arXiv Machine Learning By Wyame Benslimane, Tinghan Ye, Pascal Van Hentenryck, Paul Grigas

Decision-Focused On-Policy Learning for Contextual Linear Optimization with Partial Feedback

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arXiv:2606. 01081v1 Announce Type: new Abstract: Decision-focused learning (DFL) trains predictive models by optimizing downstream decision quality rather than standalone prediction accuracy.

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arXiv Machine Learning
Sep 16

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