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
The paper introduces a hierarchical Bayesian framework for multi-task contextual bandits, capturing both heterogeneity and correlations among bandit instances. It proposes an empirical Bayesian method to estimate the covariance matrix of the prior, leading to two new algorithms—ebmTS and ebmUCB—that incorporate this prior into decision making. The authors provide frequentist regret bounds and show through synthetic and real-world experiments that these algorithms outperform existing methods, especially in complex settings.
By Xia Jiang, Rong J. B. Zhu
arXiv:2610.20514v1 Announce Type: new
Abstract: Evaluations of classifiers (AI or human or agents) often assume a batch setting in which every agent produces labels on every example in a test set, wh...
By Saatvik Kher, Hyungrok Do, Judy Zhong, Padhraic Smyth
The paper introduces EXPO, an algorithm that automatically optimizes the meta-prompt—specifically the task description and meta-instruction—for large language model agents in sequential decision-making tasks such as Bayesian optimization and multi-armed bandits. Building on adversarial bandit techniques to handle non-stationary rewards, the authors extend EXPO to EXPO-ES, which also optimizes exemplars (historical interactions) within the meta-prompt. Experiments demonstrate that these methods significantly improve the performance of LLM-based agents in sequential decision-making scenarios.
By Mingze Kong, Zhiyong Wang, Yao Shu, Zhongxiang Dai
arXiv:2606. 08977v1 Announce Type: new Abstract: Motivated by the recency effect in online learning, we study algorithms for single-pass *sliding-window streaming multi-armed bandits (MABs)* in this paper.
By Vladimir Braverman, Chen Wang, Liudeng Wang, Samson Zhou
arXiv:2606. 03831v1 Announce Type: new Abstract: This paper investigates non-stationary online learning using the metric of interval regret, which requires an online algorithm to perform well over every time interval.
By Yan-Feng Xie, Shuche Wang, Peng Zhao, Zhi-Hua Zhou