Search Results for author: Louis Faury

Found 10 papers, 1 papers with code

Jointly Efficient and Optimal Algorithms for Logistic Bandits

2 code implementations6 Jan 2022 Louis Faury, Marc Abeille, Kwang-Sung Jun, Clément Calauzènes

Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance.

Computational Efficiency

Regret Bounds for Generalized Linear Bandits under Parameter Drift

no code implementations9 Mar 2021 Louis Faury, Yoan Russac, Marc Abeille, Clément Calauzènes

Generalized Linear Bandits (GLBs) are powerful extensions to the Linear Bandit (LB) setting, broadening the benefits of reward parametrization beyond linearity.

Improving Offline Contextual Bandits with Distributional Robustness

no code implementations13 Nov 2020 Otmane Sakhi, Louis Faury, Flavian vasile

Our approach relies on the construction of asymptotic confidence intervals for offline contextual bandits through the DRO framework.

counterfactual Multi-Armed Bandits +1

Self-Concordant Analysis of Generalized Linear Bandits with Forgetting

no code implementations2 Nov 2020 Yoan Russac, Louis Faury, Olivier Cappé, Aurélien Garivier

Contextual sequential decision problems with categorical or numerical observations are ubiquitous and Generalized Linear Bandits (GLB) offer a solid theoretical framework to address them.

Instance-Wise Minimax-Optimal Algorithms for Logistic Bandits

no code implementations23 Oct 2020 Marc Abeille, Louis Faury, Clément Calauzènes

It was shown by Faury et al. (2020) that the learning-theoretic difficulties of Logistic Bandits can be embodied by a large (sometimes prohibitively) problem-dependent constant $\kappa$, characterizing the magnitude of the reward's non-linearity.

Improved Optimistic Algorithms for Logistic Bandits

no code implementations ICML 2020 Louis Faury, Marc Abeille, Clément Calauzènes, Olivier Fercoq

For logistic bandits, the frequentist regret guarantees of existing algorithms are $\tilde{\mathcal{O}}(\kappa \sqrt{T})$, where $\kappa$ is a problem-dependent constant.

Distributionally Robust Counterfactual Risk Minimization

no code implementations14 Jun 2019 Louis Faury, Ugo Tanielian, Flavian vasile, Elena Smirnova, Elvis Dohmatob

This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem.

counterfactual Decision Making

Improving Evolutionary Strategies with Generative Neural Networks

no code implementations31 Jan 2019 Louis Faury, Clement Calauzenes, Olivier Fercoq, Syrine Krichen

Evolutionary Strategies (ES) are a popular family of black-box zeroth-order optimization algorithms which rely on search distributions to efficiently optimize a large variety of objective functions.

Neural Generative Models for Global Optimization with Gradients

no code implementations22 May 2018 Louis Faury, Flavian vasile, Clément Calauzènes, Olivier Fercoq

The aim of global optimization is to find the global optimum of arbitrary classes of functions, possibly highly multimodal ones.

Bayesian Optimization Gaussian Processes

Rover Descent: Learning to optimize by learning to navigate on prototypical loss surfaces

no code implementations22 Jan 2018 Louis Faury, Flavian vasile

Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts.

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