no code implementations • 13 Dec 2023 • Romain Camilleri, Andrew Wagenmaker, Jamie Morgenstern, Lalit Jain, Kevin Jamieson
In this work, we address the challenges of reducing bias and improving accuracy in data-scarce environments, where the cost of collecting labeled data prohibits the use of large, labeled datasets.
1 code implementation • 27 Jul 2023 • Zhihan Xiong, Romain Camilleri, Maryam Fazel, Lalit Jain, Kevin Jamieson
For robust identification, it is well-known that if arms are chosen randomly and non-adaptively from a G-optimal design over $\mathcal{X}$ at each time then the error probability decreases as $\exp(-T\Delta^2_{(1)}/d)$, where $\Delta_{(1)} = \min_{x \neq x^*} (x^* - x)^\top \frac{1}{T}\sum_{t=1}^T \theta_t$.
no code implementations • 22 Jun 2022 • Romain Camilleri, Andrew Wagenmaker, Jamie Morgenstern, Lalit Jain, Kevin Jamieson
To our knowledge, our results are the first on best-arm identification in linear bandits with safety constraints.
no code implementations • 2 Nov 2021 • Blake Mason, Romain Camilleri, Subhojyoti Mukherjee, Kevin Jamieson, Robert Nowak, Lalit Jain
The threshold value $\alpha$ can either be \emph{explicit} and provided a priori, or \emph{implicit} and defined relative to the optimal function value, i. e. $\alpha = (1-\epsilon)f(x_\ast)$ for a given $\epsilon > 0$ where $f(x_\ast)$ is the maximal function value and is unknown.
no code implementations • NeurIPS 2021 • Romain Camilleri, Zhihan Xiong, Maryam Fazel, Lalit Jain, Kevin Jamieson
The main results of this work precisely characterize this trade-off between labeled samples and stopping time and provide an algorithm that nearly-optimally achieves the minimal label complexity given a desired stopping time.
no code implementations • 12 May 2021 • Romain Camilleri, Julian Katz-Samuels, Kevin Jamieson
We also leverage our new approach in a new algorithm for kernelized bandits to obtain state of the art results for regret minimization and pure exploration.