arXiv Machine Learning

Graph Dimensionality Reduction for Contextual Bandits: Structure-Specific Regret Bounds under Approximate Smoothness and Noisy Eigenspaces

arXiv:2606. 27917v1 Announce Type: new Abstract: Contextual bandits with graph-structured arms arise in recommendation, citation retrieval, and social advertising, where arms connected on a graph tend to share reward signal.

arXiv Machine Learning
Jul 14

Bandit PCA with Minimax Optimal Regret

arXiv:2607. 10936v1 Announce Type: new Abstract: We study the bandit-feedback version of online principal component analysis (Bandit PCA): in each round $t = 1,\dots,T$, the adversary selects a $d \times d$ symmetric gain matrix $G_t$ with spectrum in $[0,1]$ and rank at most $r$; the learner simultaneously selects a unit vector $w_t \in S^{d-1}$ and receives the reward $w_t^\top G_t w_t$.

By Mo\"ise Blanchard, Dmitrii Ostrovskii, Aadirupa Saha
arXiv Machine Learning
1d ago

Generalized Linear Bandits with Memory

arXiv:2608. 15848v1 Announce Type: cross Abstract: We study generalized linear bandits with memory, an endogenous non-stationary setting in which rewards depend on past actions through a finite memory matrix.

By Heesang Ann, Hyunjun Choi, Taehyun Hwang, Younghoon Shin, Haeju Cheong, Min-hwan Oh