arXiv Machine Learning By Yiyan Huang, Cheuk Hang Leung, Qi Wu, Zhiheng Zhang

Wasserstein Policy Learning for Distributional Outcomes

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arXiv:2606. 19117v1 Announce Type: cross Abstract: Offline policy learning has received growing attention in causal inference.

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arXiv Machine Learning
Aug 12

Risk-Averse Wasserstein Distributionally Robust Online Learning

arXiv:2602. 20403v2 Announce Type: replace Abstract: We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations.

By Guixian Chen, Salar Fattahi, Soroosh Shafiee
arXiv AI
3d ago

On the Complexity of Preference-Based Bandits

The paper investigates preference-based bandits where a learner selects pairs of arms and receives binary preference feedback modeled by Bradley–Terry. It introduces the locally sensitive eluder dimension, a new complexity measure for logistic preference feedback, and proposes the GINOP algorithm that uses log-loss confidence sets to balance optimism and exploration. The authors prove a first-order regret bound showing that learning with preference feedback can be as statistically efficient as learning from direct rewards, and they validate their theory with empirical experiments.

By Ahmed Ben Yahmed (CREST, ENSAE Paris, FAIRPLAY), Marc Abeille (FAIRPLAY), Cl\'ement Calauz\`enes (FAIRPLAY)
arXiv Machine Learning
Jun 30

Wasserstein Distributionally Robust Regret Optimization

arXiv:2504. 10796v4 Announce Type: replace-cross Abstract: Distributionally robust optimization (DRO) is widely used for decision-making under uncertainty, but its adversarial focus on worst-case loss can lead to overly conservative policies.

By Lukas-Benedikt Fiechtner, Jose Blanchet