arXiv Machine Learning

Eluder dimension: localise it!

arXiv:2601. 09825v3 Announce Type: replace Abstract: We establish a lower bound on the eluder dimension of generalised linear model classes, showing that standard eluder dimension-based analysis cannot lead to first-order regret bounds.

arXiv Machine Learning
Jul 7

Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes

arXiv:2512. 14991v2 Announce Type: replace Abstract: We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations research.

By Hanqing Jin, Renyuan Xu, Yanzhao Yang