Skyline Identification in Multi-Armed Bandits

We introduce a variant of the classical PAC multi-armed bandit problem. There is an ordered set of $n$ arms $A[1],\dots,A[n]$, each with some stochastic reward drawn from some unknown bounded distribution. The goal is to identify the $skyline$ of the set $A$, consisting of all arms $A[i]$ such that $A[i]$ has larger expected reward than all lower-numbered arms $A[1],\dots,A[i-1]$. We define a natural notion of an $\varepsilon$-approximate skyline and prove matching upper and lower bounds for identifying an $\varepsilon$-skyline. Specifically, we show that in order to identify an $\varepsilon$-skyline from among $n$ arms with probability $1-\delta$, $$\Theta\bigg(\frac{n}{\varepsilon^2} \cdot \min\bigg\{ \log\bigg(\frac{1}{\varepsilon \delta}\bigg), \log\bigg(\frac{n}{\delta}\bigg) \bigg\} \bigg)$$ samples are necessary and sufficient. When $\varepsilon \gg 1/n$, our results improve over the naive algorithm, which draws enough samples to approximate the expected reward of every arm; the algorithm of (Auer et al., AISTATS'16) for Pareto-optimal arm identification is likewise superseded. Our results show that the sample complexity of the skyline problem lies strictly in between that of best arm identification (Even-Dar et al., COLT'02) and that of approximating the expected reward of every arm.Comment: 18 pages, 2 Figures; an ALT'18/ISIT'18 submissio

NASA Center for Intelligent Robotic Systems for Space Exploration

NASA's program for the civilian exploration of space is a challenge to scientists and engineers to help maintain and further develop the United States' position of leadership in a focused sphere of space activity. Such an ambitious plan requires the contribution and further development of many scientific and technological fields. One research area essential for the success of these space exploration programs is Intelligent Robotic Systems. These systems represent a class of autonomous and semi-autonomous machines that can perform human-like functions with or without human interaction. They are fundamental for activities too hazardous for humans or too distant or complex for remote telemanipulation. To meet this challenge, Rensselaer Polytechnic Institute (RPI) has established an Engineering Research Center for Intelligent Robotic Systems for Space Exploration (CIRSSE). The Center was created with a five year $5.5 million grant from NASA submitted by a team of the Robotics and Automation Laboratories. The Robotics and Automation Laboratories of RPI are the result of the merger of the Robotics and Automation Laboratory of the Department of Electrical, Computer, and Systems Engineering (ECSE) and the Research Laboratory for Kinematics and Robotic Mechanisms of the Department of Mechanical Engineering, Aeronautical Engineering, and Mechanics (ME,AE,&M), in 1987. This report is an examination of the activities that are centered at CIRSSE

Sampling from a system-theoretic viewpoint: Part I - Concepts and tools

This paper is first in a series of papers studying a system-theoretic approach to the problem of reconstructing an analog signal from its samples. The idea, borrowed from earlier treatments in the control literature, is to address the problem as a hybrid model-matching problem in which performance is measured by system norms. In this paper we present the paradigm and revise underlying technical tools, such as the lifting technique and some topics of the operator theory. This material facilitates a systematic and unified treatment of a wide range of sampling and reconstruction problems, recovering many hitherto considered different solutions and leading to new results. Some of these applications are discussed in the second part