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We study the problem of transfer-learning in the setting of stochastic linear bandit tasks. We consider that a low dimensional linear representation is shared across the tasks, and study the benefit of learning this representation in the…

Machine Learning · Statistics 2023-08-16 Leonardo Cella , Karim Lounici , Grégoire Pacreau , Massimiliano Pontil

Multi-task representation learning is an approach that learns shared latent representations across related tasks, facilitating knowledge transfer and improving sample efficiency. This paper introduces a novel approach to multi-task…

Machine Learning · Computer Science 2026-04-02 Jiabin Lin , Shana Moothedath

In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…

Machine Learning · Computer Science 2022-04-19 Yuzhen Qin , Tommaso Menara , Samet Oymak , ShiNung Ching , Fabio Pasqualetti

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

Machine Learning · Computer Science 2022-05-31 Leonardo Cella , Karim Lounici , Massimiliano Pontil

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

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

We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…

Machine Learning · Computer Science 2025-01-08 Jiabin Lin , Shana Moothedath , Namrata Vaswani

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…

Machine Learning · Computer Science 2021-05-06 Jiaqi Yang , Wei Hu , Jason D. Lee , Simon S. Du

This paper presents the Constrained Multi-Task Representation Learning (CMTRL) framework for linear bandits. We consider T linear bandit tasks in a d dimensional space, which share a common low-dimensional representation of dimension r,…

Machine Learning · Computer Science 2026-05-13 Jiabin Lin , Shana Moothedath

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

An increasingly popular machine learning paradigm is to pretrain a neural network (NN) on many tasks offline, then adapt it to downstream tasks, often by re-training only the last linear layer of the network. This approach yields strong…

Machine Learning · Computer Science 2024-06-10 Liam Collins , Hamed Hassani , Mahdi Soltanolkotabi , Aryan Mokhtari , Sanjay Shakkottai

Representation learning is a powerful tool that enables learning over large multitudes of agents or domains by enforcing that all agents operate on a shared set of learned features. However, many robotics or controls applications that would…

Machine Learning · Computer Science 2024-07-30 Bruce D. Lee , Leonardo F. Toso , Thomas T. Zhang , James Anderson , Nikolai Matni

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

In a low-rank linear bandit problem, the reward of an action (represented by a matrix of size $d_1 \times d_2$) is the inner product between the action and an unknown low-rank matrix $\Theta^*$. We propose an algorithm based on a novel…

Machine Learning · Statistics 2020-10-20 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

Despite the recent success of representation learning in sequential decision making, the study of the pure exploration scenario (i.e., identify the best option and minimize the sample complexity) is still limited. In this paper, we study…

Machine Learning · Computer Science 2023-05-31 Yihan Du , Longbo Huang , Wen Sun

Multi-task learning (MTL) has emerged as a pivotal paradigm in machine learning by leveraging shared structures across multiple related tasks. Despite its empirical success, the development of likelihood-based efficiently solvable…

Machine Learning · Computer Science 2026-05-07 Shihong Ding , Fangyu Du , Cong Fang

In lifelong learning, a learner faces a sequence of tasks with shared structure and aims to identify and leverage it to accelerate learning. We study the setting where such structure is captured by a common representation of data. Unlike…

Machine Learning · Computer Science 2025-11-04 Zhi Wang , Chicheng Zhang , Ramya Korlakai Vinayak

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

In lifelong learning, tasks (or classes) to be learned arrive sequentially over time in arbitrary order. During training, knowledge from previous tasks can be captured and transferred to subsequent ones to improve sample efficiency. We…

Machine Learning · Computer Science 2022-03-02 Xinyuan Cao , Weiyang Liu , Santosh S. Vempala

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
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