A Risk-Averse Framework for Non-Stationary Stochastic Multi-Armed Bandits

no code implementations • 24 Oct 2023 • REDA ALAMI, Mohammed Mahfoud, Mastane Achab

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$.

Change Point Detection Multi-Armed Bandits

Restarted Bayesian Online Change-point Detection for Non-Stationary Markov Decision Processes

no code implementations • 1 Apr 2023 • REDA ALAMI, Mohammed Mahfoud, Eric Moulines

We consider the problem of learning in a non-stationary reinforcement learning (RL) environment, where the setting can be fully described by a piecewise stationary discrete-time Markov decision process (MDP).

Change Point Detection Reinforcement Learning (RL)

Optimizing Orthogonalized Tensor Deflation via Random Tensor Theory

no code implementations • 11 Feb 2023 • Mohamed El Amine Seddik, Mohammed Mahfoud, Merouane Debbah

Relying on recently developed random tensor tools, this paper deals precisely with the non-orthogonal case by deriving an asymptotic analysis of a parameterized deflation procedure performed on an order-three and rank-two spiked tensor.