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.
Study non-linear combinatorial bandits with polynomial rewards, finding significant differences from linear cases.
problem Adversarial combinatorial bandits with general non-linear reward functions.
method Extending existing work on adversarial linear combinatorial bandits, analyzing minimax optimal regret for polynomial and non-polynomial reward functions.
result Minimax optimal regret bounds for adversarial combinatorial bandits with general non-linear reward functions.
We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of O(τ(ln∣S∣+ln∣A∣)Tln(T)), where S is the state space, A is the action space, τ is the mixing time of the MDP, and $…
The explore{exploit dilemma is one of the central challenges in Reinforcement Learning (RL). Bayesian RL solves the dilemma by providing the agent with information in the form of a prior distribution over environments; however, full Bayesian planning is intractable. Planning with the mean MDP is a common myopic approxi…
We study the problem of stochastic combinatorial pure exploration (CPE), where an agent sequentially pulls a set of single arms (a.k.a. a super arm) and tries to find the best super arm. Among a variety of problem settings of the CPE, we focus on the full-bandit setting, where we cannot observe the reward of each singl…
We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same product recommendation repeatedly) or infeasible (e.g. compute job scheduling on ma…
New method for efficient online exploration in RLHF reduces regret.
problem Efficiently collecting new preference data in RLHF to refine reward model and policy.
method Proposes a new exploration scheme that directs preference queries toward reducing uncertainty in reward differences most relevant to policy improvement.
result Establishes regret bounds of order T(β+1)/(β+2) for online RLHF, with polynomial scaling in all model parameters.
We tackle the problem of acting in an unknown finite and discrete Markov Decision Process (MDP) for which the expected shortest path from any state to any other state is bounded by a finite number D. An MDP consists of S states and A possible actions per state. Upon choosing an action at at state st, one re…
In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on the entire distributions of these variables. Our framework enables a much larger c…
In many settings (e.g., robotics) demonstrations provide a natural way to specify tasks; however, most methods for learning from demonstrations either do not provide guarantees that the artifacts learned for the tasks, such as rewards or policies, can be safely composed and/or do not explicitly capture history dependen…
We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving noise and reward feedback. We show that these methods provably converge to within a…
We consider a stochastic continuum armed bandit problem where the arms are indexed by the ℓ2 ball Bd(1+ν) of radius 1+ν in Rd. The reward functions r:Bd(1+ν)→R are considered to intrinsically depend on k≪d unknown linear parameters so that $r(\mathbf{x}) = g(\ma…
We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm achieves square-root regret in bandits, and inverse-square-root error in optimisation, …
We introduce a new class of reinforcement learning methods referred to as {\em episodic multi-armed bandits} (eMAB). In eMAB the learner proceeds in {\em episodes}, each composed of several {\em steps}, in which it chooses an action and observes a feedback signal. Moreover, in each step, it can take a special action, c…
Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional to a polynomial function of the context dimension, d. In many applications ho…