We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means. While classically the mean rewards of the $K$ arms are stable in time, in Shifting Means only the gaps $\boldsymbol{\Delta}$ between mean rewards are stable, while their...
Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal et al.· 0 citations
Saddle-point problems play an important role in modern machine learning, including robust optimization and algorithmic fairness. We investigate structured convex--concave minimax problems where the primal variable lies in a high-dimensional, unconstrained space $\mathbb{R}^d$, while the dual variable is confined to a c...
Clément Lezane, Sophie Langer, Wouter M. Koolen· 0 citations
In real-world decision-making problems, one needs to pick among multiple policies the one that performs best while respecting economic constraints. This motivates the problem of constrained best-arm identification for bandit problems where every arm is a joint distribution of reward and cost. We investigate the general...
Tyron Lardy, Christina Katsimerou, Wouter M. Koolen· Neural Information Processin...· 0 citations
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.