Related publications (38)

Mixed Strategies for Robust Optimization of Unknown Objectives

Maryam Kamgarpour, Andreas Krause, Ilija Bogunovic

We consider robust optimization problems, where the goal is to optimize an unknown objective function against the worst-case realization of an uncertain parameter. For this setting, we design a novel sample-efficient algorithm GP-MRO, which sequentially le ...
PMLR2020

No-Regret Learning in Unknown Games with Correlated Payoffs

Maryam Kamgarpour, Andreas Krause, Ilija Bogunovic

We consider the problem of learning to play a repeated multi-agent game with an unknown reward function. Single player online learning algorithms attain strong regret bounds when provided with full information feedback, which unfortunately is unavailable i ...
Curran Associates, Inc.2019

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