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We study the linear stochastic bandit problem, relaxing the standard i.i.d. assumption on the observation noise. As an alternative to this restrictive assumption, we allow the noise terms across rounds to be sub-Gaussian but interdependent,…

Machine Learning · Statistics 2025-05-28 Baptiste Abélès , Eugenio Clerico , Hamish Flynn , Gergely Neu

Partial monitoring is an expressive framework for sequential decision-making with an abundance of applications, including graph-structured and dueling bandits, dynamic pricing and transductive feedback models. We survey and extend recent…

Machine Learning · Computer Science 2023-11-15 Johannes Kirschner , Tor Lattimore , Andreas Krause

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

Machine Learning · Statistics 2020-02-21 Sattar Vakili , Sudeep Salgia , Qing Zhao

Online structured prediction is a task of sequentially predicting outputs with complex structures based on inputs and past observations, encompassing online classification. Recent studies showed that in the full-information setting, we can…

Machine Learning · Computer Science 2026-01-06 Yuki Shibukawa , Taira Tsuchiya , Shinsaku Sakaue , Kenji Yamanishi

While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…

Machine Learning · Computer Science 2023-10-30 Mengxiao Zhang , Yuheng Zhang , Olga Vrousgou , Haipeng Luo , Paul Mineiro

Structured stochastic multi-armed bandits provide accelerated regret rates over the standard unstructured bandit problems. Most structured bandits, however, assume the knowledge of the structural parameter such as Lipschitz continuity,…

Machine Learning · Computer Science 2021-06-28 Hyejin Park , Seiyun Shin , Kwang-Sung Jun , Jungseul Ok

We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…

Machine Learning · Statistics 2020-07-03 Rémy Degenne , Han Shao , Wouter M. Koolen

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

We present and study a partial-information model of online learning, where a decision maker repeatedly chooses from a finite set of actions, and observes some subset of the associated losses. This naturally models several situations where…

Machine Learning · Computer Science 2014-10-01 Noga Alon , Nicolò Cesa-Bianchi , Claudio Gentile , Shie Mannor , Yishay Mansour , Ohad Shamir

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

Machine Learning · Computer Science 2018-03-28 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

There has been much recent work on training neural attention models at the sequence-level using either reinforcement learning-style methods or by optimizing the beam. In this paper, we survey a range of classical objective functions that…

Computation and Language · Computer Science 2018-10-09 Sergey Edunov , Myle Ott , Michael Auli , David Grangier , Marc'Aurelio Ranzato

Learning from prior tasks and transferring that experience to improve future performance is critical for building lifelong learning agents. Although results in supervised and reinforcement learning show that transfer may significantly…

Machine Learning · Statistics 2013-07-29 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

Machine Learning · Computer Science 2022-05-31 Leonardo Cella , Karim Lounici , Massimiliano Pontil

We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…

Machine Learning · Computer Science 2024-06-19 Pierre Boudart , Alessandro Rudi , Pierre Gaillard

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

Machine translation is a natural candidate problem for reinforcement learning from human feedback: users provide quick, dirty ratings on candidate translations to guide a system to improve. Yet, current neural machine translation training…

Computation and Language · Computer Science 2017-11-15 Khanh Nguyen , Hal Daumé , Jordan Boyd-Graber

The goal of counterfactual learning for statistical machine translation (SMT) is to optimize a target SMT system from logged data that consist of user feedback to translations that were predicted by another, historic SMT system. A challenge…

Machine Learning · Statistics 2017-12-15 Carolin Lawrence , Artem Sokolov , Stefan Riezler

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Machine Learning · Computer Science 2022-03-01 Runzhe Wan , Lin Ge , Rui Song

We investigate meta-learning procedures in the setting of stochastic linear bandits tasks. The goal is to select a learning algorithm which works well on average over a class of bandits tasks, that are sampled from a task-distribution.…

Machine Learning · Statistics 2020-05-19 Leonardo Cella , Alessandro Lazaric , Massimiliano Pontil

Structured prediction involves learning to predict complex structures rather than simple scalar values. The main challenge arises from the non-Euclidean nature of the output space, which generally requires relaxing the problem formulation.…

Machine Learning · Statistics 2024-11-19 Junjie Yang , Matthieu Labeau , Florence d'Alché-Buc