arXiv Machine Learning

Efficient contextual partial monitoring with general function approximation

arXiv Machine Learning
Oct 2

Towards More Efficient, Robust, Instance-adaptive, and Generalizable Sequential Decision making

The article outlines a Ph.D. research agenda aimed at creating provably efficient and practical algorithms for data‑driven sequential decision‑making under uncertainty. It focuses on reinforcement learning and multi‑armed bandits, targeting applications such as recommendation systems, computer networks, video analytics, and large language models. The work seeks to overcome limitations of existing methods—such as reliance on idealized models, lack of robustness to adversarial perturbations, and poor instance‑dependent performance—by developing algorithms that are more efficient, robust, instance‑adaptive, and generalizable to new environments.

By Zhiyong Wang
arXiv Machine Learning
Aug 31

Meta-Prompt Optimization for LLM-Based Sequential Decision Making

The paper introduces EXPO, an algorithm that automatically optimizes the meta-prompt—specifically the task description and meta-instruction—for large language model agents in sequential decision-making tasks such as Bayesian optimization and multi-armed bandits. Building on adversarial bandit techniques to handle non-stationary rewards, the authors extend EXPO to EXPO-ES, which also optimizes exemplars (historical interactions) within the meta-prompt. Experiments demonstrate that these methods significantly improve the performance of LLM-based agents in sequential decision-making scenarios.

By Mingze Kong, Zhiyong Wang, Yao Shu, Zhongxiang Dai
arXiv Machine Learning
Aug 18

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