Mixture-Greedy for Online Generative Model Selection: Is UCB Necessary in Diversity-Aware Multi-Armed Bandits?
Read the original on arXiv AI →The Flow has not summarised this story yet — read it at arXiv AI.
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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.
arXiv:2610.16840v1 Announce Type: cross Abstract: Real-world systems often serve many objectives but can deploy only a few options, whose performance must be learned from noisy feedback. Modeling eac...
arXiv:2604. 05859v2 Announce Type: replace Abstract: We study Contextual Multi-Armed Bandits (CMABs) for non-episodic decision-making problems where the context includes both textual and numerical information (e.
arXiv:2607. 09015v1 Announce Type: cross Abstract: We study contextual bandit problems with correlated arms and access to surrogate reward signals produced by a machine learning model, motivated by applications such as large language model (LLM) routing.
arXiv:2510.10730v3 Announce Type: replace Abstract: We provide a unified algorithmic framework for ensemble sampling in nonlinear contextual bandits and develop corresponding regret bounds for two mo...
The paper introduces Online Hyperparameter Optimization (OHPO), framing it as an infinitely many‑armed bandit problem over mixed and conditional search spaces. It proposes the IMABO framework, which couples any bandit policy with any oracle for proposing new configurations, and presents IMOSS—a restart‑free anytime policy with provable regret bounds. Experiments show that IMABO, combined with practical oracles such as TPE, an incumbent‑mutation oracle, and a pretrained tabular foundation model, outperforms random search across a range of settings from classical ML models to LLM‑based agents.