arXiv Machine Learning

Decision-Focused On-Policy Learning for Contextual Linear Optimization with Partial Feedback

arXiv:2606. 01081v1 Announce Type: new Abstract: Decision-focused learning (DFL) trains predictive models by optimizing downstream decision quality rather than standalone prediction accuracy.

arXiv Machine Learning
Sep 16

Meta-LinEXP3: Online-within-Online Learning for Adversarial Linear Contextual Bandits

Meta-LinEXP3 is an online-within-online algorithm designed for adversarial linear contextual bandits with random action sets. It builds a task-level prior from completed tasks to guide an inner LinEXP3 learner, achieving an σO(√n) per‑task regret when context distributions are known and an σO(n^{2/3}) regret with a past‑only regularized moment estimator when they are unknown. The paper also links prior accuracy to transfer regret, showing that better priors yield sublinear, transfer‑dependent regret across tasks, and demonstrates the method on structured hyperspectral tensor sampling.

By Hao Li, Jie Xu, Zheng Xie
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
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
Sep 10

Improved Dimension Dependence for Bandit Convex Optimization with Gradient Variations

The paper presents an improved analysis of non‑consecutive gradient variation in Bandit Convex Optimization (BCO) with two‑point feedback, leading to better dimension dependence for both convex and strongly convex functions compared to prior work. It also derives new problem‑dependent guarantees such as gradient‑variance and small‑loss regret bounds, extends the technique to one‑point bandit linear optimization over hyper‑rectangular domains, and establishes the first gradient‑variation dynamic and universal regret bounds for two‑point BCO.

By Hang Yu, Yu-Hu Yan, Peng Zhao