output
20192022
most citedA Practical Algorithm for Multiplayer Bandits when Arm Means Vary Among Players

31 citations

21 papers

stat.ML2022★ 1 cited

Risk-aware linear bandits with convex loss

Patrick Saux, Odalric-Ambrym Maillard

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively stud…

stat.ML2022

Choosing Answers in -Best-Answer Identification for Linear Bandits

Marc Jourdan, Rémy Degenne

In pure-exploration problems, information is gathered sequentially to answer a question on the stochastic environment. While best-arm identification for linear bandits has been ext…

stat.ML2022★ 2 cited

Top Two Algorithms Revisited

Marc Jourdan, Rémy Degenne, Dorian Baudry +2

Top Two algorithms arose as an adaptation of Thompson sampling to best arm identification in multi-armed bandit models (Russo, 2016), for parametric families of arms. They select t…

cs.LG2022★ 9 cited

How Biased are Your Features?: Computing Fairness Influence Functions with Global Sensitivity Analysis

Bishwamittra Ghosh, Debabrota Basu, Kuldeep S. Meel

Fairness in machine learning has attained significant focus due to the widespread application in high-stake decision-making tasks. Unregulated machine learning classifiers can exhi…

cs.LG2022★ 1 cited

Bandits Corrupted by Nature: Lower Bounds on Regret and Robust Optimistic Algorithm

Debabrota Basu, Odalric-Ambrym Maillard, Timothée Mathieu

We study the corrupted bandit problem, i.e. a stochastic multi-armed bandit problem with unknown reward distributions, which are heavy-tailed and corrupted by a history-indepen…

cs.LG2022★ 1 cited

Bregman Deviations of Generic Exponential Families

Sayak Ray Chowdhury, Patrick Saux, Odalric-Ambrym Maillard +1

We revisit the method of mixture technique, also known as the Laplace method, to study the concentration phenomenon in generic exponential families. Combining the properties of Bre…

stat.ML2021

From Optimality to Robustness: Dirichlet Sampling Strategies in Stochastic Bandits

Dorian Baudry, Patrick Saux, Odalric-Ambrym Maillard

The stochastic multi-arm bandit problem has been extensively studied under standard assumptions on the arm's distribution (e.g bounded with known support, exponential family, etc).…

cs.LG2021★ 9 cited

Concave Utility Reinforcement Learning: the Mean-Field Game Viewpoint

Matthieu Geist, Julien Pérolat, Mathieu Laurière +5

Concave Utility Reinforcement Learning (CURL) extends RL from linear to concave utilities in the occupancy measure induced by the agent's policy. This encompasses not only RL but a…

cs.LG2021★ 5 cited

Stochastic Shortest Path: Minimax, Parameter-Free and Towards Horizon-Free Regret

Jean Tarbouriech, Runlong Zhou, Simon S. Du +3

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We desi…

math.ST2021★ 17 cited

Concentration study of M-estimators using the influence function

Timothée Mathieu

We present a new finite-sample analysis of M-estimators of locations in using the tool of the influence function. In particular, we show that the deviations of an M-…

cs.LG2021★ 5 cited

Offline Reinforcement Learning with Pseudometric Learning

Robert Dadashi, Shideh Rezaeifar, Nino Vieillard +3

Offline Reinforcement Learning methods seek to learn a policy from logged transitions of an environment, without any interaction. In the presence of function approximation, and und…

stat.ML2021★ 10 cited

UCB Momentum Q-learning: Correcting the bias without forgetting

Pierre Menard, Omar Darwiche Domingues, Xuedong Shang +1

We propose UCBMQ, Upper Confidence Bound Momentum Q-learning, a new algorithm for reinforcement learning in tabular and possibly stage-dependent, episodic Markov decision process.…

cs.AI2021

On Meritocracy in Optimal Set Selection

Thomas Kleine Buening, Meirav Segal, Debabrota Basu +2

Typically, merit is defined with respect to some intrinsic measure of worth. We instead consider a setting where an individual's worth is \emph{relative}: when a Decision Maker (DM…

cs.LG2021★ 3 cited

SENTINEL: Taming Uncertainty with Ensemble-based Distributional Reinforcement Learning

Hannes Eriksson, Debabrota Basu, Mina Alibeigi +1

In this paper, we consider risk-sensitive sequential decision-making in Reinforcement Learning (RL). Our contributions are two-fold. First, we introduce a novel and coherent quanti…

cs.LG2020★ 8 cited

Optimal Thompson Sampling strategies for support-aware CVaR bandits

Dorian Baudry, Romain Gautron, Emilie Kaufmann +1

In this paper we study a multi-arm bandit problem in which the quality of each arm is measured by the Conditional Value at Risk (CVaR) at some level alpha of the reward distributio…

cs.LG2020

Stochastic Bandits with Vector Losses: Minimizing -Norm of Relative Losses

Xuedong Shang, Han Shao, Jian Qian

Multi-armed bandits are widely applied in scenarios like recommender systems, for which the goal is to maximize the click rate. However, more factors should be considered, e.g., us…

cs.LG2020★ 5 cited

Episodic Reinforcement Learning in Finite MDPs: Minimax Lower Bounds Revisited

Omar Darwiche Domingues, Pierre Ménard, Emilie Kaufmann +1

In this paper, we propose new problem-independent lower bounds on the sample complexity and regret in episodic MDPs, with a particular focus on the non-stationary case in which the…

cs.LG2020★ 3 cited

Learning Value Functions in Deep Policy Gradients using Residual Variance

Yannis Flet-Berliac, Reda Ouhamma, Odalric-Ambrym Maillard +1

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issu…

cs.AI2020

Justicia: A Stochastic SAT Approach to Formally Verify Fairness

Bishwamittra Ghosh, Debabrota Basu, Kuldeep S. Meel

As a technology ML is oblivious to societal good or bad, and thus, the field of fair machine learning has stepped up to propose multiple mathematical definitions, algorithms, and s…

cs.LG2020★ 1 cited

Improved Exploration in Factored Average-Reward MDPs

Mohammad Sadegh Talebi, Anders Jonsson, Odalric-Ambrym Maillard

We consider a regret minimization task under the average-reward criterion in an unknown Factored Markov Decision Process (FMDP). More specifically, we consider an FMDP where the st…

stat.ML2019★ 31 cited

A Practical Algorithm for Multiplayer Bandits when Arm Means Vary Among Players

Etienne Boursier, Emilie Kaufmann, Abbas Mehrabian +1

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved…