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cs.LG2022
Safe Linear Bandits over Unknown Polytopes
Aditya Gangrade, Tianrui Chen, Venkatesh Saligrama
The safe linear bandit problem (SLB) is an online approach to linear programming with unknown objective and unknown roundwise constraints, under stochastic bandit feedback of rewar…
cs.LG2022★ 3 cited
Strategies for Safe Multi-Armed Bandits with Logarithmic Regret and Risk
Tianrui Chen, Aditya Gangrade, Venkatesh Saligrama
We investigate a natural but surprisingly unstudied approach to the multi-armed bandit problem under safety risk constraints. Each arm is associated with an unknown law on safety r…