arXiv Machine Learning

An Improved Algorithm for Adversarial Linear Contextual Bandits via Reduction

arXiv:2508. 11931v3 Announce Type: replace Abstract: We present an oracle-efficient, near-optimal algorithm for linear contextual bandits with adversarial losses and stochastic action sets, only requiring a linear optimization oracle for the action sets in each round.

arXiv Machine Learning
Jul 7

Dynamic Regret for Non-Stationary Linear Bandits via Misspecification Reductions

arXiv:2607. 02891v1 Announce Type: new Abstract: Many online decision-making problems involve both round-specific feasible actions and drifting reward models: eligible ad impressions, feasible prices, and available treatments can change over time, while user preferences, demand curves, and patient responses may evolve.

By Zihao Hu, Yuan Yao, Jiheng Zhang, Zhengyuan Zhou