no code implementations • 15 Jun 2023 • Alexia Atsidakou, Branislav Kveton, Sumeet Katariya, Constantine Caramanis, Sujay Sanghavi
In a multi-armed bandit, we obtain $O(c_\Delta \log n)$ and $O(c_h \log^2 n)$ upper bounds for an upper confidence bound algorithm, where $c_h$ and $c_\Delta$ are constants depending on the prior distribution and the gaps of bandit instances sampled from it, respectively.
no code implementations • 15 Nov 2022 • Alexia Atsidakou, Sumeet Katariya, Sujay Sanghavi, Branislav Kveton
We also provide a lower bound on the probability of misidentification in a $2$-armed Bayesian bandit and show that our upper bound (almost) matches it for any budget.
no code implementations • 26 May 2022 • Alexia Atsidakou, Constantine Caramanis, Evangelia Gergatsouli, Orestis Papadigenopoulos, Christos Tzamos
Pandora's Box is a fundamental stochastic optimization problem, where the decision-maker must find a good alternative while minimizing the search cost of exploring the value of each alternative.
no code implementations • 15 Oct 2021 • Tongzheng Ren, Fuheng Cui, Alexia Atsidakou, Sujay Sanghavi, Nhat Ho
We study the statistical and computational complexities of the Polyak step size gradient descent algorithm under generalized smoothness and Lojasiewicz conditions of the population loss function, namely, the limit of the empirical loss function when the sample size goes to infinity, and the stability between the gradients of the empirical and population loss functions, namely, the polynomial growth on the concentration bound between the gradients of sample and population loss functions.
no code implementations • 22 May 2021 • Alexia Atsidakou, Orestis Papadigenopoulos, Soumya Basu, Constantine Caramanis, Sanjay Shakkottai
Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling.
1 code implementation • 25 Mar 2021 • Charilaos Akasiadis, Miguel Ponce-de-Leon, Arnau Montagud, Evangelos Michelioudakis, Alexia Atsidakou, Elias Alevizos, Alexander Artikis, Alfonso Valencia, Georgios Paliouras
The main challenges are first to calibrate the simulators so as to reproduce real-world cases, and second, to search for specific values of the parameter space concerning effective drug treatments.