3 papers
cs.LG2025
Empirical Bayesian Multi-Bandit Learning
Xia Jiang, Rong J. B. Zhu
Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging sh…
cs.LG2024
UCB Exploration for Fixed-Budget Bayesian Best Arm Identification
Rong J. B. Zhu, Yanqi Qiu
We study best-arm identification (BAI) in the fixed-budget setting. Adaptive allocations based on upper confidence bounds (UCBs), such as UCBE, are known to work well in BAI. Howev…
cs.LG2024
High dimensional Bayesian Optimization via Condensing-Expansion Projection
Jiaming Lu, Rong J. B. Zhu
In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dime…