arXiv Machine Learning By Lucas L\'evy, Jean-Lou Valeau, Arya Akhavan, Patrick Rebeschini

Self-Concordant Perturbations for Linear Bandits

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arXiv:2510. 24187v3 Announce Type: replace-cross Abstract: We consider the adversarial linear bandits setting and present a unified algorithmic framework that bridges Follow-the-Regularized-Leader (FTRL) and Follow-the-Perturbed-Leader (FTPL) methods, extending the known connection between them from the full-information setting.

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arXiv Machine Learning
Jun 5

Exploration via linearly perturbed loss minimisation

arXiv:2311. 07565v3 Announce Type: replace Abstract: We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of a linearly perturbed regularised negative log-likelihood function.

By David Janz, Shuai Liu, Alex Ayoub, Csaba Szepesv\'ari