Search Results for author: Julia Olkhovskaya

Found 8 papers, 0 papers with code

Adversarial Contextual Bandits Go Kernelized

no code implementations2 Oct 2023 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 space, which allows for a more flexible modeling of complex decision-making scenarios.

Decision Making Multi-Armed Bandits

Kernelized Reinforcement Learning with Order Optimal Regret Bounds

no code implementations NeurIPS 2023 Sattar Vakili, Julia Olkhovskaya

In particular, with highly non-smooth kernels (such as Neural Tangent kernel or some Mat\'ern kernels) the existing results lead to trivial (superlinear in the number of episodes) regret bounds.

reinforcement-learning Reinforcement Learning (RL)

Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Bandits

no code implementations27 May 2022 Gergely Neu, Julia Olkhovskaya, Matteo Papini, Ludovic Schwartz

We study the Bayesian regret of the renowned Thompson Sampling algorithm in contextual bandits with binary losses and adversarially-selected contexts.

Multi-Armed Bandits Thompson Sampling

Learning to maximize global influence from local observations

no code implementations24 Sep 2021 Gábor Lugosi, Gergely Neu, Julia Olkhovskaya

The goal of the decision maker is to select the sequence of agents in a way that the total number of influenced nodes in the network.

Online learning in MDPs with linear function approximation and bandit feedback.

no code implementations NeurIPS 2021 Gergely Neu, Julia Olkhovskaya

We consider the problem of online learning in an episodic Markov decision process, where the reward function is allowed to change between episodes in an adversarial manner and the learner only observes the rewards associated with its actions.

Online learning in MDPs with linear function approximation and bandit feedback

no code implementations NeurIPS 2021 Gergely Neu, Julia Olkhovskaya

We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets to observe the rewards associated with its actions.

Efficient and Robust Algorithms for Adversarial Linear Contextual Bandits

no code implementations1 Feb 2020 Gergely Neu, Julia Olkhovskaya

We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time.

Multi-Armed Bandits

Online Influence Maximization with Local Observations

no code implementations28 May 2018 Julia Olkhovskaya, Gergely Neu, Gábor Lugosi

We consider an online influence maximization problem in which a decision maker selects a node among a large number of possibilities and places a piece of information at the node.

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