arXiv:2606. 26893v1 Announce Type: new Abstract: We study learning in prophet inequalities with i.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
arXiv:2606. 09191v1 Announce Type: new Abstract: We prove that $\rho\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $\rho$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms.
We prove that $ρ\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $ρ$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms. Both this result and its bounded-support counterpart require only continuity of $ρ$: strictly weaker than the dominance condition of prior parametric Thompson Sampling results, and strictly weaker than the Lipschitz condition of UCB-type algorithms, yielding the first instance-optimal guarantees for non-Lipschitz functionals such as the Sharpe ratio without parametric reward assumptions.
arXiv:2602. 06257v2 Announce Type: replace Abstract: Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions.
arXiv:2312. 15427v3 Announce Type: replace Abstract: Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables.
arXiv:2606. 06043v1 Announce Type: cross Abstract: Follow-the-regularized-leader framework has shown effectiveness and flexibility in online learning problems, where the choice of learning rates are known to be crucial.
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.