33 citations · 106 across the 15 of their papers we have counts for
3 papers · 1 filter
Probabilistic Sequential Shrinking: A Best Arm Identification Algorithm for Stochastic Bandits with Corruptions
Zixin Zhong, Wang Chi Cheung, Vincent Y. F. Tan
We consider a best arm identification (BAI) problem for stochastic bandits with adversarial corruptions in the fixed-budget setting of T steps. We design a novel randomized algorit…
Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism
Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions…
Best Arm Identification for Cascading Bandits in the Fixed Confidence Setting
Zixin Zhong, Wang Chi Cheung, Vincent Y. F. Tan
We design and analyze CascadeBAI, an algorithm for finding the best set of items, also called an arm, within the framework of cascading bandits. An upper bound on the time comp…