3 papers
cs.LG2023
A Risk-Averse Framework for Non-Stationary Stochastic Multi-Armed Bandits
Reda Alami, Mohammed Mahfoud, Mastane Achab
In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon . While the choice of a strategy that a…
cs.LG2023
Restarted Bayesian Online Change-point Detection for Non-Stationary Markov Decision Processes
Reda Alami, Mohammed Mahfoud, Eric Moulines
We consider the problem of learning in a non-stationary reinforcement learning (RL) environment, where the setting can be fully described by a piecewise stationary discrete-time Ma…
stat.ML2023
Optimizing Orthogonalized Tensor Deflation via Random Tensor Theory
Mohamed El Amine Seddik, Mohammed Mahfoud, Merouane Debbah
This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the und…