arXiv Machine Learning

Performance Gaps Between Open-Loop, Certainty-Equivalent, and Optimal Control Under Action-Dependent Observations

arXiv:2610. 33412v1 Announce Type: new Abstract: In dynamical systems, feedback can improve performance by allowing decisions to depend on past observations, rather than being designed a priori.

arXiv Machine Learning
Aug 17

Consistent Model Chasing Is Minimax Optimal: The Exact Value of Scalar Adversarial Adaptive Control under Large Parametric Uncertainty

arXiv:2608. 13651v1 Announce Type: cross Abstract: We solve exactly a fundamental problem of adaptive control against adversarial disturbances: regulate the scalar system $x_{t+1} = ax_t + u_t + w_t$, $x_0=0$, $\|w\|_\infty \le 1$, where the constant pole $a \in [-\Delta, \Delta]$ is unknown in sign and magnitude and $\Delta$ is arbitrarily large.

By Dimitar Ho
arXiv Statistics ML
Oct 2

Block Optimism for Nonstationary Bandits with Latent Linear Dynamics

The paper introduces a new algorithm for a nonstationary bandit setting where actions influence both immediate rewards and the evolution of an unobserved latent linear state. By approximating the infinite‑memory reward process with a finite‑memory block‑level proxy and applying a UCB‑based block algorithm, the authors achieve a regret bound of “~O(√T)”, improving upon the previous “~O(T^{2/3})” guarantee. This represents the first such “~O(√T)” result for latent linear‑dynamics bandits with bilinear rewards and an open‑loop action‑sequence benchmark.

By Taehyun Hwang, Hyunjun Choi, Heesang Ann, Min-hwan Oh
arXiv Machine Learning
Oct 22

Learning to Allocate Resources with Censored Feedback

The paper addresses an online resource allocation problem where a budget must be distributed among multiple arms under censored feedback. Each arm yields a reward only if it is activated by an unknown Bernoulli process and the allocated budget exceeds a random threshold from an unknown parametric distribution. The authors establish a worst‑case regret lower bound of Σ(√T), propose the RA‑UCB algorithm achieving near‑optimal regret when the budget is known, and introduce MG‑UCB for unknown, round‑dependent budgets, validating both approaches experimentally.

By Giovanni Montanari, C\^ome Fiegel, Corentin Pla, Aadirupa Saha, Vianney Perchet