Search Results for author: Xuedong Shang

Found 5 papers, 1 papers with code

Price of Safety in Linear Best Arm Identification

no code implementations15 Sep 2023 Xuedong Shang, Igor Colin, Merwan Barlier, Hamza Cherkaoui

We introduce the safe best-arm identification framework with linear feedback, where the agent is subject to some stage-wise safety constraint that linearly depends on an unknown parameter vector.

UCB Momentum Q-learning: Correcting the bias without forgetting

1 code implementation1 Mar 2021 Pierre Menard, Omar Darwiche Domingues, Xuedong Shang, Michal Valko

We propose UCBMQ, Upper Confidence Bound Momentum Q-learning, a new algorithm for reinforcement learning in tabular and possibly stage-dependent, episodic Markov decision process.

Q-Learning

Stochastic Bandits with Vector Losses: Minimizing $\ell^\infty$-Norm of Relative Losses

no code implementations15 Oct 2020 Xuedong Shang, Han Shao, Jian Qian

We study two goals: (a) finding the arm with the minimum $\ell^\infty$-norm of relative losses with a given confidence level (which refers to fixed-confidence best-arm identification); (b) minimizing the $\ell^\infty$-norm of cumulative relative losses (which refers to regret minimization).

Multi-Armed Bandits Recommendation Systems

Gamification of Pure Exploration for Linear Bandits

no code implementations ICML 2020 Rémy Degenne, Pierre Ménard, Xuedong Shang, Michal Valko

We investigate an active pure-exploration setting, that includes best-arm identification, in the context of linear stochastic bandits.

Experimental Design

Fixed-Confidence Guarantees for Bayesian Best-Arm Identification

no code implementations24 Oct 2019 Xuedong Shang, Rianne de Heide, Emilie Kaufmann, Pierre Ménard, Michal Valko

We investigate and provide new insights on the sampling rule called Top-Two Thompson Sampling (TTTS).

Thompson Sampling

Cannot find the paper you are looking for? You can Submit a new open access paper.