arXiv Machine Learning

Cost-Aware Multi-Objective Bandits: Theory and Application to Budgeted LLM Configuration Evaluation

arXiv:2608. 04333v1 Announce Type: new Abstract: Large language model (LLM) configuration evaluation is challenging due to limited evaluation budgets, varying costs, and multiple competing objectives.

arXiv AI
Sep 2

Bandits in Prod: Hyperparameter Optimization at Inference Time

The paper introduces Online Hyperparameter Optimization (OHPO), framing it as an infinitely many‑armed bandit problem over mixed and conditional search spaces. It proposes the IMABO framework, which couples any bandit policy with any oracle for proposing new configurations, and presents IMOSS—a restart‑free anytime policy with provable regret bounds. Experiments show that IMABO, combined with practical oracles such as TPE, an incumbent‑mutation oracle, and a pretrained tabular foundation model, outperforms random search across a range of settings from classical ML models to LLM‑based agents.

By Louis Abraham, Tuan-Anh Nguyen, Nicolas Devatine
arXiv Machine Learning
Aug 27

Optimal Design for Multinomial Logit Model with Applications to Best Assortment Identification

The paper presents a computationally efficient optimal design framework for multinomial logit (MNL) bandits, addressing the combinatorial action space that makes traditional methods infeasible. It introduces two approaches: an exact or certified-approximate mixed-integer linear program with solver‑certified early stopping, and a fully polynomial‑time lifted design using a tractable surrogate objective. Leveraging the Kiefer‑Wolfowitz equivalence theorem, the authors provide near G‑optimality guarantees and apply the framework to develop a best assortment identification algorithm with an instance‑dependent sample complexity of τO((d log N)/Δ²).

By Joongkyu Lee, Min-hwan Oh
arXiv Machine Learning
Jul 14

Diversified Multinomial Logit Contextual Bandits

arXiv:2607. 11684v1 Announce Type: cross Abstract: Existing contextual multinomial logit (MNL) bandits model relevance-driven choice but ignore the potential benefits of within-assortment diversity, while submodular/combinatorial bandits encode diversity in rewards but lack structured choice probabilities.

By Heesang Ann, Taehyun Hwang, Min-hwan Oh
arXiv Machine Learning
Sep 10

High-dimensional Linear Bandits with Knapsacks

The paper studies high‑dimensional linear contextual bandits with knapsack constraints (CBwK), aiming to exploit sparsity for tighter regret bounds. It introduces an online hard‑thresholding estimator integrated into a primal‑dual framework, achieving sub‑linear regret that grows only logarithmically with the feature dimension. Under either a diverse‑covariate or margin condition, the regret improves to τ‑dependent rates, and when both hold simultaneously, a dual resolving scheme yields an even tighter bound. The approach also recovers optimal rates for high‑dimensional contextual bandits without knapsacks, and experiments demonstrate its practical effectiveness.

By Wanteng Ma, Dong Xia, Jiashuo Jiang
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