arXiv Machine Learning

Stochastic Linear Bandits with Partially Observed Actions

arXiv:2607. 08971v1 Announce Type: new Abstract: The stochastic linear bandit, where actions are represented as vectors and rewards are linear, is a central paradigm for sequential decision making.

arXiv AI
Jun 30

Exploration and Online Transfer with Behavioral Foundation Models

arXiv:2606. 29980v1 Announce Type: new Abstract: Zero-shot Transfer in Reinforcement Learning (RL) aims to train an agent that can generate optimal policies for any reward function, without additional learning at transfer time, while training only on reward-free trajectories.

By Louis Bagot (SyCoSMA), Mathieu Lefort (LIRIS, SyCoSMA, IRISA, MALT, UR), La\"etitia Matignon (SyCoSMA)
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
arXiv Machine Learning
23h ago

Latent Order Bandits

arXiv:2605. 07304v2 Announce Type: replace Abstract: Bandit algorithms solve diverse sequential decision-making problems, but are often too sample-inefficient for from-scratch personalization.

By Emil Carlsson, Newton Mwai, Fredrik D. Johansson
arXiv Machine Learning
Jul 14

Bandit PCA with Minimax Optimal Regret

arXiv:2607. 10936v1 Announce Type: new Abstract: We study the bandit-feedback version of online principal component analysis (Bandit PCA): in each round $t = 1,\dots,T$, the adversary selects a $d \times d$ symmetric gain matrix $G_t$ with spectrum in $[0,1]$ and rank at most $r$; the learner simultaneously selects a unit vector $w_t \in S^{d-1}$ and receives the reward $w_t^\top G_t w_t$.

By Mo\"ise Blanchard, Dmitrii Ostrovskii, Aadirupa Saha