arXiv Machine Learning By Heyang Zhao, Tianyuan Jin, Weixin Wang, Vincent Y. F. Tan, Pan Xu, Quanquan Gu

Breaking the Total Variance Barrier: Sharp Sample Complexity for Linear Heteroscedastic Bandits with Fixed Action Set

Read the original on arXiv Machine Learning →

arXiv:2607. 23679v1 Announce Type: new Abstract: Recent years have witnessed increasing interests in tackling heteroscedastic noise in bandits and reinforcement learning.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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
Hugging Face Trending Papers
Jun 8

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

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. Under practitioner-friendly assumptions, we reduce this setting to linear bandit with stationary mean but heteroskedastic and non-stationary noise.