Search Results for author: Tianyuan Jin

Found 8 papers, 2 papers with code

Multi-Armed Bandits with Abstention

no code implementations23 Feb 2024 Junwen Yang, Tianyuan Jin, Vincent Y. F. Tan

Our results offer valuable quantitative insights into the benefits of the abstention option, laying the groundwork for further exploration in other online decision-making problems with such an option.

Decision Making Multi-Armed Bandits

Finite-Time Frequentist Regret Bounds of Multi-Agent Thompson Sampling on Sparse Hypergraphs

1 code implementation24 Dec 2023 Tianyuan Jin, Hao-Lun Hsu, William Chang, Pan Xu

Specifically, we assume there is a local reward for each hyperedge, and the reward of the joint arm is the sum of these local rewards.

Computational Efficiency Thompson Sampling

Optimal Batched Best Arm Identification

no code implementations21 Oct 2023 Tianyuan Jin, Yu Yang, Jing Tang, Xiaokui Xiao, Pan Xu

Based on Tri-BBAI, we further propose the almost optimal batched best arm identification (Opt-BBAI) algorithm, which is the first algorithm that achieves the near-optimal sample and batch complexity in the non-asymptotic setting (i. e., $\delta>0$ is arbitrarily fixed), while enjoying the same batch and sample complexity as Tri-BBAI when $\delta$ tends to zero.

Finite-Time Regret of Thompson Sampling Algorithms for Exponential Family Multi-Armed Bandits

no code implementations7 Jun 2022 Tianyuan Jin, Pan Xu, Xiaokui Xiao, Anima Anandkumar

We study the regret of Thompson sampling (TS) algorithms for exponential family bandits, where the reward distribution is from a one-dimensional exponential family, which covers many common reward distributions including Bernoulli, Gaussian, Gamma, Exponential, etc.

Multi-Armed Bandits Thompson Sampling

MOTS: Minimax Optimal Thompson Sampling

no code implementations3 Mar 2020 Tianyuan Jin, Pan Xu, Jieming Shi, Xiaokui Xiao, Quanquan Gu

Thompson sampling is one of the most widely used algorithms for many online decision problems, due to its simplicity in implementation and superior empirical performance over other state-of-the-art methods.

Thompson Sampling

Double Explore-then-Commit: Asymptotic Optimality and Beyond

no code implementations21 Feb 2020 Tianyuan Jin, Pan Xu, Xiaokui Xiao, Quanquan Gu

In this paper, we show that a variant of ETC algorithm can actually achieve the asymptotic optimality for multi-armed bandit problems as UCB-type algorithms do and extend it to the batched bandit setting.

Realtime Index-Free Single Source SimRank Processing on Web-Scale Graphs

no code implementations19 Feb 2020 Jieming Shi, Tianyuan Jin, Renchi Yang, Xiaokui Xiao, Yin Yang

Given a graph G and a node u in G, a single source SimRank query evaluates the similarity between u and every node v in G. Existing approaches to single source SimRank computation incur either long query response time, or expensive pre-computation, which needs to be performed again whenever the graph G changes.

Efficient Pure Exploration in Adaptive Round model

1 code implementation NeurIPS 2019 Tianyuan Jin, Jieming Shi, Xiaokui Xiao, Enhong Chen

For PAC problem, we achieve optimal query complexity and use only $O(\log_{\frac{k}{\delta}}^*(n))$ rounds, which matches the lower bound of round complexity, while most of existing works need $\Theta(\log \frac{n}{k})$ rounds.

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