Search Results for author: Arpan Mukherjee

Found 7 papers, 0 papers with code

Robust Causal Bandits for Linear Models

no code implementations30 Oct 2023 Zirui Yan, Arpan Mukherjee, Burak Varici, Ali Tajer

Cumulative regret is adopted as the design criteria, based on which the objective is to design a sequence of interventions that incur the smallest cumulative regret with respect to an oracle aware of the entire causal model and its fluctuations.

Optimal Best Arm Identification with Fixed Confidence in Restless Bandits

no code implementations20 Oct 2023 P. N. Karthik, Vincent Y. F. Tan, Arpan Mukherjee, Ali Tajer

It is shown that under every policy, the state-action visitation proportions satisfy a specific approximate flow conservation constraint and that these proportions match the optimal proportions dictated by the lower bound under any asymptotically optimal policy.

Best Arm Identification in Stochastic Bandits: Beyond $β-$optimality

no code implementations10 Jan 2023 Arpan Mukherjee, Ali Tajer

Two key metrics for assessing bandit algorithms are computational efficiency and performance optimality (e. g., in sample complexity).

Computational Efficiency Multi-Armed Bandits

Active Sampling of Multiple Sources for Sequential Estimation

no code implementations10 Aug 2022 Arpan Mukherjee, Ali Tajer, Pin-Yu Chen, Payel Das

Additionally, each process $i\in\{1, \dots, K\}$ has a private parameter $\alpha_i$.

SPRT-based Efficient Best Arm Identification in Stochastic Bandits

no code implementations22 Jul 2022 Arpan Mukherjee, Ali Tajer

Based on this test statistic, a BAI algorithm is designed that leverages the canonical sequential probability ratio tests for arm selection and is amenable to tractable analysis for the exponential family of bandits.

Multi-Armed Bandits Thompson Sampling

Best Arm Identification in Contaminated Stochastic Bandits

no code implementations NeurIPS 2021 Arpan Mukherjee, Ali Tajer, Pin-Yu Chen, Payel Das

Owing to the adversarial contamination of the rewards, each arm's mean is only partially identifiable.

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