Industry
af2bb2b2280d36f8842e440b4e275152-Supplemental-Conference.pdf
A.1 Proof of Theorem 1 In this proof, we adopt a simplified version of our message-passing function that ignores the skipconnection: The HGNN trained in the experimental results shown in Figure 2 also does not use skip-connections and hence represents a theoretically-exact KTN component. In the real experiments, we use (1) skip-connections, exploiting their usual benefits (12), and (2) the trainable version of KTN. Without loss of generality, we prove the result for the case where R = {(s,t): s,t T }, meaning the type of an edge is identified with the (ordered) types of the neighbor nodes. In other words, there is only one edge modality possible, such as a social networks with multiple node types (e.g. "friendship" and "message"), the result is extended trivially (through with more algebraically-dense forms of ats and qts). The output of Aggregate is a concatenation of edge-type-specific aggregations (see Equation 3).
Noise-Adaptive Thompson Sampling for Linear Contextual Bandits
Linear contextual bandits represent a fundamental class of models with numerous real-world applications, and it is critical to developing algorithms that can effectively manage noise with unknown variance, ensuring provable guarantees for both worst-case constant-variance noise and deterministic reward scenarios.
Improved Bayesian Regret Bounds for Thompson Sampling in Reinforcement Learning
In this paper, we prove the first Bayesian regret bounds for Thompson Sampling in reinforcement learning in a multitude of settings. We simplify the learning problem using a discrete set of surrogate environments, and present a refined analysis of the information ratio using posterior consistency. This leads to an upper bound of order eO(H p dl1T) in the time inhomogeneous reinforcement learning problem where H is the episode length and dl1 is the Kolmogorov l1 dimension of the space of environments. We then find concrete bounds of dl1 in a variety of settings, such as tabular, linear and finite mixtures, and discuss how how our results are either the first of their kind or improve the state-of-the-art.
Improved Bayesian Regret Bounds for Thompson Sampling in Reinforcement Learning
In this paper, we prove the first Bayesian regret bounds for Thompson Sampling in reinforcement learning in a multitude of settings. We simplify the learning problem using a discrete set of surrogate environments, and present a refined analysis of the information ratio using posterior consistency. This leads to an upper bound of order eO(H p dl1T) in the time inhomogeneous reinforcement learning problem where H is the episode length and dl1 is the Kolmogorov l1 dimension of the space of environments. We then find concrete bounds of dl1 in a variety of settings, such as tabular, linear and finite mixtures, and discuss how how our results are either the first of their kind or improve the state-of-the-art.