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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
Combinatorial Semi-Bandit in the Non-Stationary Environment
Wei Chen, Liwei Wang, Haoyu Zhao, Kai Zheng · 2020-02-10 · via stat.ML updates on arXiv.org

In this paper, we investigate the non-stationary combinatorial semi-bandit problem, both in the switching case and in the dynamic case. In the general case where (a) the reward function is non-linear, (b) arms may be probabilistically triggered, and (c) only approximate offline oracle exists \cite{wang2017improving}, our algorithm achieves $\tilde{\mathcal{O}}(\sqrt{\mathcal{S} T})$ distribution-dependent regret in the switching case, and $\tilde{\mathcal{O}}(\mathcal{V}^{1/3}T^{2/3})$ in the dynamic case, where $\mathcal S$ is the number of switchings and $\mathcal V$ is the sum of the total ``distribution changes''. The regret bounds in both scenarios are nearly optimal, but our algorithm needs to know the parameter $\mathcal S$ or $\mathcal V$ in advance. We further show that by employing another technique, our algorithm no longer needs to know the parameters $\mathcal S$ or $\mathcal V$ but the regret bounds could become suboptimal. In a special case where the reward function is linear and we have an exact oracle, we design a parameter-free algorithm that achieves nearly optimal regret both in the switching case and in the dynamic case without knowing the parameters in advance.