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In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…

Machine Learning · Computer Science 2024-01-09 Xueping Gong , Jiheng Zhang

Meta-learning algorithms use past experience to learn to quickly solve new tasks. In the context of reinforcement learning, meta-learning algorithms acquire reinforcement learning procedures to solve new problems more efficiently by…

Machine Learning · Computer Science 2020-05-01 Abhishek Gupta , Benjamin Eysenbach , Chelsea Finn , Sergey Levine

We introduce a unified probabilistic framework for solving sequential decision making problems ranging from Bayesian optimisation to contextual bandits and reinforcement learning. This is accomplished by a probabilistic model-based approach…

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

Despite the success on few-shot learning problems, most meta-learned models only focus on achieving good performance on clean examples and thus easily break down when given adversarially perturbed samples. While some recent works have shown…

Machine Learning · Computer Science 2023-10-27 Minseon Kim , Hyeonjeong Ha , Dong Bok Lee , Sung Ju Hwang

The linear contextual bandit literature is mostly focused on the design of efficient learning algorithms for a given representation. However, a contextual bandit problem may admit multiple linear representations, each one with different…

Machine Learning · Computer Science 2021-04-09 Matteo Papini , Andrea Tirinzoni , Marcello Restelli , Alessandro Lazaric , Matteo Pirotta

Representation learning aims to extract meaningful lower-dimensional embeddings from data, known as representations. Despite its widespread application, there is no established definition of a ``good'' representation. Typically, the…

Machine Learning · Computer Science 2024-12-05 Mahalakshmi Sabanayagam , Omar Al-Dabooni , Pascal Esser

Motivated by a range of applications, we study in this paper the problem of transfer learning for nonparametric contextual multi-armed bandits under the covariate shift model, where we have data collected on source bandits before the start…

Machine Learning · Statistics 2024-01-26 Changxiao Cai , T. Tony Cai , Hongzhe Li

Unsupervised meta-learning aims to learn feature representations from unsupervised datasets that can transfer to downstream tasks with limited labeled data. In this paper, we propose a novel approach to unsupervised meta-learning that…

Machine Learning · Computer Science 2025-02-11 Anna Vettoruzzo , Lorenzo Braccaioli , Joaquin Vanschoren , Marlena Nowaczyk

We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…

Machine Learning · Statistics 2022-07-19 Zhimei Ren , Zhengyuan Zhou

Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…

Numerical Analysis · Mathematics 2022-02-22 Yiming Xu , Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

We initiate the study of learning in contextual bandits with the help of loss predictors. The main question we address is whether one can improve over the minimax regret $\mathcal{O}(\sqrt{T})$ for learning over $T$ rounds, when the total…

Machine Learning · Computer Science 2020-10-16 Chen-Yu Wei , Haipeng Luo , Alekh Agarwal

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

One of the primary challenges in large-scale distributed learning stems from stringent communication constraints. While several recent works address this challenge for static optimization problems, sequential decision-making under…

Machine Learning · Computer Science 2022-03-03 Aritra Mitra , Hamed Hassani , George J. Pappas

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

Machine Learning · Computer Science 2022-05-30 Maria-Florina Balcan , Keegan Harris , Mikhail Khodak , Zhiwei Steven Wu

Representation learning based on multi-task pretraining has become a powerful approach in many domains. In particular, task-aware representation learning aims to learn an optimal representation for a specific target task by sampling data…

Machine Learning · Computer Science 2023-06-16 Yifang Chen , Yingbing Huang , Simon S. Du , Kevin Jamieson , Guanya Shi

Meta-learning has proven to be successful for few-shot learning across the regression, classification, and reinforcement learning paradigms. Recent approaches have adopted Bayesian interpretations to improve gradient-based meta-learners by…

Machine Learning · Computer Science 2020-12-01 Amrith Setlur , Saket Dingliwal , Barnabas Poczos

We give novel algorithms for multi-task and lifelong linear bandits with shared representation. Specifically, we consider the setting where we play $M$ linear bandits with dimension $d$, each for $T$ rounds, and these $M$ bandit tasks share…

Machine Learning · Computer Science 2022-03-30 Jiaqi Yang , Qi Lei , Jason D. Lee , Simon S. Du

Neural networks suffer from catastrophic forgetting and are unable to sequentially learn new tasks without guaranteed stationarity in data distribution. Continual learning could be achieved via replay -- by concurrently training externally…

A central goal of unsupervised learning is to acquire representations from unlabeled data or experience that can be used for more effective learning of downstream tasks from modest amounts of labeled data. Many prior unsupervised learning…

Machine Learning · Computer Science 2019-03-25 Kyle Hsu , Sergey Levine , Chelsea Finn