Langevin Monte Carlo for Contextual Bandits

22 June 2022

Pan Xu

Hongkai Zheng

Eric Mazumdar

Kamyar Azizzadenesheli

Anima Anandkumar

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Papers citing "Langevin Monte Carlo for Contextual Bandits"

24 / 24 papers shown

Title
Variance-Aware Linear UCB with Deep Representation for Neural Contextual Bandits H. Bui Enrique Mallada Anqi Liu 415 1 0 08 Nov 2024
Neural Contextual Bandits with Deep Representation and Shallow Exploration Pan Xu Zheng Wen Handong Zhao Quanquan Gu OffRL 62 76 0 03 Dec 2020
Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling Difan Zou Pan Xu Quanquan Gu 79 36 0 19 Oct 2020
Neural Thompson Sampling Weitong Zhang Dongruo Zhou Lihong Li Quanquan Gu 55 119 0 02 Oct 2020
An Efficient Algorithm For Generalized Linear Bandit: Online Stochastic Gradient Descent and Thompson Sampling Qin Ding Cho-Jui Hsieh James Sharpnack 37 37 0 07 Jun 2020
Stochastic Linear Contextual Bandits with Diverse Contexts Weiqiang Wu Jing Yang Cong Shen 76 13 0 05 Mar 2020
MOTS: Minimax Optimal Thompson Sampling Tianyuan Jin Pan Xu Jieming Shi Xiaokui Xiao Quanquan Gu 46 32 0 03 Mar 2020
Thompson Sampling via Local Uncertainty Zhendong Wang Mingyuan Zhou 40 19 0 30 Oct 2019
Thompson Sampling with Approximate Inference My Phan Yasin Abbasi-Yadkori Justin Domke 47 28 0 14 Aug 2019
Randomized Exploration in Generalized Linear Bandits Branislav Kveton Manzil Zaheer Csaba Szepesvári Lihong Li Mohammad Ghavamzadeh Craig Boutilier 40 97 0 21 Jun 2019
On the Performance of Thompson Sampling on Logistic Bandits Shi Dong Tengyu Ma Benjamin Van Roy 45 39 0 12 May 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 79 264 0 20 Mar 2019
Stochastic Linear Bandits with Hidden Low Rank Structure Sahin Lale Kamyar Azizzadenesheli Anima Anandkumar B. Hassibi 96 29 0 28 Jan 2019
Deep Bayesian Bandits Showdown: An Empirical Comparison of Bayesian Deep Networks for Thompson Sampling C. Riquelme George Tucker Jasper Snoek BDL 62 365 0 26 Feb 2018
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 65 296 0 29 Sep 2017
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 68 205 0 20 Jul 2017
Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent A. Dalalyan BDL 45 174 0 16 Apr 2017
Provably Optimal Algorithms for Generalized Linear Contextual Bandits Lihong Li Yu Lu Dengyong Zhou 120 94 0 28 Feb 2017
A minimax and asymptotically optimal algorithm for stochastic bandits Pierre Ménard Aurélien Garivier 60 60 0 23 Feb 2017
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 66 514 0 23 Dec 2014
Learning to Optimize Via Posterior Sampling Daniel Russo Benjamin Van Roy 185 699 0 11 Jan 2013
Thompson Sampling for Contextual Bandits with Linear Payoffs Shipra Agrawal Navin Goyal 184 997 0 15 Sep 2012
Thompson Sampling: An Asymptotically Optimal Finite Time Analysis E. Kaufmann N. Korda Rémi Munos 149 588 0 18 May 2012
A Contextual-Bandit Approach to Personalized News Article Recommendation Lihong Li Wei Chu John Langford Robert Schapire 427 2,944 0 28 Feb 2010