no code implementations • 6 Mar 2025 • Aleksandrs Slivkins, Yunzong Xu, Shiliang Zuo
Our characterization identifies a partial identifiability property of the problem instance as the necessary and sufficient condition for the asymptotic success.
no code implementations • 21 Nov 2021 • Dylan J. Foster, Akshay Krishnamurthy, David Simchi-Levi, Yunzong Xu
This led Chen and Jiang (2019) to conjecture that concentrability (the most standard notion of coverage) and realizability (the weakest representation condition) alone are not sufficient for sample-efficient offline RL.
no code implementations • 7 Oct 2020 • Dylan J. Foster, Alexander Rakhlin, David Simchi-Levi, Yunzong Xu
In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm.
no code implementations • 28 Mar 2020 • David Simchi-Levi, Yunzong Xu
We consider the general (stochastic) contextual bandit problem under the realizability assumption, i. e., the expected reward, as a function of contexts and actions, belongs to a general function class $\mathcal{F}$.
no code implementations • 4 Nov 2019 • David Simchi-Levi, Yunzong Xu, Jinglong Zhao
Our work reveals a surprising result: the optimal regret rate is completely characterized by a piecewise-constant function of the switching budget, which further depends on the number of resource constraints -- to the best of our knowledge, this is the first time the number of resources constraints is shown to play a fundamental role in determining the statistical complexity of online learning problems.
no code implementations • ICML 2020 • Jinzhi Bu, David Simchi-Levi, Yunzong Xu
We study a single-product dynamic pricing problem over a selling horizon of $T$ periods.
no code implementations • NeurIPS 2019 • David Simchi-Levi, Yunzong Xu
We consider the classical stochastic multi-armed bandit problem with a constraint that limits the total cost incurred by switching between actions to be no larger than a given switching budget.