A Direct Approach for Handling Contextual Bandits with Latent State Dynamics
arXiv:2604. 08149v2 Announce Type: replace Abstract: We consider a linear contextual bandit model where contexts and rewards are governed by a finite hidden Markov chain.
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.
arXiv:2604. 08149v2 Announce Type: replace Abstract: We consider a linear contextual bandit model where contexts and rewards are governed by a finite hidden Markov chain.
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.
arXiv:2501. 07761v2 Announce Type: replace-cross Abstract: Increasingly, recommender systems are tasked with improving users' long-term satisfaction.
arXiv:2606. 14929v1 Announce Type: cross Abstract: Modern recommendation systems increasingly rely on dynamically routing diverse queries to multiple embedding models.
arXiv:2307. 03587v4 Announce Type: replace Abstract: In non-stationary linear contextual bandits, existing efficient algorithms typically rely on the Weighted Regularized Least-Squares (WRLS) estimator.
In many online learning and bandit problems, the actions we consider possess inherent similarities--for instance because they share latent traits, tags, or hierarchical structure. We study online learning with a similarity-structured action set, encoded by a rooted tree whose leaves are the actions and whose levels quantify how closely two actions are related.
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:2605. 09454v2 Announce Type: replace-cross Abstract: We study the $\textit{single-index bandit}$ problem, where rewards depend on an unknown one-dimensional projection of high-dimensional contexts through an unknown reward function.
arXiv:2607. 28408v1 Announce Type: new Abstract: This thesis studies policy learning in interactive systems where an agent observes a context, selects an action from a very large set, and receives partial feedback.
arXiv:2606. 19750v1 Announce Type: cross Abstract: Reinforcement learning (RL) is a central approach for improving reasoning capabilities in large language models (LLMs), where training efficiency depends critically on how problems are sampled during optimization.
arXiv:2608. 16707v1 Announce Type: cross Abstract: Large language models (LLMs) are increasingly deployed as decision-making agents in settings that require sophisticated environmental exploration.
arXiv:2606. 00913v1 Announce Type: cross Abstract: Multi-arm bandit algorithms are increasingly used in online platforms, clinical trials, and social science experiments, but valid statistical inference on their performance remains an open challenge.