arXiv Machine Learning

The concentration game: Bayesian updating, regret, and information

arXiv:2608. 18061v1 Announce Type: new Abstract: We give a two-player zero-sum repeated game between a learner and nature whose value identity generates Bayesian updating and an exact accounting of exponential-weights regret at once, and supplies the comparator-class variational form that a wide class of concentration phenomena share.

arXiv Machine Learning
Jun 19

Indexed Bellman Information Complexity

arXiv:2606. 11171v2 Announce Type: replace Abstract: We develop indexed Bellman information complexity, a representation-level theory of interactive decision making centered on information indices and reference histories.

By Yunbei Xu
arXiv AI
Jun 9

Bandits for Efficient Experimentation: Adapting to Control Group, Preferences, and Context Drifts

arXiv:2606. 09802v1 Announce Type: cross Abstract: We consider a variant of the linear contextual stochastic multi-armed bandits, where the learner must provide recommendations to a group of users, each having its personalized preference vector, and in the presence of context distributions that are drifting over time.

By Udvas Das, Waris Radji, Debabrota Basu, Odalric-Ambrym Maillard
arXiv Machine Learning
Aug 3

Parameter-Free Heavy-Tailed Bandits

arXiv:2607. 29460v1 Announce Type: new Abstract: Heavy-tailed distributions arise naturally in sequential decision-making problems such as financial investment, online advertising, and network management, where rare but extreme outcomes can dominate performance.

By Gianmarco Genalti, Alberto Maria Metelli