Optimal Thompson Sampling strategies for support-aware CVaR bandits

10 December 2020

Dorian Baudry

Romain Gautron

E. Kaufmann

Odalric-Ambrym Maillard

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Papers citing "Optimal Thompson Sampling strategies for support-aware CVaR bandits"

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Title
Towards Fully Automated Decision-Making Systems for Greenhouse Control: Challenges and Opportunities Yongshuai Liu Taeyeong Choi Xin Liu AI4CE 61 0 0 27 Mar 2025
Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms Meltem Tatlı Arpan Mukherjee Prashanth L.A. Karthikeyan Shanmugam A. Tajer 78 1 0 13 Mar 2025
Accelerating Approximate Thompson Sampling with Underdamped Langevin Monte Carlo Haoyang Zheng Wei Deng Christian Moya Guang Lin 27 6 0 22 Jan 2024
A Distribution Optimization Framework for Confidence Bounds of Risk Measures Hao Liang Zhimin Luo 22 3 0 12 Jun 2023
Optimality of Thompson Sampling with Noninformative Priors for Pareto Bandits Jongyeong Lee Junya Honda Chao-Kai Chiang Masashi Sugiyama 31 4 0 03 Feb 2023
Bayesian Fixed-Budget Best-Arm Identification Alexia Atsidakou S. Katariya Sujay Sanghavi B. Kveton 33 11 0 15 Nov 2022
Conditionally Risk-Averse Contextual Bandits Mónika Farsang Paul Mineiro Wangda Zhang 31 2 0 24 Oct 2022
Towards an efficient and risk aware strategy for guiding farmers in identifying best crop management Romain Gautron Dorian Baudry M. Adam G. Falconnier M. Corbeels 19 0 0 10 Oct 2022
Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees D. Tiapkin Denis Belomestny Daniele Calandriello Eric Moulines Rémi Munos A. Naumov Mark Rowland Michal Valko Pierre Menard 44 8 0 28 Sep 2022
Risk-aware linear bandits with convex loss Patrick Saux Odalric-Ambrym Maillard 27 2 0 15 Sep 2022
Risk-averse Contextual Multi-armed Bandit Problem with Linear Payoffs Yifan Lin Yuhao Wang Enlu Zhou 18 4 0 24 Jun 2022
Top Two Algorithms Revisited Marc Jourdan Rémy Degenne Dorian Baudry R. D. Heide E. Kaufmann 26 38 0 13 Jun 2022
A Simple and Optimal Policy Design with Safety against Heavy-tailed Risk for Stochastic Bandits D. Simchi-Levi Zeyu Zheng Feng Zhu 13 1 0 07 Jun 2022
A Survey of Risk-Aware Multi-Armed Bandits Vincent Y. F. Tan Prashanth L.A. Krishna Jagannathan 27 6 0 12 May 2022
Almost Optimal Variance-Constrained Best Arm Identification Yunlong Hou Vincent Y. F. Tan Zixin Zhong 21 11 0 25 Jan 2022
From Optimality to Robustness: Dirichlet Sampling Strategies in Stochastic Bandits Dorian Baudry Patrick Saux Odalric-Ambrym Maillard 9 7 0 18 Nov 2021
Risk averse non-stationary multi-armed bandits Leo Benac Frédéric Godin 33 2 0 28 Sep 2021
The Fragility of Optimized Bandit Algorithms Lin Fan Peter Glynn 19 13 0 28 Sep 2021
A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits Joel Q. L. Chang Vincent Y. F. Tan 47 14 0 25 Aug 2021
Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits Anmol Kagrecha Jayakrishnan Nair Krishna Jagannathan 7 6 0 28 Aug 2020
A Wasserstein distance approach for concentration of empirical risk estimates A. PrashanthL. S. Bhat 23 20 0 27 Feb 2019