3 papers
stat.ML2026
Best Arm Identification for Bandits with Shifting Means
Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal +2
We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means. While classically the mean re…
cs.LG2023
A Unified Analysis of Nonstochastic Delayed Feedback for Combinatorial Semi-Bandits, Linear Bandits, and MDPs
Dirk van der Hoeven, Lukas Zierahn, Tal Lancewicki +2
We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit fe…
stat.CO2021
PyChEst: a Python package for the consistent retrospective estimation of distributional changes in piece-wise stationary time series
Azadeh Khaleghi, Lukas Zierahn
We introduce PyChEst, a Python package which provides tools for the simultaneous estimation of multiple changepoints in the distribution of piece-wise stationary time series. The n…