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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

In this paper, we present a reduction-based framework for conservative bandits and RL, in which our core technique is to calculate the necessary and sufficient budget obtained from running the baseline policy. For lower bounds, we improve…

Machine Learning · Computer Science 2022-03-17 Yunchang Yang , Tianhao Wu , Han Zhong , Evrard Garcelon , Matteo Pirotta , Alessandro Lazaric , Liwei Wang , 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

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

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

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

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 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 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

In this paper, we aim to build a novel bandits algorithm that is capable of fully harnessing the power of multi-dimensional data and the inherent non-linearity of reward functions to provide high-usable and accountable decision-making…

Machine Learning · Computer Science 2024-01-18 Qianxin Yi , Yiyang Yang , Shaojie Tang , Jiapeng Liu , Yao Wang

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 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 study matrix estimation problems arising in reinforcement learning (RL) with low-rank structure. In low-rank bandits, the matrix to be recovered specifies the expected arm rewards, and for low-rank Markov Decision Processes (MDPs), it…

Machine Learning · Computer Science 2023-10-31 Stefan Stojanovic , Yassir Jedra , Alexandre Proutiere

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

Modern decision-making scenarios often involve data that is both high-dimensional and rich in higher-order contextual information, where existing bandits algorithms fail to generate effective policies. In response, we propose in this paper…

Machine Learning · Computer Science 2025-01-24 Jiannan Li , Yiyang Yang , Yao Wang , Shaojie Tang

Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…

Machine Learning · Computer Science 2019-06-14 Lin F. Yang , Mengdi Wang

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair $(i,j)\in [m]\times [n]$ is selected, the learner observes a noisy sample of the $(i,j)$-th entry of an unknown low-rank reward matrix.…

Machine Learning · Computer Science 2024-07-08 Yassir Jedra , William Réveillard , Stefan Stojanovic , Alexandre Proutiere

In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…

Machine Learning · Computer Science 2022-12-20 Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

Reinforcement learning (RL) has shown great effectiveness in quadrotor control, enabling specialized policies to develop even human-champion-level performance in single-task scenarios. However, these specialized policies often struggle with…

Robotics · Computer Science 2024-12-18 Jiaxu Xing , Ismail Geles , Yunlong Song , Elie Aljalbout , Davide Scaramuzza
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