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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Pure Exploration under Mediators' Feedback
Riccardo Poiani, Alberto Maria Metelli, Marcello Restelli · 2023-08-30 · via stat.ML updates on arXiv.org

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal of the agent lies in finding the optimal arm, i.e., the one with highest expected reward, as accurately and efficiently as possible. Nevertheless, the sequential interaction protocol of classical BAI problems, where the agent has complete control over the arm being pulled at each round, does not effectively model several decision-making problems of interest (e.g., off-policy learning, partially controllable environments, and human feedback). For this reason, in this work, we propose a novel strict generalization of the classical BAI problem that we refer to as best-arm identification under mediators' feedback (BAI-MF). More specifically, we consider the scenario in which the learner has access to a set of mediators, each of which selects the arms on the agent's behalf according to a stochastic and possibly unknown policy. The mediator, then, communicates back to the agent the pulled arm together with the observed reward. In this setting, the agent's goal lies in sequentially choosing which mediator to query to identify with high probability the optimal arm while minimizing the identification time, i.e., the sample complexity. To this end, we first derive and analyze a statistical lower bound on the sample complexity specific to our general mediator feedback scenario. Then, we propose a sequential decision-making strategy for discovering the best arm under the assumption that the mediators' policies are known to the learner. As our theory verifies, this algorithm matches the lower bound both almost surely and in expectation. Finally, we extend these results to cases where the mediators' policies are unknown to the learner obtaining comparable results.