arXiv Machine Learning By Devdan Dey, Sujoy Bhore, Avishek Ghosh

Optimal Regret for Single Index Bandits

Read the original on arXiv Machine Learning →

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.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 30

Randomized Exploration for Linear Bandits via Absolute Perturbations

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 Machine Learning
Jul 7

Dynamic Regret for Non-Stationary Linear Bandits via Misspecification Reductions

arXiv:2607. 02891v1 Announce Type: new Abstract: Many online decision-making problems involve both round-specific feasible actions and drifting reward models: eligible ad impressions, feasible prices, and available treatments can change over time, while user preferences, demand curves, and patient responses may evolve.

By Zihao Hu, Yuan Yao, Jiheng Zhang, Zhengyuan Zhou