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20112026
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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Showing 2023Show all

10 papers · 1 filter

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…

stat.ML2023

Adversarial Contextual Bandits Go Kernelized

Gergely Neu, Julia Olkhovskaya, Sattar Vakili

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert spa…

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.AI2023

Generative Diffusion Models for Radio Wireless Channel Modelling and Sampling

Ushnish Sengupta, Chinkuo Jao, Alberto Bernacchia +2

Channel modelling is essential to designing modern wireless communication systems. The increasing complexity of channel modelling and the cost of collecting high-quality wireless c…

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.CV2023

Image generation with shortest path diffusion

Ayan Das, Stathi Fotiadis, Anil Batra +5

The field of image generation has made significant progress thanks to the introduction of Diffusion Models, which learn to progressively reverse a given image corruption. Recently,…

stat.ML2023★ 21 cited

Trieste: Efficiently Exploring The Depths of Black-box Functions with TensorFlow

Victor Picheny, Joel Berkeley, Henry B. Moss +13

We present Trieste, an open-source Python package for Bayesian optimization and active learning benefiting from the scalability and efficiency of TensorFlow. Our library enables th…

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…

stat.ML2023

Delayed Feedback in Kernel Bandits

Sattar Vakili, Danyal Ahmed, Alberto Bernacchia +1

Black box optimisation of an unknown function from expensive and noisy evaluations is a ubiquitous problem in machine learning, academic research and industrial production. An abst…