4 papers · 1 filter
Bandit Pareto Set Identification in a Multi-Output Linear Model
Cyrille Kone, Emilie Kaufmann, Laura Richert
We study the Pareto Set Identification (PSI) problem in a structured multi-output linear bandit model. In this setting, each arm is associated a feature vector belonging to $\mathb…
Constrained Pareto Set Identification with Bandit Feedback
Cyrille Kone, Emilie Kaufmann, Laura Richert
In this paper, we address the problem of identifying the Pareto Set under feasibility constraints in a multivariate bandit setting. Specifically, given a -armed bandit with unkn…
Pareto Set Identification With Posterior Sampling
Cyrille Kone, Marc Jourdan, Emilie Kaufmann
The problem of identifying the best answer among a collection of items having real-valued distribution is well-understood. Despite its practical relevance for many applications, fe…
Bandit Pareto Set Identification: the Fixed Budget Setting
Cyrille Kone, Emilie Kaufmann, Laura Richert
We study a multi-objective pure exploration problem in a multi-armed bandit model. Each arm is associated to an unknown multi-variate distribution and the goal is to identify the d…