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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 investigate meta-learning procedures in the setting of stochastic linear bandits tasks. The goal is to select a learning algorithm which works well on average over a class of bandits tasks, that are sampled from a task-distribution.…

Machine Learning · Statistics 2020-05-19 Leonardo Cella , Alessandro Lazaric , Massimiliano Pontil

In this work we investigate meta-learning (or learning-to-learn) approaches in multi-task linear stochastic bandit problems that can originate from multiple environments. Inspired by the work of [1] on meta-learning in a sequence of linear…

We consider the problem of online learning in misspecified linear stochastic multi-armed bandit problems. Regret guarantees for state-of-the-art linear bandit algorithms such as Optimism in the Face of Uncertainty Linear bandit (OFUL) hold…

Machine Learning · Computer Science 2017-04-25 Avishek Ghosh , Sayak Ray Chowdhury , Aditya Gopalan

We study lifelong learning in linear bandits, where a learner interacts with a sequence of linear bandit tasks whose parameters lie in an $m$-dimensional subspace of $\mathbb{R}^d$, thereby sharing a low-rank representation. Current…

Machine Learning · Computer Science 2025-01-24 Thang Duong , Zhi Wang , Chicheng Zhang

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

Recent growing adoption of experimentation in practice has led to a surge of attention to multiarmed bandits as a technique to reduce the opportunity cost of online experiments. In this setting, a decision-maker sequentially chooses among a…

Machine Learning · Computer Science 2022-04-04 Nima Hamidi , Mohsen Bayati

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

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

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

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

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

Linear bandits have long been a central topic in online learning, with applications ranging from recommendation systems to adaptive clinical trials. Their general learnability has been established when the objective is to minimise the inner…

Machine Learning · Statistics 2026-02-18 Lorenzo Croissant

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 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

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

We study the task of maximizing rewards from recommending items (actions) to users sequentially interacting with a recommender system. Users are modeled as latent mixtures of C many representative user classes, where each class specifies a…

Machine Learning · Computer Science 2016-09-07 Aditya Gopalan , Odalric-Ambrym Maillard , Mohammadi Zaki

We study the problem of representation learning in stochastic contextual linear bandits. While the primary concern in this domain is usually to find realizable representations (i.e., those that allow predicting the reward function at any…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Matteo Papini , Ahmed Touati , Alessandro Lazaric , Matteo Pirotta

We study multi-task representation learning for the problem of pure exploration in bilinear bandits. In bilinear bandits, an action takes the form of a pair of arms from two different entity types and the reward is a bilinear function of…

Machine Learning · Computer Science 2023-11-02 Subhojyoti Mukherjee , Qiaomin Xie , Josiah P. Hanna , Robert Nowak

Contextual linear dueling bandits have recently garnered significant attention due to their widespread applications in important domains such as recommender systems and large language models. Classical dueling bandit algorithms are…

Machine Learning · Computer Science 2025-06-04 Xuhan Huang , Yan Hu , Zhiyan Li , Zhiyong Wang , Benyou Wang , Zhongxiang Dai
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