arXiv Machine Learning

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.

Hugging Face Trending Papers
Jul 15

Optimal and Efficient Contextual Combinatorial Semi-bandits with General Function Approximation

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 Machine Learning
Jun 3

Human-in-the-Loop Contextual Bandits for Short-Term Rental Dynamic Pricing: Structural Equivalence of Historical Warm-Up and Approval-Gated Live Learning

arXiv:2606. 02595v1 Announce Type: new Abstract: Dynamic pricing in short-term rental (STR) markets presents a distinctive challenge for online learning algorithms: pricing decisions carry significant financial risk, operators require explainability, and market feedback is sparse (one booking outcome per listed night).

By Oleg Miroshnichenko