arXiv Machine Learning

Contextual Online Uncertainty-Aware Preference Learning for Human Feedback

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
Hugging Face Trending Papers
Aug 27

Safety by Design: Realized-Cost Constraints for Contextual Bandits with Continuous Actions

The paper introduces a new approach to safety in contextual bandits with continuous actions by enforcing high‑probability constraints on the realized cost rather than on its expectation. It proposes the High‑Probability Constrained UCB algorithm, which balances optimistic reward exploration with pessimistic safety estimation. The authors provide theoretical regret guarantees for linear models and extend the analysis to general function classes, demonstrating experimentally that realized‑cost constraints significantly reduce safety violations compared to expected‑cost baselines.

arXiv Machine Learning
Aug 19

Policy Optimization and Statistical Inference for Online Contextual Matrix Games

The paper introduces online contextual matrix games, a framework that merges contextual bandits with multi‑player online games to handle dynamic contexts and strategic interactions. It presents OnGameLearn, an algorithm that balances exploration and exploitation across actions and contexts, providing statistical guarantees such as tail bounds, Nash equilibrium convergence, asymptotic normality, and sublinear regret. The authors also define a policy value for matrix games and propose a doubly robust, √T‑consistent estimator, demonstrating effectiveness through simulations and a hotel pricing case study.

By Liner Xiang, Yixin Wang, Hengrui Cai
arXiv Machine Learning
Aug 28

Safety by Design: Realized-Cost Constraints for Contextual Bandits with Continuous Actions

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.

By Spyros Dragazis, Aldo Pacchiano