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The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

Machine Learning · Statistics 2025-03-17 Kevin Li , Eric Laber

Code runtime optimization-the task of rewriting a given code to a faster one-remains challenging, as it requires reasoning about performance trade-offs involving algorithmic and structural choices. Recent approaches employ code-LLMs with…

Programming Languages · Computer Science 2025-10-14 Su-Hyeon Kim , Joonghyuk Hahn , Sooyoung Cha , Yo-Sub Han

Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. Yet, so far, such methods have been mostly analyzed from an optimization perspective, without addressing the problem of…

Machine Learning · Computer Science 2020-06-19 Yonathan Efroni , Lior Shani , Aviv Rosenberg , Shie Mannor

We develop the first active learning method for contextual linear optimization. Specifically, we introduce a label acquisition algorithm that sequentially decides whether to request the ``labels'' of feature samples from an unlabeled data…

Machine Learning · Computer Science 2025-01-31 Mo Liu , Paul Grigas , Heyuan Liu , Zuo-Jun Max Shen

A recurring theme in statistical learning, online learning, and beyond is that faster convergence rates are possible for problems with low noise, often quantified by the performance of the best hypothesis; such results are known as…

Machine Learning · Computer Science 2021-07-07 Dylan J. Foster , Akshay Krishnamurthy

We study test-time scaling, where a model improves its answer through multi-round self-reflection at inference. We introduce In-Context Policy Optimization (ICPO), in which an agent optimizes its response in context using self-assessed or…

Machine Learning · Computer Science 2026-03-03 Tianrun Yu , Yuxiao Yang , Zhaoyang Wang , Kaixiang Zhao , Porter Jenkins , Xuchao Zhang , Chetan Bansal , Huaxiu Yao , Weitong Zhang

We consider a contextual bandit problem with $S$ contexts and $K$ actions. In each round $t=1,2,\dots$, the learner observes a random context and chooses an action based on its past experience. The learner then observes a random reward…

Machine Learning · Computer Science 2023-11-29 Chung-Wei Lee , Qinghua Liu , Yasin Abbasi-Yadkori , Chi Jin , Tor Lattimore , Csaba Szepesvári

Offline reinforcement learning (RL) aims to optimize a policy using collected data without online interactions. Model-based approaches are particularly appealing for addressing offline RL challenges because of their capability to mitigate…

Machine Learning · Computer Science 2026-04-14 Hao Li , Xiao-Hu Zhou , Shu-Hai Li , Mei-Jiang Gui , Xiao-Liang Xie , Shi-Qi Liu , Shuang-Yi Wang , Zhen-Qiu Feng , Zeng-Guang Hou

We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…

Machine Learning · Computer Science 2026-03-30 Dhruv Sarkar , Aprameyo Chakrabartty , Subhamon Supantha , Palash Dey , Abhishek Sinha

The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…

Machine Learning · Statistics 2026-04-03 Hao Yan , Heyan Zhang , Yongyi Guo

As autonomous systems increasingly rely on onboard sensing for localization and perception, the parallel tasks of motion planning and state estimation become more strongly coupled. This coupling is well-captured by augmenting the planning…

Robotics · Computer Science 2020-09-14 Kristoffer M. Frey , Ted J. Steiner , Jonathan P. How

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang

We study the problem of online learning in contextual bandit problems where the loss function is assumed to belong to a known parametric function class. We propose a new analytic framework for this setting that bridges the Bayesian theory…

Machine Learning · Computer Science 2024-06-28 Gergely Neu , Matteo Papini , Ludovic Schwartz

Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

Machine Learning · Computer Science 2021-10-05 Chuanhao Li , Hongning Wang

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-context learning (ICL) has transformed the use of large language models (LLMs) for NLP tasks, enabling few-shot learning by conditioning on labeled examples without finetuning. Despite its effectiveness, ICL is prone to errors,…

Computation and Language · Computer Science 2025-03-21 Mario Sanz-Guerrero , Katharina von der Wense

We study risk-aware offline policy learning, aiming to learn a decision rule from logged data that is optimal under general risk criteria. This problem is crucial in high-stakes domains where online interaction is infeasible and adverse…

Machine Learning · Statistics 2026-05-18 Yilong Wan , Yuqiang Li , Xianyi Wu

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…

Artificial Intelligence · Computer Science 2018-09-10 Yogatheesan Varatharajah , Brent Berry , Sanmi Koyejo , Ravishankar Iyer