activity
20062023
most citedKullback-Leibler upper confidence bounds for optimal sequential allocation

177 citations · 446 across the 23 of their papers we have counts for

collaborators

26 papers

stat.ML2023★ 1 cited

Parameter-free projected gradient descent

Evgenii Chzhen, Christophe Giraud, Gilles Stoltz

We consider the problem of minimizing a convex function over a closed convex set, with Projected Gradient Descent (PGD). We propose a fully parameter-free version of AdaGrad, which…

stat.ML2023

Small Total-Cost Constraints in Contextual Bandits with Knapsacks, with Application to Fairness

Evgenii Chzhen, Christophe Giraud, Zhen Li +1

We consider contextual bandit problems with knapsacks [CBwK], a problem where at each round, a scalar reward is obtained and vector-valued costs are suffered. The learner aims to m…

cs.LG2022

On Best-Arm Identification with a Fixed Budget in Non-Parametric Multi-Armed Bandits

Antoine Barrier, Aurélien Garivier, Gilles Stoltz

We lay the foundations of a non-parametric theory of best-arm identification in multi-armed bandits with a fixed budget T. We consider general, possibly non-parametric, models D fo…

cs.LG2022★ 1 cited

Contextual Bandits with Knapsacks for a Conversion Model

Zhen Li, Gilles Stoltz

We consider contextual bandits with knapsacks, with an underlying structure between rewards generated and cost vectors suffered. We do so motivated by sales with commercial discoun…

cs.LG2021★ 1 cited

A Unified Approach to Fair Online Learning via Blackwell Approachability

Evgenii Chzhen, Christophe Giraud, Gilles Stoltz

We provide a setting and a general approach to fair online learning with stochastic sensitive and non-sensitive contexts. The setting is a repeated game between the Player and Natu…

stat.ML2020

Diversity-Preserving K-Armed Bandits, Revisited

Hédi Hadiji, Sébastien Gerchinovitz, Jean-Michel Loubes +1

We consider the bandit-based framework for diversity-preserving recommendations introduced by Celis et al. (2019), who approached it in the case of a polytope mainly by a reduction…