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Related papers: Transfer Learning for Contextual Multi-armed Bandi…

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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

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We…

Statistics Theory · Mathematics 2025-10-06 Rong Jiang , Cong Ma

Bandits with covariates, a.k.a. contextual bandits, address situations where optimal actions (or arms) at a given time $t$, depend on a context $x_t$, e.g., a new patient's medical history, a consumer's past purchases. While it is…

Machine Learning · Statistics 2021-02-23 Joseph Suk , Samory Kpotufe

We consider the problem of contextual multi-armed bandits in the setting of hypothesis transfer learning. That is, we assume having access to a previously learned model on an unobserved set of contexts, and we leverage it in order to…

Machine Learning · Computer Science 2022-11-15 Steven Bilaj , Sofien Dhouib , Setareh Maghsudi

Transferring knowledge from one environment to another is an essential ability of intelligent systems. Nevertheless, when two environments are different, naively transferring all knowledge may deteriorate the performance, a phenomenon known…

Machine Learning · Computer Science 2025-02-28 Mingwei Deng , Ville Kyrki , Dominik Baumann

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…

Statistics Theory · Mathematics 2026-03-09 Petr Zamolodtchikov

We study nonparametric contextual bandits where Lipschitz mean reward functions may change over time. We first establish the minimax dynamic regret rate in this less understood setting in terms of number of changes $L$ and total-variation…

Machine Learning · Statistics 2023-11-21 Joe Suk , Samory Kpotufe

Transfer learning for nonparametric regression is considered. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax…

Machine Learning · Statistics 2024-01-24 T. Tony Cai , Hongming Pu

We study the non-contextual multi-armed bandit problem in a transfer learning setting: before any pulls, the learner is given N'_k i.i.d. samples from each source distribution nu'_k, and the true target distributions nu_k lie within a known…

Machine Learning · Computer Science 2025-09-24 Adrien Prevost , Timothee Mathieu , Odalric-Ambrym Maillard

When concept shifts and sample scarcity are present in the target domain of interest, nonparametric regression learners often struggle to generalize effectively. The technique of transfer learning remedies these issues by leveraging data or…

Machine Learning · Statistics 2025-01-22 Haotian Lin , Matthew Reimherr

We study nonparametric regression under covariate shift with structured data, where a small amount of labeled target data is supplemented by a large labeled source dataset. In many real-world settings, the covariates in the target domain…

Statistics Theory · Mathematics 2025-07-02 Yuyao Wang , Nabarun Deb , Debarghya Mukherjee

Human learners have the natural ability to use knowledge gained in one setting for learning in a different but related setting. This ability to transfer knowledge from one task to another is essential for effective learning. In this paper,…

Statistics Theory · Mathematics 2019-06-10 T. Tony Cai , Hongji Wei

In many applications, e.g. in healthcare and e-commerce, the goal of a contextual bandit may be to learn an optimal treatment assignment policy at the end of the experiment. That is, to minimize simple regret. However, this objective…

Machine Learning · Computer Science 2023-11-06 Sanath Kumar Krishnamurthy , Ruohan Zhan , Susan Athey , Emma Brunskill

In transfer learning, we wish to make inference about a target population when we have access to data both from the distribution itself, and from a different but related source distribution. We introduce a flexible framework for transfer…

Machine Learning · Statistics 2021-09-03 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

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 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

Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed features, distributions, or unobserved confounders often…

Machine Learning · Computer Science 2025-07-10 Xueping Gong , Wei You , Jiheng Zhang

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li
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