activity
20122024
most citedMirror Descent Meets Fixed Share (and feels no regret)

42 citations · 43 across the 6 of their papers we have counts for

collaborators

6 papers

cs.LG2024

Logarithmic Regret for Unconstrained Submodular Maximization Stochastic Bandit

Julien Zhou, Pierre Gaillard, Thibaud Rahier +1

We address the online unconstrained submodular maximization problem (Online USM), in a setting with stochastic bandit feedback. In this framework, a decision-maker receives noisy r…

cs.LG2024

Towards Efficient and Optimal Covariance-Adaptive Algorithms for Combinatorial Semi-Bandits

Julien Zhou, Pierre Gaillard, Thibaud Rahier +2

We address the problem of stochastic combinatorial semi-bandits, where a player selects among P actions from the power set of a set containing d base items. Adaptivity to the probl…

cs.LG2023

Sequential Counterfactual Risk Minimization

Houssam Zenati, Eustache Diemert, Matthieu Martin +2

Counterfactual Risk Minimization (CRM) is a framework for dealing with the logged bandit feedback problem, where the goal is to improve a logging policy using offline data. In this…

math.OC2023

Reimagining Demand-Side Management with Mean Field Learning

Bianca Marin Moreno, Margaux Brégère, Pierre Gaillard +1

Integrating renewable energy into the power grid while balancing supply and demand is a complex issue, given its intermittent nature. Demand side management (DSM) offers solutions…

stat.ML2020★ 1 cited

Counterfactual Learning of Stochastic Policies with Continuous Actions

Houssam Zenati, Alberto Bietti, Matthieu Martin +3

Counterfactual reasoning from logged data has become increasingly important for many applications such as web advertising or healthcare. In this paper, we address the problem of le…

cs.LG2012★ 42 cited

Mirror Descent Meets Fixed Share (and feels no regret)

Nicolò Cesa-Bianchi, Pierre Gaillard, Gabor Lugosi +1

Mirror descent with an entropic regularizer is known to achieve shifting regret bounds that are logarithmic in the dimension. This is done using either a carefully designed project…