Search Results for author: Patrick Saux

Found 5 papers, 0 papers with code

Risk-aware linear bandits with convex loss

no code implementations15 Sep 2022 Patrick Saux, Odalric-Ambrym Maillard

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback.

Decision Making Multi-Armed Bandits

Bregman Deviations of Generic Exponential Families

no code implementations18 Jan 2022 Sayak Ray Chowdhury, Patrick Saux, Odalric-Ambrym Maillard, Aditya Gopalan

For the practitioner, we instantiate this novel bound to several classical families, e. g., Gaussian, Bernoulli, Exponential, Weibull, Pareto, Poisson and Chi-square yielding explicit forms of the confidence sets and the Bregman information gain.

From Optimality to Robustness: Adaptive Re-Sampling Strategies in Stochastic Bandits

no code implementations NeurIPS 2021 Dorian Baudry, Patrick Saux, Odalric-Ambrym Maillard

The stochastic multi-arm bandit problem has been extensively studied under standard assumptions on the arm's distribution (e. g bounded with known support, exponential family, etc).

Decision Making

From Optimality to Robustness: Dirichlet Sampling Strategies in Stochastic Bandits

no code implementations18 Nov 2021 Dorian Baudry, Patrick Saux, Odalric-Ambrym Maillard

The stochastic multi-arm bandit problem has been extensively studied under standard assumptions on the arm's distribution (e. g bounded with known support, exponential family, etc).

Decision Making

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