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
1d ago

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