arXiv:2607. 23679v1 Announce Type: new Abstract: Recent years have witnessed increasing interests in tackling heteroscedastic noise in bandits and reinforcement learning.
By Heyang Zhao, Tianyuan Jin, Weixin Wang, Vincent Y. F. Tan, Pan Xu, Quanquan Gu
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
arXiv:2605. 09454v2 Announce Type: replace-cross Abstract: We study the $\textit{single-index bandit}$ problem, where rewards depend on an unknown one-dimensional projection of high-dimensional contexts through an unknown reward function.
By Devdan Dey, Sujoy Bhore, Avishek Ghosh
arXiv:2606. 28616v1 Announce Type: new Abstract: In stochastic linear bandits, the canonical Upper Confidence Bound (UCB) algorithm admits a simple frequentist regret analysis but can be computationally demanding, while Thompson Sampling (TS) is computationally attractive yet typically harder to analyze due to its non-optimistic nature.
By Toshinori Kitamura, Shuai Liu, Csaba Szepesv\'ari
arXiv:2608. 15848v1 Announce Type: cross Abstract: We study generalized linear bandits with memory, an endogenous non-stationary setting in which rewards depend on past actions through a finite memory matrix.
By Heesang Ann, Hyunjun Choi, Taehyun Hwang, Younghoon Shin, Haeju Cheong, Min-hwan Oh
arXiv:2510. 24187v3 Announce Type: replace-cross Abstract: We consider the adversarial linear bandits setting and present a unified algorithmic framework that bridges Follow-the-Regularized-Leader (FTRL) and Follow-the-Perturbed-Leader (FTPL) methods, extending the known connection between them from the full-information setting.
By Lucas L\'evy, Jean-Lou Valeau, Arya Akhavan, Patrick Rebeschini