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Cem Tekin

Publications and source records attributed to Cem Tekin.

At least 19 recordsLinked to original sources

Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits

We study downlink beam and rate adaptation in a multi-user mmWave MISO system where multiple base stations (BSs), each using analog beamforming from finite codebooks, serve multiple single-antenna user equipments (UEs) with a unique beam per UE and discrete data transmission rates. BSs learn about transmission success based on ACK/NACK feedback. To encode service goals, we introduce a satisficing throughput threshold $\tau_r$ and cast joint beam and rate adaptation as a combinatorial semi-bandit over beam-rate tuples. Within this framework, we propose SAT-CTS, a lightweight, threshold-aware policy that blends conservative confidence estimates with posterior sampling, steering learning toward meeting $\tau_r$ rather than merely maximizing. Our main theoretical contribution provides the first finite-time regret bounds for combinatorial semi-bandits with satisficing objective: when $\tau_r$ is realizable, we upper bound the cumulative satisficing regret to the target with a time-independent constant, and when $\tau_r$ is non-realizable, we show that SAT-CTS incurs only a finite expected transient outside committed CTS rounds, after which its regret is governed by the sum of the regret contributions of restarted CTS rounds, yielding an $O((\log T)^2)$ standard regret bound. On the practical side, we evaluate the performance via cumulative satisficing regret to $\tau_r$ alongside standard regret and fairness. Experiments with time-varying sparse multipath channels show that SAT-CTS consistently reduces satisficing regret and maintains competitive standard regret, while achieving favorable average throughput and fairness across users, indicating that feedback-efficient learning can equitably allocate beams and rates to meet QoS targets without channel state knowledge.

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Robust Satisficing Gaussian Process Bandits Under Adversarial Attacks

We address the problem of Gaussian Process (GP) optimization in the presence of unknown and potentially varying adversarial perturbations. Unlike traditional robust optimization approaches that focus on maximizing performance under worst-case scenarios, we consider a robust satisficing objective, where the goal is to consistently achieve a predefined performance threshold $\tau$, even under adversarial conditions. We propose two novel algorithms based on distinct formulations of robust satisficing, and show that they are instances of a general robust satisficing framework. Further, each algorithm offers different guarantees depending on the nature of the adversary. Specifically, we derive two regret bounds: one that is sublinear over time, assuming certain conditions on the adversary and the satisficing threshold $\tau$, and another that scales with the perturbation magnitude but requires no assumptions on the adversary. Through extensive experiments, we demonstrate that our approach outperforms the established robust optimization methods in achieving the satisficing objective, particularly when the ambiguity set of the robust optimization framework is inaccurately specified.

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Cost-aware LLM-based Online Dataset Annotation

Recent advances in large language models (LLMs) have enabled automated dataset labeling with minimal human supervision. While majority voting across multiple LLMs can improve label reliability by mitigating individual model biases, it incurs high computational costs due to repeated querying. In this work, we propose a novel online framework, Cost-aware Majority Voting (CaMVo), for efficient and accurate LLM-based dataset annotation. CaMVo adaptively selects a subset of LLMs for each data instance based on contextual embeddings, balancing confidence and cost without requiring pre-training or ground-truth labels. Leveraging a LinUCB-based selection mechanism and a Bayesian estimator over confidence scores, CaMVo estimates a lower bound on labeling accuracy for each LLM and aggregates responses through weighted majority voting. Our empirical evaluation on the MMLU and IMDB Movie Review datasets demonstrates that CaMVo achieves comparable or superior accuracy to full majority voting while significantly reducing labeling costs. This establishes CaMVo as a practical and robust solution for cost-efficient annotation in dynamic labeling environments.

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Bandits with Anytime Knapsacks

We consider bandits with anytime knapsacks (BwAK), a novel version of the BwK problem where there is an \textit{anytime} cost constraint instead of a total cost budget. This problem setting introduces additional complexities as it mandates adherence to the constraint throughout the decision-making process. We propose SUAK, an algorithm that utilizes upper confidence bounds to identify the optimal mixture of arms while maintaining a balance between exploration and exploitation. SUAK is an adaptive algorithm that strategically utilizes the available budget in each round in the decision-making process and skips a round when it is possible to violate the anytime cost constraint. In particular, SUAK slightly under-utilizes the available cost budget to reduce the need for skipping rounds. We show that SUAK attains the same problem-dependent regret upper bound of $ O(K \log T)$ established in prior work under the simpler BwK framework. Finally, we provide simulations to verify the utility of SUAK in practical settings.

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VOPy: A Framework for Black-box Vector Optimization

We introduce VOPy, an open-source Python library designed to address black-box vector optimization, where multiple objectives must be optimized simultaneously with respect to a partial order induced by a convex cone. VOPy extends beyond traditional multi-objective optimization (MOO) tools by enabling flexible, cone-based ordering of solutions; with an application scope that includes environments with observation noise, discrete or continuous design spaces, limited budgets, and batch observations. VOPy provides a modular architecture, facilitating the integration of existing methods and the development of novel algorithms. We detail VOPy's architecture, usage, and potential to advance research and application in the field of vector optimization. The source code for VOPy is available at https://github.com/Bilkent-CYBORG/VOPy.

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Vector Optimization with Gaussian Process Bandits

We study black-box vector optimization with Gaussian process bandits, where there is an incomplete order relation on objective vectors described by a polyhedral convex cone. Existing black-box vector optimization approaches either suffer from high sample complexity or lack theoretical guarantees. We propose Vector Optimization with Gaussian Process (VOGP), an adaptive elimination algorithm that identifies Pareto optimal solutions sample efficiently by exploiting the smoothness of the objective function. We establish theoretical guarantees, deriving information gain-based and kernel-specific sample complexity bounds. Finally, we conduct a thorough empirical evaluation of VOGP and compare it with the state-of-the-art multi-objective and vector optimization algorithms on several real-world and synthetic datasets, emphasizing VOGP's efficiency (e.g., $\sim18\times$ lower sample complexity on average). We also provide heuristic adaptations of VOGP for cases where the design space is continuous and where the Gaussian process model lacks access to the true kernel hyperparameters. This work opens a new frontier in sample-efficient multi-objective black-box optimization by incorporating preference structures while maintaining theoretical guarantees and practical efficiency.

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Robust Bayesian Satisficing

Distributional shifts pose a significant challenge to achieving robustness in contemporary machine learning. To overcome this challenge, robust satisficing (RS) seeks a robust solution to an unspecified distributional shift while achieving a utility above a desired threshold. This paper focuses on the problem of RS in contextual Bayesian optimization when there is a discrepancy between the true and reference distributions of the context. We propose a novel robust Bayesian satisficing algorithm called RoBOS for noisy black-box optimization. Our algorithm guarantees sublinear lenient regret under certain assumptions on the amount of distribution shift. In addition, we define a weaker notion of regret called robust satisficing regret, in which our algorithm achieves a sublinear upper bound independent of the amount of distribution shift. To demonstrate the effectiveness of our method, we apply it to various learning problems and compare it to other approaches, such as distributionally robust optimization.

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Contextual Combinatorial Multi-output GP Bandits with Group Constraints

In federated multi-armed bandit problems, maximizing global reward while satisfying minimum privacy requirements to protect clients is the main goal. To formulate such problems, we consider a combinatorial contextual bandit setting with groups and changing action sets, where similar base arms arrive in groups and a set of base arms, called a super arm, must be chosen in each round to maximize super arm reward while satisfying the constraints of the rewards of groups from which base arms were chosen. To allow for greater flexibility, we let each base arm have two outcomes, modeled as the output of a two-output Gaussian process (GP), where one outcome is used to compute super arm reward and the other for group reward. We then propose a novel double-UCB GP-bandit algorithm, called Thresholded Combinatorial Gaussian Process Upper Confidence Bounds (TCGP-UCB), which balances between maximizing cumulative super arm reward and satisfying group reward constraints and can be tuned to prefer one over the other. We also define a new notion of regret that combines super arm regret with group reward constraint satisfaction and prove that TCGP-UCB incurs $\tilde{O}(\sqrt{λ^*(K)KT\overlineγ_{T}} )$ regret with high probability, where $\overlineγ_{T}$ is the maximum information gain associated with the set of base arm contexts that appeared in the first $T$ rounds and $K$ is the maximum super arm cardinality over all rounds. We lastly show in experiments using synthetic and real-world data and based on a federated learning setup as well as a content-recommendation one that our algorithm performs better then the current non-GP state-of-the-art combinatorial bandit algorithm, while satisfying group constraints.

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Vector Optimization with Stochastic Bandit Feedback

We introduce vector optimization problems with stochastic bandit feedback, in which preferences among designs are encoded by a polyhedral ordering cone $C$. Our setup generalizes the best arm identification problem to vector-valued rewards by extending the concept of Pareto set beyond multi-objective optimization. We characterize the sample complexity of ($ε,δ$)-PAC Pareto set identification by defining a new cone-dependent notion of complexity, called the ordering complexity. In particular, we provide gap-dependent and worst-case lower bounds on the sample complexity and show that, in the worst-case, the sample complexity scales with the square of ordering complexity. Furthermore, we investigate the sample complexity of the naïve elimination algorithm and prove that it nearly matches the worst-case sample complexity. Finally, we run experiments to verify our theoretical results and illustrate how $C$ and sampling budget affect the Pareto set, the returned ($ε,δ$)-PAC Pareto set, and the success of identification.

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Online Algorithms for the Multi-Armed Bandit Problem with Markovian Rewards

We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. The player receives a state-dependent reward each time it plays an arm. The number of states and the state transition probabilities of an arm are unknown to the player. The player's objective is to maximize its long-term total reward by learning the best arm over time. We show that under certain conditions on the state transition probabilities of the arms, a sample mean based index policy achieves logarithmic regret uniformly over the total number of trials. The result shows that sample mean based index policies can be applied to learning problems under the rested Markovian bandit model without loss of optimality in the order. Moreover, comparision between Anantharam's index policy and UCB shows that by choosing a small exploration parameter UCB can have a smaller regret than Anantharam's index policy.

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ESCADA: Efficient Safety and Context Aware Dose Allocation for Precision Medicine

Finding an optimal individualized treatment regimen is considered one of the most challenging precision medicine problems. Various patient characteristics influence the response to the treatment, and hence, there is no one-size-fits-all regimen. Moreover, the administration of an unsafe dose during the treatment can have adverse effects on health. Therefore, a treatment model must ensure patient \emph{safety} while \emph{efficiently} optimizing the course of therapy. We study a prevalent medical problem where the treatment aims to keep a physiological variable in a safe range and preferably close to a target level, which we refer to as \emph{leveling}. Such a task may be relevant in numerous other domains as well. We propose ESCADA, a novel and generic multi-armed bandit (MAB) algorithm tailored for the leveling task, to make safe, personalized, and context-aware dose recommendations. We derive high probability upper bounds on its cumulative regret and safety guarantees. Following ESCADA's design, we also describe its Thompson sampling-based counterpart. We discuss why the straightforward adaptations of the classical MAB algorithms such as GP-UCB may not be a good fit for the leveling task. Finally, we make \emph{in silico} experiments on the bolus-insulin dose allocation problem in type-1 diabetes mellitus disease and compare our algorithms against the famous GP-UCB algorithm, the rule-based dose calculators, and a clinician.

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Robust Pareto Set Identification with Contaminated Bandit Feedback

We consider the Pareto set identification (PSI) problem in multi-objective multi-armed bandits (MO-MAB) with contaminated reward observations. At each arm pull, with some fixed probability, the true reward samples are replaced with the samples from an arbitrary contamination distribution chosen by an adversary. We consider ({\alpha}, {\delta})-PAC PSI and propose a sample median-based multi-objective adaptive elimination algorithm that returns an ({\alpha}, {\delta})- PAC Pareto set upon termination with a sample complexity bound that depends on the contamination probability. As the contamination probability decreases, we recover the wellknown sample complexity results in MO-MAB. We compare the proposed algorithm with a mean-based method from MO-MAB literature, as well as an extended version that uses median estimators, on several PSI problems under adversarial corruptions, including review bombing and diabetes management. Our numerical results support our theoretical findings and demonstrate that robust algorithm design is crucial for accurate PSI under contaminated reward observations.

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Federated Multi-Armed Bandits Under Byzantine Attacks

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging framework where a cohort of learners with heterogeneous local models play an MAB game and communicate their aggregated feedback to a server to learn a globally optimal arm. Two key hurdles in FMAB are communication-efficient learning and resilience to adversarial attacks. To address these issues, we study the FMAB problem in the presence of Byzantine clients who can send false model updates threatening the learning process. We analyze the sample complexity and the regret of $\beta$-optimal arm identification. We borrow tools from robust statistics and propose a median-of-means (MoM)-based online algorithm, Fed-MoM-UCB, to cope with Byzantine clients. In particular, we show that if the Byzantine clients constitute less than half of the cohort, the cumulative regret with respect to $\beta$-optimal arms is bounded over time with high probability, showcasing both communication efficiency and Byzantine resilience. We analyze the interplay between the algorithm parameters, a discernibility margin, regret, communication cost, and the arms' suboptimality gaps. We demonstrate Fed-MoM-UCB's effectiveness against the baselines in the presence of Byzantine attacks via experiments.

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Safe Linear Leveling Bandits

Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB algorithms have also garnered considerable interest. In this work, we tackle a different critical task through the lens of \textit{linear stochastic bandits}, where the aim is to keep the actions' outcomes close to a target level while respecting a \textit{two-sided} safety constraint, which we call \textit{leveling}. Such a task is prevalent in numerous domains. Many healthcare problems, for instance, require keeping a physiological variable in a range and preferably close to a target level. The radical change in our objective necessitates a new acquisition strategy, which is at the heart of a MAB algorithm. We propose SALE-LTS: Safe Leveling via Linear Thompson Sampling algorithm, with a novel acquisition strategy to accommodate our task and show that it achieves sublinear regret with the same time and dimension dependence as previous works on the classical reward maximization problem absent any safety constraint. We demonstrate and discuss our algorithm's empirical performance in detail via thorough experiments.

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Contextual Combinatorial Bandits with Changing Action Sets via Gaussian Processes

We consider a contextual bandit problem with a combinatorial action set and time-varying base arm availability. At the beginning of each round, the agent observes the set of available base arms and their contexts and then selects an action that is a feasible subset of the set of available base arms to maximize its cumulative reward in the long run. We assume that the mean outcomes of base arms are samples from a Gaussian Process (GP) indexed by the context set ${\cal X}$, and the expected reward is Lipschitz continuous in expected base arm outcomes. For this setup, we propose an algorithm called Optimistic Combinatorial Learning and Optimization with Kernel Upper Confidence Bounds (O'CLOK-UCB) and prove that it incurs $\tilde{O}(\sqrt{\lambda^*(K)KT\gamma_{KT}(\cup_{t\leq T}\mathcal{X}_t)} )$ regret with high probability, where $\gamma_{KT}(\cup_{t\leq T}\mathcal{X}_t)$ is the maximum information gain associated with the sets of base arm contexts $\mathcal{X}_t$ that appeared in the first $T$ rounds, $K$ is the maximum cardinality of any feasible action over all rounds, and $\lambda^*(K)$ is the maximum eigenvalue of all covariance matrices of selected actions up to time $T$, which is a function of $K$. To dramatically speed up the algorithm, we also propose a variant of O'CLOK-UCB that uses sparse GPs. Finally, we experimentally show that both algorithms exploit inter-base arm outcome correlation and vastly outperform the previous state-of-the-art UCB-based algorithms in realistic setups.

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Conservative Policy Construction Using Variational Autoencoders for Logged Data with Missing Values

In high-stakes applications of data-driven decision making like healthcare, it is of paramount importance to learn a policy that maximizes the reward while avoiding potentially dangerous actions when there is uncertainty. There are two main challenges usually associated with this problem. Firstly, learning through online exploration is not possible due to the critical nature of such applications. Therefore, we need to resort to observational datasets with no counterfactuals. Secondly, such datasets are usually imperfect, additionally cursed with missing values in the attributes of features. In this paper, we consider the problem of constructing personalized policies using logged data when there are missing values in the attributes of features in both training and test data. The goal is to recommend an action (treatment) when $\Xt$, a degraded version of $\Xb$ with missing values, is observed. We consider three strategies for dealing with missingness. In particular, we introduce the \textit{conservative strategy} where the policy is designed to safely handle the uncertainty due to missingness. In order to implement this strategy we need to estimate posterior distribution $p(\Xb|\Xt)$, we use variational autoencoder to achieve this. In particular, our method is based on partial variational autoencoders (PVAE) which are designed to capture the underlying structure of features with missing values.

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Exploiting Relevance for Online Decision-Making in High-Dimensions

Many sequential decision-making tasks require choosing at each decision step the right action out of the vast set of possibilities by extracting actionable intelligence from high-dimensional data streams. Most of the times, the high-dimensionality of actions and data makes learning of the optimal actions by traditional learning methods impracticable. In this work, we investigate how to discover and leverage sparsity in actions and data to enable fast learning. As our learning model, we consider a structured contextual multi-armed bandit (CMAB) with high-dimensional arm (action) and context (data) sets, where the rewards depend only on a few relevant dimensions of the joint context-arm set, possibly in a non-linear way. We depart from the prior work by assuming a high-dimensional, continuum set of arms, and allow relevant context dimensions to vary for each arm. We propose a new online learning algorithm called {\em CMAB with Relevance Learning} (CMAB-RL) and prove that its time-averaged regret asymptotically goes to zero when the expected reward varies smoothly in contexts and arms. CMAB-RL enjoys a substantially improved regret bound compared to classical CMAB algorithms whose regrets depend on dimensions $d_x$ and $d_a$ of the context and arm sets. Importantly, we show that when the learner has prior knowledge on sparsity, given in terms of upper bounds $\overline{d}_x$ and $\overline{d}_a$ on the number of relevant dimensions, then CMAB-RL achieves $\tilde{O}(T^{1-1/(2+2\overline{d}_x +\overline{d}_a)})$ regret. Finally, we illustrate how CMAB algorithms can be used for optimal personalized blood glucose control in type 1 diabetes mellitus patients, and show that CMAB-RL outperforms other contextual MAB algorithms in this task.

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Thompson Sampling for Combinatorial Network Optimization in Unknown Environments

Influence maximization, adaptive routing, and dynamic spectrum allocation all require choosing the right action from a large set of alternatives. Thanks to the advances in combinatorial optimization, these and many similar problems can be efficiently solved given an environment with known stochasticity. In this paper, we take this one step further and focus on combinatorial optimization in unknown environments. We consider a very general learning framework called combinatorial multi-armed bandit with probabilistically triggered arms and a very powerful Bayesian algorithm called Combinatorial Thompson Sampling (CTS). Under the semi-bandit feedback model and assuming access to an oracle without knowing the expected base arm outcomes beforehand, we show that when the expected reward is Lipschitz continuous in the expected base arm outcomes CTS achieves $O(\sum_{i =1}^m\log T/(p_iΔ_i))$ regret and $O(\max\{\mathbb{E}[m\sqrt{T\log T/p^*}],\mathbb{E}[m^2/p^*]\})$ Bayesian regret, where $m$ denotes the number of base arms, $p_i$ and $Δ_i$ denote the minimum non-zero triggering probability and the minimum suboptimality gap of base arm $i$ respectively, $T$ denotes the time horizon, and $p^*$ denotes the overall minimum non-zero triggering probability. We also show that when the expected reward satisfies the triggering probability modulated Lipschitz continuity, CTS achieves $O(\max\{m\sqrt{T\log T},m^2\})$ Bayesian regret, and when triggering probabilities are non-zero for all base arms, CTS achieves $O(1/p^*\log(1/p^*))$ regret independent of the time horizon. Finally, we numerically compare CTS with algorithms based on upper confidence bounds in several networking problems and show that CTS outperforms these algorithms by at least an order of magnitude in majority of the cases.

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