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.
By Hao Qin, Chicheng Zhang
arXiv:2605. 09200v2 Announce Type: replace Abstract: We study adversarial noisy bandits given a known function class $\mathcal{F}$.
By Steve Hanneke, Kun Wang
arXiv:2508. 11931v3 Announce Type: replace Abstract: We present an oracle-efficient, near-optimal algorithm for linear contextual bandits with adversarial losses and stochastic action sets, only requiring a linear optimization oracle for the action sets in each round.
By Tim van Erven, Jack Mayo, Julia Olkhovskaya, Chen-Yu Wei
arXiv:2602. 06404v2 Announce Type: replace Abstract: We study distributed adversarial bandits, where $N$ agents cooperate to minimize the global average loss while observing only their own local losses.
By Hao Qiu, Mengxiao Zhang, Nicol\`o Cesa-Bianchi
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:2606. 08977v1 Announce Type: new Abstract: Motivated by the recency effect in online learning, we study algorithms for single-pass *sliding-window streaming multi-armed bandits (MABs)* in this paper.
By Vladimir Braverman, Chen Wang, Liudeng Wang, Samson Zhou
In many online learning and bandit problems, the actions we consider possess inherent similarities--for instance because they share latent traits, tags, or hierarchical structure. We study online learning with a similarity-structured action set, encoded by a rooted tree whose leaves are the actions and whose levels quantify how closely two actions are related.
arXiv:2502. 13467v2 Announce Type: replace Abstract: The $K$-Max combinatorial multi-armed bandit problem arises in applications such as recommendation and distributed decision making, where the reward is determined by the maximum outcome among $K$ selected arms.
By Yu Chen, Siwei Wang, Longbo Huang, Wei Chen
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
arXiv:2608. 15036v1 Announce Type: new Abstract: The Lipschitz bandit problem extends the traditional multi-armed bandit framework to continuous action spaces by assuming that the reward functions satisfy a Lipschitz condition.
By Yuhao Liu, Yu Chen, Longbo Huang
arXiv:2606. 31449v1 Announce Type: new Abstract: We investigate the contextual slate bandit problem with generalized linear rewards under limited adaptivity.
By Tanmay Goyal, Sukruta Prakash Midigeshi, Gaurav Sinha