arXiv Machine Learning

Randomized Confidence Bounds for Stochastic Partial Monitoring

arXiv:2402. 05002v3 Announce Type: replace Abstract: The partial monitoring (PM) framework provides a theoretical formulation of sequential learning problems with incomplete feedback.

arXiv Machine Learning
1d ago

Sequential Batch Learning in Finite-Action Linear Contextual Bandits

arXiv:2004. 06321v2 Announce Type: replace Abstract: We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe outcomes for the individuals within a batch at the batch's end.

By Yanjun Han, Zhengqing Zhou, Zihao Hu, Jose Blanchet, Peter W. Glynn, Yinyu Ye, Zhengyuan Zhou