arXiv Machine Learning

Bayesian Learning to Select Fair Classifiers

arXiv AI
Sep 2

Bandits in Prod: Hyperparameter Optimization at Inference Time

The paper introduces Online Hyperparameter Optimization (OHPO), framing it as an infinitely many‑armed bandit problem over mixed and conditional search spaces. It proposes the IMABO framework, which couples any bandit policy with any oracle for proposing new configurations, and presents IMOSS—a restart‑free anytime policy with provable regret bounds. Experiments show that IMABO, combined with practical oracles such as TPE, an incumbent‑mutation oracle, and a pretrained tabular foundation model, outperforms random search across a range of settings from classical ML models to LLM‑based agents.

By Louis Abraham, Tuan-Anh Nguyen, Nicolas Devatine
arXiv Machine Learning
6d ago

Empirical Bayesian Multi-Bandit Learning

The paper introduces a hierarchical Bayesian framework for multi-task contextual bandits, capturing both heterogeneity and correlations among bandit instances. It proposes an empirical Bayesian method to estimate the covariance matrix of the prior, leading to two new algorithms—ebmTS and ebmUCB—that incorporate this prior into decision making. The authors provide frequentist regret bounds and show through synthetic and real-world experiments that these algorithms outperform existing methods, especially in complex settings.

By Xia Jiang, Rong J. B. Zhu
arXiv AI
Sep 28

Cost-Aware Best-LLM Identification using Dueling Feedback

The paper introduces a new variant of the multi‑armed bandit problem that incorporates dueling feedback—pairwise comparisons of model responses—and heterogeneous sampling costs to identify the best large language model (LLM) from a set with varying query costs. Assuming a Condorcet winner, the authors propose a Track‑and‑Stop style algorithm that guarantees asymptotically optimal cost as the error probability approaches zero. Extensive experiments on synthetic and real‑world data show that this cost‑aware approach consistently outperforms both classical cost‑unaware algorithms and other cost‑aware extensions.

By Sarvesh Gharat, Nikhil Karamchandani, Jayakrishnan Nair
arXiv Machine Learning
Jun 2

Bandit Simulation for Average Reward Inference

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.

By Samya Praharaj, Chih-Yu Chang, Koulik Khamaru, Kelly W. Zhang
arXiv Machine Learning
Aug 4

Meritocratic Fairness via $K$-Shapley Values in Budgeted Combinatorial Bandits with Full-Bandit Feedback

arXiv:2605. 00762v2 Announce Type: replace Abstract: We study meritocratic fairness in budgeted combinatorial multi-armed bandits with full-bandit feedback, where a learner selects at most $K$ arms per time step and observes only the noisy aggregate reward of the selected set.

By Shradha Sharma, Shweta Jain, Swapnil Dhamal
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