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most citedRisk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure

88 citations · 171 across the 39 of their papers we have counts for

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cs.LG2026

Linear Bandits under Exact Sliding-Window Constraints

Seyed Mohammad Hadi Hosseini, Yasin Abbasi-Yadkori, Sattar Vakili

We study linear bandits under exact sliding-window constraints, where every consecutive block of actions must belong to a prescribed feasible set. In the offline setting, where the…

cs.LG2026

Instance-Dependent Regret for CMDPs with Step-Wise Constraints

Qian Zuo, Francesco Emanuele Stradi, Leyang Xue +1

We study online learning in episodic tabular constrained Markov decision processes with step-wise safety constraints. In such a setting, the constraints induce a safe subgraph that…

cs.LG2025

Reinforcement Learning Using known Invariances

Alexandru Cioba, Aya Kayal, Laura Toni +2

In many real-world reinforcement learning (RL) problems, the environment exhibits inherent symmetries that can be exploited to improve learning efficiency. This paper develops a th…

cs.LG2025

No-Regret Thompson Sampling for Finite-Horizon Markov Decision Processes with Gaussian Processes

Jasmine Bayrooti, Sattar Vakili, Amanda Prorok +1

Thompson sampling (TS) is a powerful and widely used strategy for sequential decision-making, with applications ranging from Bayesian optimization to reinforcement learning (RL). D…

cs.LG2025

Bayesian Optimization from Human Feedback: Near-Optimal Regret Bounds

Aya Kayal, Sattar Vakili, Laura Toni +2

Bayesian optimization (BO) with preference-based feedback has recently garnered significant attention due to its emerging applications. We refer to this problem as Bayesian Optimiz…

cs.LG2025

Near-Optimal Sample Complexity in Reward-Free Kernel-Based Reinforcement Learning

Aya Kayal, Sattar Vakili, Laura Toni +1

Reinforcement Learning (RL) problems are being considered under increasingly more complex structures. While tabular and linear models have been thoroughly explored, the analytical…

cs.LG2024

Kernel-Based Function Approximation for Average Reward Reinforcement Learning: An Optimist No-Regret Algorithm

Sattar Vakili, Julia Olkhovskaya

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a…

cs.LG2024

Open Problem: Order Optimal Regret Bounds for Kernel-Based Reinforcement Learning

Sattar Vakili

Reinforcement Learning (RL) has shown great empirical success in various application domains. The theoretical aspects of the problem have been extensively studied over past decades…

cs.LG2023

Optimal Regret Bounds for Collaborative Learning in Bandits

Amitis Shidani, Sattar Vakili

We consider regret minimization in a general collaborative multi-agent multi-armed bandit model, in which each agent faces a finite set of arms and may communicate with other agent…

cs.LG2023

Robust Best-arm Identification in Linear Bandits

Wei Wang, Sattar Vakili, Ilija Bogunovic

We study the robust best-arm identification problem (RBAI) in the case of linear rewards. The primary objective is to identify a near-optimal robust arm, which involves selecting a…

cs.LG2023

Random Exploration in Bayesian Optimization: Order-Optimal Regret and Computational Efficiency

Sudeep Salgia, Sattar Vakili, Qing Zhao

We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random…

cs.LG2023★ 1 cited

Kernelized Reinforcement Learning with Order Optimal Regret Bounds

Sattar Vakili, Julia Olkhovskaya

Reinforcement learning (RL) has shown empirical success in various real world settings with complex models and large state-action spaces. The existing analytical results, however,…

cs.LG2023

Sample Complexity of Kernel-Based Q-Learning

Sing-Yuan Yeh, Fu-Chieh Chang, Chang-Wei Yueh +3

Modern reinforcement learning (RL) often faces an enormous state-action space. Existing analytical results are typically for settings with a small number of state-actions, or simpl…

cs.LG2022★ 4 cited

Near-Optimal Collaborative Learning in Bandits

Clémence Réda, Sattar Vakili, Emilie Kaufmann

This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in or…

cs.LG2022★ 2 cited

Improved Convergence Rates for Sparse Approximation Methods in Kernel-Based Learning

Sattar Vakili, Jonathan Scarlett, Da-shan Shiu +1

Kernel-based models such as kernel ridge regression and Gaussian processes are ubiquitous in machine learning applications for regression and optimization. It is well known that a…

cs.LG2021

Uniform Generalization Bounds for Overparameterized Neural Networks

Sattar Vakili, Michael Bromberg, Jezabel Garcia +2

An interesting observation in artificial neural networks is their favorable generalization error despite typically being extremely overparameterized. It is well known that the clas…

cs.LG2018★ 1 cited

Multi-Armed Bandits on Partially Revealed Unit Interval Graphs

Xiao Xu, Sattar Vakili, Qing Zhao +1

A stochastic multi-armed bandit problem with side information on the similarity and dissimilarity across different arms is considered. The action space of the problem can be repres…

cs.LG2017★ 1 cited

Anomaly Detection in Hierarchical Data Streams under Unknown Models

Sattar Vakili, Qing Zhao, Chang Liu +1

We consider the problem of detecting a few targets among a large number of hierarchical data streams. The data streams are modeled as random processes with unknown and potentially…

cs.LG2016★ 88 cited

Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure

Sattar Vakili, Qing Zhao

The multi-armed bandit problems have been studied mainly under the measure of expected total reward accrued over a horizon of length . In this paper, we address the issue of ris…