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Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

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

The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic…

Machine Learning · Computer Science 2020-03-24 Yoan Russac , Olivier Cappé , Aurélien Garivier

We study multi-agent general-sum Markov games with nonlinear function approximation. We focus on low-rank Markov games whose transition matrix admits a hidden low-rank structure on top of an unknown non-linear representation. The goal is to…

Machine Learning · Computer Science 2022-11-01 Chengzhuo Ni , Yuda Song , Xuezhou Zhang , Chi Jin , Mengdi Wang

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

Machine Learning · Statistics 2025-12-02 Somangchan Park , Heesang Ann , Min-hwan Oh

This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

Machine Learning · Computer Science 2026-05-12 Zhengmiao Wang , Ming Chi , Zhi-Wei Liu , Lintao Ye , Carla Fabiana Chiasserini

Most learning to rank research has assumed that the utility of different documents is independent, which results in learned ranking functions that return redundant results. The few approaches that avoid this have rather unsatisfyingly…

Machine Learning · Computer Science 2012-09-04 Aleksandrs Slivkins , Filip Radlinski , Sreenivas Gollapudi

This paper presents a framework for deep transfer learning, which aims to leverage information from multi-domain upstream data with a large number of samples $n$ to a single-domain downstream task with a considerably smaller number of…

Machine Learning · Computer Science 2025-01-07 Yuling Jiao , Huazhen Lin , Yuchen Luo , Jerry Zhijian Yang

We consider regret minimization in low-rank MDPs with fixed transition and adversarial losses. Previous work has investigated this problem under either full-information loss feedback with unknown transitions (Zhao et al., 2024), or bandit…

Machine Learning · Computer Science 2024-11-12 Haolin Liu , Zakaria Mhammedi , Chen-Yu Wei , Julian Zimmert

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

Machine Learning · Computer Science 2023-11-02 Thodoris Lykouris , Max Simchowitz , Aleksandrs Slivkins , Wen Sun

We present conservative distributed multi-task learning in stochastic linear contextual bandits with heterogeneous agents. This extends conservative linear bandits to a distributed setting where M agents tackle different but related tasks…

Machine Learning · Computer Science 2025-04-29 Jiabin Lin , Shana Moothedath

We propose a meta-learning approach that learns from multiple tasks in a transductive setting, by leveraging the unlabeled query set in addition to the support set to generate a more powerful model for each task. To develop our framework,…

Machine Learning · Computer Science 2020-04-28 Shell Xu Hu , Pablo G. Moreno , Yang Xiao , Xi Shen , Guillaume Obozinski , Neil D. Lawrence , Andreas Damianou

We introduce a novel method that enables parameter-efficient transfer and multi-task learning with deep neural networks. The basic approach is to learn a model patch - a small set of parameters - that will specialize to each task, instead…

Machine Learning · Computer Science 2019-02-26 Pramod Kaushik Mudrakarta , Mark Sandler , Andrey Zhmoginov , Andrew Howard

We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…

Machine Learning · Computer Science 2020-06-20 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett , Heinrich Jiang

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

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

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

We study the repeated principal-agent bandit game, where the principal indirectly interacts with the unknown environment by proposing incentives for the agent to play arms. Most existing work assumes the agent has full knowledge of the…

Machine Learning · Computer Science 2025-06-03 Junyan Liu , Lillian J. Ratliff

Recently, there has been remarkable progress in reinforcement learning (RL) with general function approximation. However, all these works only provide regret or sample complexity guarantees. It is still an open question if one can achieve…

Machine Learning · Computer Science 2023-05-16 Yue Wu , Jiafan He , Quanquan Gu
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