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Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

We study supervisory switching control for partially-observed linear dynamical systems. The objective is to identify and deploy the best controller for the unknown system by periodically selecting among a collection of $N$ candidate…

Optimization and Control · Mathematics 2026-03-19 Haoyuan Sun , Ali Jadbabaie

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu

This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…

Machine Learning · Computer Science 2021-02-09 Jiachen Hu , Xiaoyu Chen , Chi Jin , Lihong Li , Liwei Wang

In this work we investigate meta-learning (or learning-to-learn) approaches in multi-task linear stochastic bandit problems that can originate from multiple environments. Inspired by the work of [1] on meta-learning in a sequence of linear…

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

We study representation learning for efficient imitation learning over linear systems. In particular, we consider a setting where learning is split into two phases: (a) a pre-training step where a shared $k$-dimensional representation is…

Machine Learning · Computer Science 2023-11-13 Thomas T. Zhang , Katie Kang , Bruce D. Lee , Claire Tomlin , Sergey Levine , Stephen Tu , Nikolai Matni

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire

This paper studies the operation of multi-agent networks engaged in multi-task decision problems under the paradigm of simultaneous learning and adaptation. Two scenarios are considered: one in which a decision must be taken among multiple…

Signal Processing · Electrical Eng. & Systems 2019-12-13 Stefano Marano , Ali H. Sayed

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in…

Machine Learning · Computer Science 2024-02-21 Avinandan Bose , Simon Shaolei Du , Maryam Fazel

We propose the introduction of nonlinear operation into the feature generation process in convolutional neural networks. This nonlinearity can be implemented in various ways. First we discuss the use of nonlinearities in the process of data…

Machine Learning · Computer Science 2019-05-30 Gavneet Singh Chadha , Andreas Schwung

Learning a good representation is an essential component for deep reinforcement learning (RL). Representation learning is especially important in multitask and partially observable settings where building a representation of the unknown…

Representation learning is the foundation for the recent success of neural network models. However, the distributed representations generated by neural networks are far from ideal. Due to their highly entangled nature, they are di cult to…

Machine Learning · Computer Science 2016-02-09 William Whitney

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

Multi-dimensional online decision making plays a crucial role in many real applications such as online recommendation and digital marketing. In these problems, a decision at each time is a combination of choices from different types of…

Machine Learning · Statistics 2024-02-14 Jie Zhou , Botao Hao , Zheng Wen , Jingfei Zhang , Will Wei Sun

Learning compatible representations enables the interchangeable use of semantic features as models are updated over time. This is particularly relevant in search and retrieval systems where it is crucial to avoid reprocessing of the gallery…

Computer Vision and Pattern Recognition · Computer Science 2024-05-07 Niccolò Biondi , Federico Pernici , Simone Ricci , Alberto Del Bimbo

Gradient-based meta-learning algorithms have gained popularity for their ability to train models on new tasks using limited data. Empirical observations indicate that such algorithms are able to learn a shared representation across tasks,…

Machine Learning · Computer Science 2025-01-09 Hui Wang , Cho Tung Yip , Bo Li

Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this…

Machine Learning · Computer Science 2023-01-30 Pouya Hamadanian , Malte Schwarzkopf , Siddartha Sen , Mohammad Alizadeh