arXiv Machine Learning By Emil Carlsson, Newton Mwai, Fredrik D. Johansson

Latent Order Bandits

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The paper introduces Latent Order Bandits (LOB), a new bandit framework that relaxes the strict assumptions of traditional latent bandits by only requiring a partial order of action preferences within each latent state. LOB allows instances sharing the same state to have different reward distributions as long as the action ranking remains consistent, making it suitable for scenarios like user groups on streaming services who agree on genre preferences but rate differently. The authors present an upper‑confidence bound algorithm for both total and partial latent orders, provide regret bounds, and propose a posterior‑sampling variant that empirically outperforms full‑prior latent bandits when reward scales vary across instances sharing the same latent state.

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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