arXiv Machine Learning By Hantao Yang, Hong Xie, Defu Lian

Efficient Linear Bandits via Cluster-Aware Sketching

Read the original on arXiv Machine Learning →

arXiv:2609. 27594v1 Announce Type: new Abstract: We study the problem of computational efficiency for linear bandits in high-dimensional settings with a finite arm set.

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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