Likelihood ratio confidence sets for sequential decision making

N Emmenegger, M Mutny… - Advances in Neural …, 2023 - proceedings.neurips.cc
Certifiable, adaptive uncertainty estimates for unknown quantities are an essential
ingredient of sequential decision-making algorithms. Standard approaches rely on problem …

Improved regret bounds of (multinomial) logistic bandits via regret-to-confidence-set conversion

J Lee, SY Yun, KS Jun - International Conference on …, 2024 - proceedings.mlr.press
Logistic bandit is a ubiquitous framework of modeling users' choices, eg, click vs. no click for
advertisement recommender system. We observe that the prior works overlook or neglect …

Active exploration via experiment design in markov chains

M Mutny, T Janik, A Krause - International Conference on …, 2023 - proceedings.mlr.press
A key challenge in science and engineering is to design experiments to learn about some
unknown quantity of interest. Classical experimental design optimally allocates the …

Diversified sampling for batched Bayesian optimization with determinantal point processes

E Nava, M Mutny, A Krause - International Conference on …, 2022 - proceedings.mlr.press
Abstract In Bayesian Optimization (BO) we study black-box function optimization with noisy
point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by …

A unified confidence sequence for generalized linear models, with applications to bandits

J Lee, SY Yun, KS Jun - ar** container pricing strategy achieving vanishing regret with limited inventory
Y Gao, X Wei, X **g, Y Shi, X Gao… - 2023 IEEE 39th …, 2023 - ieeexplore.ieee.org
With the growing demand for global trade transportation, the ship** container market has
gained an increasingly important position. As a key issue of the market, container pricing is …

Online Preference Weight Estimation Algorithm with Vanishing Regret for Car-Hailing in Road Network

Y Gao, Z Zhu, M Ma, F Gao, H Gao, Y Shi… - Proceedings of the 30th …, 2024 - dl.acm.org
Car-hailing services play an important role in the modern transportation system, and the
utilities of the service providers highly depend on the efficiency of route planning algorithms …