Contextual Slate GLM Bandits with Limited Adaptivity
arXiv:2606. 31449v1 Announce Type: new Abstract: We investigate the contextual slate bandit problem with generalized linear rewards under limited adaptivity.
arXiv:2606. 00984v1 Announce Type: cross Abstract: We study linear contextual bandits under rare parameter updates: the learner may incorporate reward feedback into its parameter estimate only at a small number of update times, while still observing contexts online and selecting actions sequentially.
arXiv:2606. 31449v1 Announce Type: new Abstract: We investigate the contextual slate bandit problem with generalized linear rewards under limited adaptivity.
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.
The paper extends the idea that contexts are cheap for linear bandits from i.i.d. settings to Markovian context processes. By assuming uniform geometric ergodicity, the authors construct a stationary surrogate action set and use a delayed‑update scheme to mitigate bias from nonstationary conditional context distributions. They provide a phased algorithm for unknown stationary distributions and achieve high‑probability regret bounds comparable to standard linear bandit oracles in fast‑mixing regimes, with empirical validation showing gains over LinUCB.
arXiv:2609.37932v1 Announce Type: new Abstract: Systems operating in dynamic environments require timely updates to sustain performance. For resource-intensive systems such as machine learning models...
arXiv:2607. 02891v1 Announce Type: new Abstract: Many online decision-making problems involve both round-specific feasible actions and drifting reward models: eligible ad impressions, feasible prices, and available treatments can change over time, while user preferences, demand curves, and patient responses may evolve.
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.
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. Under practitioner-friendly assumptions, we reduce this setting to linear bandit with stationary mean but heteroskedastic and non-stationary noise.
arXiv:2602. 09456v2 Announce Type: replace Abstract: We propose an algorithmic framework, Offline Estimation to Decisions (OE2D), that efficiently reduces contextual bandit learning with general reward function approximation to offline regression.
We study the contextual combinatorial semi-bandit (CCSB) problem with general reward function approximation. At each round, the learner observes a context, selects a combinatorial action consisting of a subset of basic arms, and receives the reward of each selected arm; the goal is to maximize the cumulative reward over time.
arXiv:2607. 13686v1 Announce Type: new Abstract: We study the contextual combinatorial semi-bandit (CCSB) problem with general reward function approximation.
The paper studies high‑dimensional linear contextual bandits with knapsack constraints (CBwK), aiming to exploit sparsity for tighter regret bounds. It introduces an online hard‑thresholding estimator integrated into a primal‑dual framework, achieving sub‑linear regret that grows only logarithmically with the feature dimension. Under either a diverse‑covariate or margin condition, the regret improves to τ‑dependent rates, and when both hold simultaneously, a dual resolving scheme yields an even tighter bound. The approach also recovers optimal rates for high‑dimensional contextual bandits without knapsacks, and experiments demonstrate its practical effectiveness.
The paper introduces a new approach to safety in contextual bandits with continuous actions, focusing on high‑probability constraints on the realized cost rather than expected cost. It presents the High‑Probability Constrained UCB algorithm, which balances reward exploration with conservative safety estimation, and provides theoretical regret guarantees for linear models and extensions to general function classes. Experiments demonstrate that this realized‑cost safety framework significantly reduces safety violations compared to expected‑cost constrained methods.