when the reward distributions are sub-Gaussian. In this paper we examine the bandit problem under the weaker assumption that the distributions have moments of order 1+ε, for some ε(0,1]ε\in (0,1]. Surprisingly, moments of order 2 (i.e., finite variance) are suffi…

2012-09-08abs ↗pdf ↗

Thompson Sampling tackles noisy context in stochastic bandits.

problem Designing an action policy for noisy, corrupted contexts in stochastic bandits.
method Introducing a Thompson Sampling algorithm for Gaussian bandits with Gaussian context noise, adopting an information-theoretic analysis.
result Demonstrates the Bayesian regret of the proposed algorithm concerning the oracle's action policy.

LinMED is a new linear bandit algorithm with near-optimal regret bound.

problem Optimizing decision-making in linear bandit problems with sub-Gaussian distributions.
method LinMED is a randomized linear bandit algorithm with closed-form arm sampling probabilities.
result LinMED achieves a near-optimal regret bound of dnd\sqrt{n} up to logarithmic factors.

New algorithms for optimizing functions with noisy feedback, even when the model is misspecified.

problem Optimizing a black-box function with noisy bandit feedback, especially when the model is misspecified.
method Developed two algorithms based on Gaussian process methods: EC-GP-UCB and Phased GP Uncertainty Sampling.
result Achieved optimal dependence on misspecification error without prior knowledge, and effective in stochastic contextual settings.

A bandit algorithm reduces regret in noisy, communication-constrained feedback.

problem Distributed stochastic multi-armed bandit with noisy, communication-constrained feedback.
method Proposes a multi-phase bandit algorithm, UE-UCB++, that matches an information-theoretic lower bound.
result Matches an information-theoretic lower bound of Ω(√(KT/σ²)) on the minimax regret.

A new algorithm balances global reward and group constraints in federated multi-armed bandits.

problem Maximizing global reward while protecting client privacy in federated learning.
method Combinatorial contextual bandit with group constraints, using a two-output Gaussian process.
result TCGP-UCB incurs low regret, balancing super arm reward and group reward constraints.

Method predicts future rewards from past actions in a linear Gaussian system.

problem Maximizing cumulative reward in a stochastic multi-armed bandit with linear Gaussian dynamics.
method Proposes a method using a modified Kalman filter to predict future rewards based on past rewards.
result Reward from any action can be used to predict another action's future reward.

CRIMED optimizes regret in bandits with unbounded stochastic corruption.

problem Minimizing regret in bandits with arbitrary unbounded corruptions.
method Introduces CRIMED, an asymptotically-optimal algorithm for Gaussian distributions with known variance.
result Achieves exact lower bound on regret for Gaussian distributions with high corruption probability.

New algorithms for generalized linear bandits with unknown reward functions.

problem Misspecification of reward functions in existing bandit algorithms.
method Introducing single index bandits, proposing STOR, ESTOR, and GSTOR algorithms.
result Achieved nearly optimal regret bound of ildeOT(T) ilde{O}_T(\sqrt{T}).