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Reinforcement Learning (RL) has made notable success in decision-making fields like autonomous driving and robotic manipulation. Yet, its reliance on real-time feedback poses challenges in costly or hazardous settings. Furthermore, RL's…

Machine Learning · Computer Science 2024-07-19 Minjae Cho , Chuangchuang Sun

We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…

Machine Learning · Statistics 2026-05-13 Nam Phuong Tran , Andi Nika , Goran Radanovic , Long Tran-Thanh , Debmalya Mandal

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

Despite the remarkable success of pre-trained language models (PLMs), they still face two challenges: First, large-scale PLMs are inefficient in terms of memory footprint and computation. Second, on the downstream tasks, PLMs tend to rely…

Computation and Language · Computer Science 2022-10-12 Yuanxin Liu , Fandong Meng , Zheng Lin , Jiangnan Li , Peng Fu , Yanan Cao , Weiping Wang , Jie Zhou

Linear bandit algorithms yield $\tilde{\mathcal{O}}(n\sqrt{T})$ pseudo-regret bounds on compact convex action sets $\mathcal{K}\subset\mathbb{R}^n$ and two types of structural assumptions lead to better pseudo-regret bounds. When…

Machine Learning · Computer Science 2021-03-11 Thomas Kerdreux , Christophe Roux , Alexandre d'Aspremont , Sebastian Pokutta

The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task.…

Machine Learning · Computer Science 2012-10-09 Nishant A. Mehta , Alexander G. Gray

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

Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…

Machine Learning · Computer Science 2022-06-23 Romain Camilleri , Andrew Wagenmaker , Jamie Morgenstern , Lalit Jain , Kevin Jamieson

We study the linear bandit problem that accounts for partially observable features. Without proper handling, unobserved features can lead to linear regret in the decision horizon $T$, as their influence on rewards is unknown. To tackle this…

Machine Learning · Statistics 2025-08-19 Wonyoung Kim , Sungwoo Park , Garud Iyengar , Assaf Zeevi , Min-hwan Oh

We study the problem of pure exploration in matching markets under uncertain preferences, where the goal is to identify a stable matching with confidence parameter $\delta$ and minimal sample complexity. Agents learn preferences via…

Computer Science and Game Theory · Computer Science 2025-09-19 Tejas Pagare , Agniv Bandyopadhyay , Sandeep Juneja

We propose the first contextual bandit algorithm that is parameter-free, efficient, and optimal in terms of dynamic regret. Specifically, our algorithm achieves dynamic regret $\mathcal{O}(\min\{\sqrt{ST},…

Machine Learning · Computer Science 2019-06-19 Yifang Chen , Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei

We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action associated with a randomly generated contextual covariate. This…

Machine Learning · Statistics 2020-09-07 Yining Wang , Yi Chen , Ethan X. Fang , Zhaoran Wang , Runze Li

In this paper, we propose differentially private algorithms for the problem of stochastic linear bandits in the central, local and shuffled models. In the central model, we achieve almost the same regret as the optimal non-private…

Machine Learning · Computer Science 2022-07-08 Osama A. Hanna , Antonious M. Girgis , Christina Fragouli , Suhas Diggavi

We provide the first algorithm for online bandit linear optimization whose regret after T rounds is of order sqrt{Td ln N} on any finite class X of N actions in d dimensions, and of order d*sqrt{T} (up to log factors) when X is infinite.…

Machine Learning · Computer Science 2012-02-15 Nicolò Cesa-Bianchi , Sham Kakade

We study off-policy learning (OPL) in contextual bandits, which plays a key role in a wide range of real-world applications such as recommendation systems and online advertising. Typical OPL in contextual bandits assumes an unconstrained…

Machine Learning · Computer Science 2026-05-19 Koichi Tanaka , Ren Kishimoto , Bushun Kawagishi , Yusuke Narita , Yasuo Yamamoto , Nobuyuki Shimizu , Yuta Saito

We study a variant of the stochastic linear bandit problem wherein we optimize a linear objective function but rewards are accrued only orthogonal to an unknown subspace (which we interpret as a \textit{protected space}) given only…

Machine Learning · Computer Science 2021-03-03 Advait Parulekar , Soumya Basu , Aditya Gopalan , Karthikeyan Shanmugam , Sanjay Shakkottai

This paper studies the Bayesian regret of a variant of the Thompson-Sampling algorithm for bandit problems. It builds upon the information-theoretic framework of [Russo and Van Roy, 2015] and, more specifically, on the rate-distortion…

Machine Learning · Statistics 2024-03-07 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

A fundamental question in the theory of reinforcement learning is: suppose the optimal $Q$-function lies in the linear span of a given $d$ dimensional feature mapping, is sample-efficient reinforcement learning (RL) possible? The recent and…

Machine Learning · Computer Science 2021-10-22 Yuanhao Wang , Ruosong Wang , Sham M. Kakade

We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…

Numerical Analysis · Mathematics 2019-05-10 Ben Adcock , Anyi Bao , Simone Brugiapaglia

We study the setting of optimizing with bandit feedback with additional prior knowledge provided to the learner in the form of an initial hint of the optimal action. We present a novel algorithm for stochastic linear bandits that uses this…

Machine Learning · Computer Science 2022-03-09 Ashok Cutkosky , Chris Dann , Abhimanyu Das , Qiuyi , Zhang