arXiv Machine Learning

Off-Policy Learning in Large Action Spaces: Optimization Matters More Than Estimation

arXiv:2509. 03456v2 Announce Type: replace-cross Abstract: Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits.

arXiv Machine Learning
Sep 16

Meta-LinEXP3: Online-within-Online Learning for Adversarial Linear Contextual Bandits

Meta-LinEXP3 is an online-within-online algorithm designed for adversarial linear contextual bandits with random action sets. It builds a task-level prior from completed tasks to guide an inner LinEXP3 learner, achieving an σO(√n) per‑task regret when context distributions are known and an σO(n^{2/3}) regret with a past‑only regularized moment estimator when they are unknown. The paper also links prior accuracy to transfer regret, showing that better priors yield sublinear, transfer‑dependent regret across tasks, and demonstrates the method on structured hyperspectral tensor sampling.

By Hao Li, Jie Xu, Zheng Xie
arXiv Machine Learning
Aug 18

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 Machine Learning
Aug 10

Bootstrap-Conditioned Action Selection with Tabular Foundation Models

arXiv:2608. 06559v1 Announce Type: new Abstract: Contextual bandits offer a natural framework for sample-efficient personalization, but practical deployment remains difficult under sparse, biased interaction data, unreliable uncertainty estimates, and severe cold starts.

By Devansh Gupta, Shiv Tavker, Dmitry Efimov, Suchitra Sathyanarayana, Gitanjali Bhutani, Boris N. Oreshkin
arXiv Machine Learning
5d ago

From Weak Data to Strong Policy: Q-Targets Enable Provable In-Context Reinforcement Learning

The paper introduces Q-Target Pretrained Transformers (QTPT), a method that replaces supervised behavior cloning with a Bellman-style Q‑target objective for in‑context reinforcement learning. QTPT retains the context‑conditioned Transformer architecture but learns to estimate action values using rewards and transitions from the context, rather than merely imitating offline actions. The authors provide theoretical analysis in stochastic linear bandits and finite‑horizon MDPs, demonstrating improved robustness to weak or suboptimal data, and empirically show gains over supervised pretraining on controlled RL benchmarks and extensions to D4RL Kitchen and AntMaze.

By Yichen Lin, Xuyuan Xiong, Xue Wang, Xiangfu Meng, Mike Mingcheng Wei, Tao Yao