arXiv Machine Learning

Batched Bandits with Heavy-Tailed Rewards

arXiv:2510. 03798v3 Announce Type: replace Abstract: The batched multi-armed bandit (MAB) problem, where rewards are collected in batches, is pivotal in applications like clinical trials.

arXiv Machine Learning
1d ago

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
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
Jul 9

Nonlinear Bandit

arXiv:2607. 07304v1 Announce Type: new Abstract: In this paper we first study the problem of generalized linear bandit (GLB) under heavy-tailed noise.

By Tianshuo Zheng, Ting Wu, Zhi-Hua Zhou, Keqin Liu
arXiv Machine Learning
Aug 3

Parameter-Free Heavy-Tailed Bandits

arXiv:2607. 29460v1 Announce Type: new Abstract: Heavy-tailed distributions arise naturally in sequential decision-making problems such as financial investment, online advertising, and network management, where rare but extreme outcomes can dominate performance.

By Gianmarco Genalti, Alberto Maria Metelli