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Memory-Guided Trust-Region Bayesian Optimization (MG-TuRBO) for High Dimensions EngageTriBoost: Predictive Modeling of User Engagement in Digital Mental Health Intervention Using Explainable Machine Learning Reservoir observer enhanced with residual calibration and attention mechanism Efficient RL Training for LLMs with Experience Replay Wireless Communication Enhanced Value Decomposition for Multi-Agent Reinforcement Learning Adversarial Sensor Errors for Safe and Robust Wind Turbine Fleet Control IKKA: Inversion Classification via Critical Anomalies for Robust Visual Servoing Adaptive Simulation Experiment for LLM Policy Optimization EvoLen: Evolution-Guided Tokenization for DNA Language Model Smartwatch-Based Sitting Time Estimation in Real-World Office Settings Structural Evaluation Metrics for SVG Generation via Leave-One-Out Analysis Loom: A Scalable Analytical Neural Computer Architecture Spectral Geometry of LoRA Adapters Encodes Training Objective and Predicts Harmful Compliance Finite-Sample Analysis of Nonlinear Independent Component Analysis:Sample Complexity and Identifiability Bounds How does Chain of Thought decompose complex tasks? 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Solving Inverse Problem for Multi-armed Bandits via Convex Optimization
Hao Zhu, Joschka Boedecker · 2025-01-31 · via cs.LG updates on arXiv.org

We consider the inverse problem of multi-armed bandits (IMAB) that are widely used in neuroscience and psychology research for behavior modelling. We first show that the IMAB problem is not convex in general, but can be relaxed to a convex problem via variable transformation. Based on this result, we propose a two-step sequential heuristic for (approximately) solving the IMAB problem. We discuss a condition where our method provides global solution to the IMAB problem with certificate, as well as approximations to further save computing time. Numerical experiments indicate that our heuristic method is more robust than directly solving the IMAB problem via repeated local optimization, and can achieve the performance of Monte Carlo methods within a significantly decreased running time. We provide the implementation of our method based on CVXPY, which allows straightforward application by users not well versed in convex optimization.

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