arXiv Machine Learning

Best-of-Both Worlds for linear contextual bandits with paid observations

arXiv:2510. 07424v3 Announce Type: replace Abstract: We study linear contextual bandits with paid observations, where at each round the learner observes a context, selects an action, and may pay a fixed cost to observe feedback from a subset of arms.

arXiv Machine Learning
Sep 10

Mixing Makes Markovian Contexts Cheap for Linear Bandits

The paper extends the idea that contexts are cheap for linear bandits from i.i.d. settings to Markovian context processes. By assuming uniform geometric ergodicity, the authors construct a stationary surrogate action set and use a delayed‑update scheme to mitigate bias from nonstationary conditional context distributions. They provide a phased algorithm for unknown stationary distributions and achieve high‑probability regret bounds comparable to standard linear bandit oracles in fast‑mixing regimes, with empirical validation showing gains over LinUCB.

By Kaan Buyukkalayci, Osama Hanna, Christina Fragouli
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 20

Fast Best-in-Class Regret for Contextual Bandits

The paper investigates stochastic contextual bandits in an agnostic setting, aiming to compete with the best policy in a given class without assuming realizability or specific loss/reward models. It introduces an algorithm that updates the policy each round by minimizing a pessimistic objective— a clipped inverse‑propensity estimate of the policy value plus a variance penalty— and proves the first fast regret rates relative to the best‑in‑class policy. By exploiting entropy assumptions on the policy class and a H"olderian error‑bound condition, the authors achieve fast best‑in‑class regret rates, including polylogarithmic rates in the parametric case, using a sequential self‑normalized maximal inequality for bounded martingale empirical processes to derive uniform variance‑adaptive confidence bounds and ensure pessimism under adaptive data collection.

By Samuel Girard, Aurelien Bibaut, Arthur Gretton, Nathan Kallus, Houssam Zenati
arXiv Machine Learning
Jun 19

Stabilizing Bandits using Regularization: Precise Regret and A Quantitative Central Limit Theorem

arXiv:2603. 10184v2 Announce Type: replace-cross Abstract: Statistical inference with bandit data presents fundamental challenges owing to adaptive sampling, which violates the independence assumptions underlying classical asymptotic theory.

By Budhaditya Halder, Ishan Sengupta, Koustav Chowdhury, Samya Praharaj, Koulik Khamaru
arXiv AI
Jun 9

Bandits for Efficient Experimentation: Adapting to Control Group, Preferences, and Context Drifts

arXiv:2606. 09802v1 Announce Type: cross Abstract: We consider a variant of the linear contextual stochastic multi-armed bandits, where the learner must provide recommendations to a group of users, each having its personalized preference vector, and in the presence of context distributions that are drifting over time.

By Udvas Das, Waris Radji, Debabrota Basu, Odalric-Ambrym Maillard
arXiv Machine Learning
1d ago

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