Daily Papers

Despite the prevalence of sleep-tracking devices, many individuals struggle to translate data into actionable improvements in sleep health. Current methods often provide data-driven suggestions but may not be feasible and adaptive to real-life constraints and individual contexts. We present HealthGuru, a novel large language model-powered chatbot to enhance sleep health through data-driven, theory-guided, and adaptive recommendations with conversational behavior change support. HealthGuru's multi-agent framework integrates wearable device data, contextual information, and a contextual multi-armed bandit model to suggest tailored sleep-enhancing activities. The system facilitates natural conversations while incorporating data-driven insights and theoretical behavior change techniques. Our eight-week in-the-wild deployment study with 16 participants compared HealthGuru to a baseline chatbot. Results show improved metrics like sleep duration and activity scores, higher quality responses, and increased user motivation for behavior change with HealthGuru. We also identify challenges and design considerations for personalization and user engagement in health chatbots.

Large Language Models (LLMs) increasingly rely on prolonged reasoning chains to solve complex tasks. However, this trial-and-error approach often leads to high computational overhead and error propagation, where early mistakes can derail subsequent steps. To address these issues, we introduce Meta-Reasoner, a framework that dynamically optimizes inference-time reasoning by enabling LLMs to "think about how to think." Drawing inspiration from human meta-cognition and dual-process theory, Meta-Reasoner operates as a strategic advisor, decoupling high-level guidance from step-by-step generation. It employs "contextual multi-armed bandits" to iteratively evaluate reasoning progress, and select optimal strategies (e.g., backtrack, clarify ambiguity, restart from scratch, or propose alternative approaches), and reallocates computational resources toward the most promising paths. Our evaluations on mathematical reasoning and puzzles highlight the potential of dynamic reasoning chains to overcome inherent challenges in the LLM reasoning process and also show promise in broader applications, offering a scalable and adaptable solution for reasoning-intensive tasks.

Multi-armed bandits a simple but very powerful framework for algorithms that make decisions over time under uncertainty. An enormous body of work has accumulated over the years, covered in several books and surveys. This book provides a more introductory, textbook-like treatment of the subject. Each chapter tackles a particular line of work, providing a self-contained, teachable technical introduction and a brief review of the further developments; many of the chapters conclude with exercises. The book is structured as follows. The first four chapters are on IID rewards, from the basic model to impossibility results to Bayesian priors to Lipschitz rewards. The next three chapters cover adversarial rewards, from the full-feedback version to adversarial bandits to extensions with linear rewards and combinatorially structured actions. Chapter 8 is on contextual bandits, a middle ground between IID and adversarial bandits in which the change in reward distributions is completely explained by observable contexts. The last three chapters cover connections to economics, from learning in repeated games to bandits with supply/budget constraints to exploration in the presence of incentives. The appendix provides sufficient background on concentration and KL-divergence. The chapters on "bandits with similarity information", "bandits with knapsacks" and "bandits and agents" can also be consumed as standalone surveys on the respective topics.

These lecture notes give a statistical perspective on the foundations of reinforcement learning and interactive decision making. We present a unifying framework for addressing the exploration-exploitation dilemma using frequentist and Bayesian approaches, with connections and parallels between supervised learning/estimation and decision making as an overarching theme. Special attention is paid to function approximation and flexible model classes such as neural networks. Topics covered include multi-armed and contextual bandits, structured bandits, and reinforcement learning with high-dimensional feedback.

We propose and deploy an approach to continually train an instruction-following agent from feedback provided by users during collaborative interactions. During interaction, human users instruct an agent using natural language, and provide realtime binary feedback as they observe the agent following their instructions. We design a contextual bandit learning approach, converting user feedback to immediate reward. We evaluate through thousands of human-agent interactions, demonstrating 15.4% absolute improvement in instruction execution accuracy over time. We also show our approach is robust to several design variations, and that the feedback signal is roughly equivalent to the learning signal of supervised demonstration data.

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to approximate the unknown reward function. We resolve the open problem of proving sublinear regret bounds in this setting for general context sequences, considering both fully-connected and convolutional networks. To this end, we first analyze NTK-UCB, a kernelized bandit optimization algorithm employing the Neural Tangent Kernel (NTK), and bound its regret in terms of the NTK maximum information gain gamma_T, a complexity parameter capturing the difficulty of learning. Our bounds on gamma_T for the NTK may be of independent interest. We then introduce our neural network based algorithm NN-UCB, and show that its regret closely tracks that of NTK-UCB. Under broad non-parametric assumptions about the reward function, our approach converges to the optimal policy at a mathcal{O}(T^{-1/2d}) rate, where d is the dimension of the context.

We consider the neural contextual bandit problem. In contrast to the existing work which primarily focuses on ReLU neural nets, we consider a general set of smooth activation functions. Under this more general setting, (i) we derive non-asymptotic error bounds on the difference between an overparameterized neural net and its corresponding neural tangent kernel, (ii) we propose an algorithm with a provably sublinear regret bound that is also efficient in the finite regime as demonstrated by empirical studies. The non-asymptotic error bounds may be of broader interest as a tool to establish the relation between the smoothness of the activation functions in neural contextual bandits and the smoothness of the kernels in kernel bandits.

Motivated by the phenomenon of strategic agents gaming a recommender system to maximize the number of times they are recommended to users, we study a strategic variant of the linear contextual bandit problem, where the arms can strategically misreport privately observed contexts to the learner. We treat the algorithm design problem as one of mechanism design under uncertainty and propose the Optimistic Grim Trigger Mechanism (OptGTM) that incentivizes the agents (i.e., arms) to report their contexts truthfully while simultaneously minimizing regret. We also show that failing to account for the strategic nature of the agents results in linear regret. However, a trade-off between mechanism design and regret minimization appears to be unavoidable. More broadly, this work aims to provide insight into the intersection of online learning and mechanism design.

We consider the stochastic linear contextual bandit problem with high-dimensional features. We analyze the Thompson sampling algorithm using special classes of sparsity-inducing priors (e.g., spike-and-slab) to model the unknown parameter and provide a nearly optimal upper bound on the expected cumulative regret. To the best of our knowledge, this is the first work that provides theoretical guarantees of Thompson sampling in high-dimensional and sparse contextual bandits. For faster computation, we use variational inference instead of Markov Chain Monte Carlo (MCMC) to approximate the posterior distribution. Extensive simulations demonstrate the improved performance of our proposed algorithm over existing ones.

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the PAC-Bayesian lens, interpreting policies as mixtures of decision rules. This allows us to propose novel generalization bounds and provide tractable algorithms to optimize them. We prove that the derived bounds are tighter than their competitors, and can be optimized directly to confidently improve upon the logging policy offline. Our approach learns policies with guarantees, uses all available data and does not require tuning additional hyperparameters on held-out sets. We demonstrate through extensive experiments the effectiveness of our approach in providing performance guarantees in practical scenarios.

We study contextual combinatorial bandits with probabilistically triggered arms (C^2MAB-T) under a variety of smoothness conditions that capture a wide range of applications, such as contextual cascading bandits and contextual influence maximization bandits. Under the triggering probability modulated (TPM) condition, we devise the C^2-UCB-T algorithm and propose a novel analysis that achieves an O(dKT) regret bound, removing a potentially exponentially large factor O(1/p_{min}), where d is the dimension of contexts, p_{min} is the minimum positive probability that any arm can be triggered, and batch-size K is the maximum number of arms that can be triggered per round. Under the variance modulated (VM) or triggering probability and variance modulated (TPVM) conditions, we propose a new variance-adaptive algorithm VAC^2-UCB and derive a regret bound O(dT), which is independent of the batch-size K. As a valuable by-product, our analysis technique and variance-adaptive algorithm can be applied to the CMAB-T and C^2MAB setting, improving existing results there as well. We also include experiments that demonstrate the improved performance of our algorithms compared with benchmark algorithms on synthetic and real-world datasets.

We consider a contextual combinatorial bandit problem where in each round a learning agent selects a subset of arms and receives feedback on the selected arms according to their scores. The score of an arm is an unknown function of the arm's feature. Approximating this unknown score function with deep neural networks, we propose algorithms: Combinatorial Neural UCB (CN-UCB) and Combinatorial Neural Thompson Sampling (CN-TS). We prove that CN-UCB achieves mathcal{O}(d T) or mathcal{O}(tilde{d T K}) regret, where d is the effective dimension of a neural tangent kernel matrix, K is the size of a subset of arms, and T is the time horizon. For CN-TS, we adapt an optimistic sampling technique to ensure the optimism of the sampled combinatorial action, achieving a worst-case (frequentist) regret of mathcal{O}(d TK). To the best of our knowledge, these are the first combinatorial neural bandit algorithms with regret performance guarantees. In particular, CN-TS is the first Thompson sampling algorithm with the worst-case regret guarantees for the general contextual combinatorial bandit problem. The numerical experiments demonstrate the superior performances of our proposed algorithms.

We consider the regret minimization task in a dueling bandits problem with context information. In every round of the sequential decision problem, the learner makes a context-dependent selection of two choice alternatives (arms) to be compared with each other and receives feedback in the form of noisy preference information. We assume that the feedback process is determined by a linear stochastic transitivity model with contextualized utilities (CoLST), and the learner's task is to include the best arm (with highest latent context-dependent utility) in the duel. We propose a computationally efficient algorithm, CoLSTIM, which makes its choice based on imitating the feedback process using perturbed context-dependent utility estimates of the underlying CoLST model. If each arm is associated with a d-dimensional feature vector, we show that CoLSTIM achieves a regret of order tilde O( dT) after T learning rounds. Additionally, we also establish the optimality of CoLSTIM by showing a lower bound for the weak regret that refines the existing average regret analysis. Our experiments demonstrate its superiority over state-of-art algorithms for special cases of CoLST models.

Preference-based feedback is important for many applications in machine learning where evaluation of a reward function is not feasible. Notable recent examples arise in preference alignment for large language models, including in reinforcement learning from human feedback (RLHF) and direct preference optimization (DPO). For many applications of preference alignment, the cost of acquiring human feedback can be substantial. In this work, we take advantage of the fact that one can often choose contexts at which to obtain human feedback to most efficiently identify a good policy, and formalize the setting as an active contextual dueling bandit problem. We propose an active exploration algorithm to efficiently select the data and provide theoretical proof that it has a polynomial worst-case regret bound. We extend the setting and methodology for practical use in preference alignment of large language models. We provide two extensions, an online and an offline approach. Our method outperforms the baselines with limited samples of human preferences on several language models and four real-world datasets including two new datasets that we contribute to the literature.

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential decision process. In the standard setting, the agent learns from stochastic feedback in the form of real-valued rewards. In many applications, however, numerical reward signals are not readily available -- instead, only weaker information is provided, in particular relative preferences in the form of qualitative comparisons between pairs of alternatives. This observation has motivated the study of variants of the multi-armed bandit problem, in which more general representations are used both for the type of feedback to learn from and the target of prediction. The aim of this paper is to provide a survey of the state of the art in this field, referred to as preference-based multi-armed bandits or dueling bandits. To this end, we provide an overview of problems that have been considered in the literature as well as methods for tackling them. Our taxonomy is mainly based on the assumptions made by these methods about the data-generating process and, related to this, the properties of the preference-based feedback.

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems. While substantial efforts have been made to minimize the cumulative regret in dueling bandits, a notable gap in the current research is the absence of regret bounds that account for the inherent uncertainty in pairwise comparisons between the dueling arms. Intuitively, greater uncertainty suggests a higher level of difficulty in the problem. To bridge this gap, this paper studies the problem of contextual dueling bandits, where the binary comparison of dueling arms is generated from a generalized linear model (GLM). We propose a new SupLinUCB-type algorithm that enjoys computational efficiency and a variance-aware regret bound tilde Obig(dsum_{t=1^Tsigma_t^2} + dbig), where sigma_t is the variance of the pairwise comparison in round t, d is the dimension of the context vectors, and T is the time horizon. Our regret bound naturally aligns with the intuitive expectation in scenarios where the comparison is deterministic, the algorithm only suffers from an tilde O(d) regret. We perform empirical experiments on synthetic data to confirm the advantage of our method over previous variance-agnostic algorithms.

We present a representation-driven framework for reinforcement learning. By representing policies as estimates of their expected values, we leverage techniques from contextual bandits to guide exploration and exploitation. Particularly, embedding a policy network into a linear feature space allows us to reframe the exploration-exploitation problem as a representation-exploitation problem, where good policy representations enable optimal exploration. We demonstrate the effectiveness of this framework through its application to evolutionary and policy gradient-based approaches, leading to significantly improved performance compared to traditional methods. Our framework provides a new perspective on reinforcement learning, highlighting the importance of policy representation in determining optimal exploration-exploitation strategies.

In this paper, we introduce the Preselection Bandit problem, in which the learner preselects a subset of arms (choice alternatives) for a user, which then chooses the final arm from this subset. The learner is not aware of the user's preferences, but can learn them from observed choices. In our concrete setting, we allow these choices to be stochastic and model the user's actions by means of the Plackett-Luce model. The learner's main task is to preselect subsets that eventually lead to highly preferred choices. To formalize this goal, we introduce a reasonable notion of regret and derive lower bounds on the expected regret. Moreover, we propose algorithms for which the upper bound on expected regret matches the lower bound up to a logarithmic term of the time horizon.

Large Language Models (LLMs) have revolutionized natural language processing, but their varying capabilities and costs pose challenges in practical applications. LLM routing addresses this by dynamically selecting the most suitable LLM for each query/task. Previous approaches treat this as a supervised learning problem, assuming complete knowledge of optimal query-LLM pairings. However, real-world scenarios lack such comprehensive mappings and face evolving user queries. We thus propose to study LLM routing as a contextual bandit problem, enabling adaptive decision-making using bandit feedback without requiring exhaustive inference across all LLMs for all queries (in contrast to supervised routing). To address this problem, we develop a shared embedding space for queries and LLMs, where query and LLM embeddings are aligned to reflect their affinity. This space is initially learned from offline human preference data and refined through online bandit feedback. We instantiate this idea through Preference-prior Informed Linucb fOr adaptive rouTing (PILOT), a novel extension of LinUCB. To handle diverse user budgets for model routing, we introduce an online cost policy modeled as a multi-choice knapsack problem, ensuring resource-efficient routing.

We study linear contextual bandits in the misspecified setting, where the expected reward function can be approximated by a linear function class up to a bounded misspecification level zeta>0. We propose an algorithm based on a novel data selection scheme, which only selects the contextual vectors with large uncertainty for online regression. We show that, when the misspecification level zeta is dominated by tilde O (Delta / d) with Delta being the minimal sub-optimality gap and d being the dimension of the contextual vectors, our algorithm enjoys the same gap-dependent regret bound tilde O (d^2/Delta) as in the well-specified setting up to logarithmic factors. In addition, we show that an existing algorithm SupLinUCB (Chu et al., 2011) can also achieve a gap-dependent constant regret bound without the knowledge of sub-optimality gap Delta. Together with a lower bound adapted from Lattimore et al. (2020), our result suggests an interplay between misspecification level and the sub-optimality gap: (1) the linear contextual bandit model is efficiently learnable when zeta leq tilde O(Delta / d); and (2) it is not efficiently learnable when zeta geq tilde Omega({Delta} / {d}). Experiments on both synthetic and real-world datasets corroborate our theoretical results.

Despite their success in many domains, large language models (LLMs) remain under-studied in scenarios requiring optimal decision-making under uncertainty. This is crucial as many real-world applications, ranging from personalized recommendations to healthcare interventions, demand that LLMs not only predict but also actively learn to make optimal decisions through exploration. In this work, we measure LLMs' (in)ability to make optimal decisions in bandits, a state-less reinforcement learning setting relevant to many applications. We develop a comprehensive suite of environments, including both context-free and contextual bandits with varying task difficulties, to benchmark LLMs' performance. Motivated by the existence of optimal exploration algorithms, we propose efficient ways to integrate this algorithmic knowledge into LLMs: by providing explicit algorithm-guided support during inference; and through algorithm distillation via in-context demonstrations and fine-tuning, using synthetic data generated from these algorithms. Impressively, these techniques allow us to achieve superior exploration performance with smaller models, surpassing larger models on various tasks. We conducted an extensive ablation study to shed light on various factors, such as task difficulty and data representation, that influence the efficiency of LLM exploration. Additionally, we conduct a rigorous analysis of the LLM's exploration efficiency using the concept of regret, linking its ability to explore to the model size and underlying algorithm.

The Multi-armed bandit offer the advantage to learn and exploit the already learnt knowledge at the same time. This capability allows this approach to be applied in different domains, going from clinical trials where the goal is investigating the effects of different experimental treatments while minimizing patient losses, to adaptive routing where the goal is to minimize the delays in a network. This article provides a review of the recent results on applying bandit to real-life scenario and summarize the state of the art for each of these fields. Different techniques has been proposed to solve this problem setting, like epsilon-greedy, Upper confident bound (UCB) and Thompson Sampling (TS). We are showing here how this algorithms were adapted to solve the different problems of exploration exploitation.

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint differential privacy, where the agents needs to ensure that the sequence of query points is differentially private with respect to both the sequence of contexts and rewards. We propose a novel algorithm that improves upon the state of the art and achieves an error rate of Oleft(frac{gamma_T{T}} + gamma_T{T varepsilon}right) after T queries for a large class of kernel families, where gamma_T represents the effective dimensionality of the kernel and varepsilon > 0 is the privacy parameter. Our results are based on a novel estimator for the reward function that simultaneously enjoys high utility along with a low-sensitivity to observed rewards and contexts, which is crucial to obtain an order optimal learning performance with improved dependence on the privacy parameter.

Efficient use of large language models (LLMs) is critical for deployment at scale: without adaptive routing, systems either overpay for strong models or risk poor performance from weaker ones. Selecting the right LLM for each query is fundamentally an online decision problem: models differ in strengths, prices fluctuate, and users value accuracy and cost differently. Yet most routers are trained offline with labels for all candidate models, an assumption that breaks in deployment, where only the outcome of the chosen model is observed. We bridge this gap with BaRP, a Bandit-feedback Routing with Preferences approach that trains under the same partial-feedback restriction as deployment, while supporting preference-tunable inference: operators can dial the performance/cost trade-off at test time without retraining. Framed as a contextual bandit over prompt features and a user preference vector, our method simulates an online feedback setting during training and adapts its routing decisions to each new prompt, rather than depending on full-information offline supervision. Comprehensive experiments show that our method consistently outperforms strong offline routers by at least 12.46% and the largest LLM by at least 2.45%, and generalizes robustly for unseen tasks.

Large language models (LLMs) currently dominate the field of natural language processing (NLP), representing the state-of-the-art across a diverse array of tasks. Developing a model of this nature, from training to inference, requires making numerous decisions which define a combinatorial search problem. For example, selecting the optimal pre-trained LLM, prompt, or hyperparameters to attain the best performance for a task often requires evaluating multiple candidates on an entire test set. This exhaustive evaluation can be time-consuming and costly, as both inference and metric computation with LLMs are resource-intensive. In this paper, we address the challenge of identifying the best method within a limited budget for evaluating methods on test examples. By leveraging the well-studied multi-armed bandit framework, which sequentially selects the next method-example pair to evaluate, our approach, combining multi-armed bandit algorithms with low-rank factorization, significantly reduces the required resources. Experiments show that our algorithms can identify the top-performing method using only 5-15\% of the typically needed resources, resulting in an 85-95\% reduction in cost.

Selecting a sample generation scheme from multiple prompt-based generative models, including large language models (LLMs) and prompt-guided image and video generation models, is typically addressed by choosing the model that maximizes an averaged evaluation score. However, this score-based selection overlooks the possibility that different models achieve the best generation performance for different types of text prompts. An online identification of the best generation model for various input prompts can reduce the costs associated with querying sub-optimal models. In this work, we explore the possibility of varying rankings of text-based generative models for different text prompts and propose an online learning framework to predict the best data generation model for a given input prompt. The proposed PAK-UCB algorithm addresses a contextual bandit (CB) setting with shared context variables across the arms, utilizing the generated data to update kernel-based functions that predict the score of each model available for unseen text prompts. Additionally, we leverage random Fourier features (RFF) to accelerate the online learning process of PAK-UCB. Our numerical experiments on real and simulated text-to-image and image-to-text generative models show that RFF-UCB performs successfully in identifying the best generation model across different sample types. The code is available at: github.com/yannxiaoyanhu/dgm-online-select.

The development of open benchmarking platforms could greatly accelerate the adoption of AI agents in retail. This paper presents comprehensive simulations of customer shopping behaviors for the purpose of benchmarking reinforcement learning (RL) agents that optimize coupon targeting. The difficulty of this learning problem is largely driven by the sparsity of customer purchase events. We trained agents using offline batch data comprising summarized customer purchase histories to help mitigate this effect. Our experiments revealed that contextual bandit and deep RL methods that are less prone to over-fitting the sparse reward distributions significantly outperform static policies. This study offers a practical framework for simulating AI agents that optimize the entire retail customer journey. It aims to inspire the further development of simulation tools for retail AI systems.

Reinforcement Learning from Human Feedback (RLHF) has become a popular approach to align language models (LMs) with human preferences. This method involves collecting a large dataset of human pairwise preferences across various text generations and using it to infer (implicitly or explicitly) a reward model. Numerous methods have been proposed to learn the reward model and align a LM with it. However, the costly process of collecting human preferences has received little attention and could benefit from theoretical insights. This paper addresses this issue and aims to formalize the reward training model in RLHF. We frame the selection of an effective dataset as a simple regret minimization task, using a linear contextual dueling bandit method. Given the potentially large number of arms, this approach is more coherent than the best-arm identification setting. We then propose an offline framework for solving this problem. Under appropriate assumptions - linearity of the reward model in the embedding space, and boundedness of the reward parameter - we derive bounds on the simple regret. Finally, we provide a lower bound that matches our upper bound up to constant and logarithmic terms. To our knowledge, this is the first theoretical contribution in this area to provide an offline approach as well as worst-case guarantees.

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback structures. We propose an algorithm and provide a regret bound for problem instances with stochastic arm outcomes according to arbitrary distributions with finite supports. The regret analysis rests on considering an extended set of arms, associated with values and probabilities of arm outcomes, and applying a smoothness condition. Our algorithm achieves a O((k/Delta)log(T)) distribution-dependent and a O(T) distribution-independent regret where k is the number of arms selected in each round, Delta is a distribution-dependent reward gap and T is the horizon time. Perhaps surprisingly, the regret bound is comparable to previously-known bound under more informative semi-bandit feedback. We demonstrate the effectiveness of our algorithm through experimental results.

We consider the problem where an agent wants to find a hidden object that is randomly located in some vertex of a directed acyclic graph (DAG) according to a fixed but possibly unknown distribution. The agent can only examine vertices whose in-neighbors have already been examined. In this paper, we address a learning setting where we allow the agent to stop before having found the object and restart searching on a new independent instance of the same problem. Our goal is to maximize the total number of hidden objects found given a time budget. The agent can thus skip an instance after realizing that it would spend too much time on it. Our contributions are both to the search theory and multi-armed bandits. If the distribution is known, we provide a quasi-optimal and efficient stationary strategy. If the distribution is unknown, we additionally show how to sequentially approximate it and, at the same time, act near-optimally in order to collect as many hidden objects as possible.

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the click-through rates and the post-click rewards. Like in classical bandits, rewards follow a fixed unknown distribution. However, we assume that the click-rate of each arm is chosen strategically by the arm (e.g., a host on Airbnb) in order to maximize the number of times it gets clicked. The algorithm designer does not know the post-click rewards nor the arms' actions (i.e., strategically chosen click-rates) in advance, and must learn both values over time. To solve this problem, we design an incentive-aware learning algorithm, UCB-S, which achieves two goals simultaneously: (a) incentivizing desirable arm behavior under uncertainty; (b) minimizing regret by learning unknown parameters. We characterize all approximate Nash equilibria among arms under UCB-S and show a mathcal{O} (KT) regret bound uniformly in every equilibrium. We also show that incentive-unaware algorithms generally fail to achieve low regret in the strategic click-bandit. Finally, we support our theoretical results by simulations of strategic arm behavior which confirm the effectiveness and robustness of our proposed incentive design.

We consider the linear contextual multi-class multi-period packing problem (LMMP) where the goal is to pack items such that the total vector of consumption is below a given budget vector and the total value is as large as possible. We consider the setting where the reward and the consumption vector associated with each action is a class-dependent linear function of the context, and the decision-maker receives bandit feedback. LMMP includes linear contextual bandits with knapsacks and online revenue management as special cases. We establish a new estimator which guarantees a faster convergence rate, and consequently, a lower regret in such problems. We propose a bandit policy that is a closed-form function of said estimated parameters. When the contexts are non-degenerate, the regret of the proposed policy is sublinear in the context dimension, the number of classes, and the time horizon T when the budget grows at least as T. We also resolve an open problem posed by Agrawal & Devanur (2016) and extend the result to a multi-class setting. Our numerical experiments clearly demonstrate that the performance of our policy is superior to other benchmarks in the literature.

Cascading bandits have gained popularity in recent years due to their applicability to recommendation systems and online advertising. In the cascading bandit model, at each timestep, an agent recommends an ordered subset of items (called an item list) from a pool of items, each associated with an unknown attraction probability. Then, the user examines the list, and clicks the first attractive item (if any), and after that, the agent receives a reward. The goal of the agent is to maximize the expected cumulative reward. However, the prior literature on cascading bandits ignores the influences of user states (e.g., historical behaviors) on recommendations and the change of states as the session proceeds. Motivated by this fact, we propose a generalized cascading RL framework, which considers the impact of user states and state transition into decisions. In cascading RL, we need to select items not only with large attraction probabilities but also leading to good successor states. This imposes a huge computational challenge due to the combinatorial action space. To tackle this challenge, we delve into the properties of value functions, and design an oracle BestPerm to efficiently find the optimal item list. Equipped with BestPerm, we develop two algorithms CascadingVI and CascadingBPI, which are both computationally-efficient and sample-efficient, and provide near-optimal regret and sample complexity guarantees. Furthermore, we present experiments to show the improved computational and sample efficiencies of our algorithms compared to straightforward adaptations of existing RL algorithms in practice.

We consider an online learning problem with one-sided feedback, in which the learner is able to observe the true label only for positively predicted instances. On each round, k instances arrive and receive classification outcomes according to a randomized policy deployed by the learner, whose goal is to maximize accuracy while deploying individually fair policies. We first extend the framework of Bechavod et al. (2020), which relies on the existence of a human fairness auditor for detecting fairness violations, to instead incorporate feedback from dynamically-selected panels of multiple, possibly inconsistent, auditors. We then construct an efficient reduction from our problem of online learning with one-sided feedback and a panel reporting fairness violations to the contextual combinatorial semi-bandit problem (Cesa-Bianchi & Lugosi, 2009, Gy\"{o}rgy et al., 2007). Finally, we show how to leverage the guarantees of two algorithms in the contextual combinatorial semi-bandit setting: Exp2 (Bubeck et al., 2012) and the oracle-efficient Context-Semi-Bandit-FTPL (Syrgkanis et al., 2016), to provide multi-criteria no regret guarantees simultaneously for accuracy and fairness. Our results eliminate two potential sources of bias from prior work: the "hidden outcomes" that are not available to an algorithm operating in the full information setting, and human biases that might be present in any single human auditor, but can be mitigated by selecting a well chosen panel.

Information is often stored in a distributed and proprietary form, and agents who own information are often self-interested and require incentives to reveal their information. Suitable mechanisms are required to elicit and aggregate such distributed information for decision making. In this paper, we use simulations to investigate the use of decision markets as mechanisms in a multi-agent learning system to aggregate distributed information for decision-making in a contextual bandit problem. The system utilises strictly proper decision scoring rules to assess the accuracy of probabilistic reports from agents, which allows agents to learn to solve the contextual bandit problem jointly. Our simulations show that our multi-agent system with distributed information can be trained as efficiently as a centralised counterpart with a single agent that receives all information. Moreover, we use our system to investigate scenarios with deterministic decision scoring rules which are not incentive compatible. We observe the emergence of more complex dynamics with manipulative behaviour, which agrees with existing theoretical analyses.

Motivated by privacy concerns in sequential decision-making on sensitive data, we address the challenge of nonparametric contextual multi-armed bandits (MAB) under local differential privacy (LDP). We develop a uniform-confidence-bound-type estimator, showing its minimax optimality supported by a matching minimax lower bound. We further consider the case where auxiliary datasets are available, subject also to (possibly heterogeneous) LDP constraints. Under the widely-used covariate shift framework, we propose a jump-start scheme to effectively utilize the auxiliary data, the minimax optimality of which is further established by a matching lower bound. Comprehensive experiments on both synthetic and real-world datasets validate our theoretical results and underscore the effectiveness of the proposed methods.

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 multi-task representation learning for best arm identification in linear bandits (RepBAI-LB) and best policy identification in contextual linear bandits (RepBPI-CLB), two popular pure exploration settings with wide applications, e.g., clinical trials and web content optimization. In these two problems, all tasks share a common low-dimensional linear representation, and our goal is to leverage this feature to accelerate the best arm (policy) identification process for all tasks. For these problems, we design computationally and sample efficient algorithms DouExpDes and C-DouExpDes, which perform double experimental designs to plan optimal sample allocations for learning the global representation. We show that by learning the common representation among tasks, our sample complexity is significantly better than that of the native approach which solves tasks independently. To the best of our knowledge, this is the first work to demonstrate the benefits of representation learning for multi-task pure exploration.

This paper studies the theoretical framework of the alignment process of generative models with Reinforcement Learning from Human Feedback (RLHF). We consider a standard mathematical formulation, the reverse-KL regularized contextual bandit for RLHF. Despite its widespread practical application, a rigorous theoretical analysis of this formulation remains open. We investigate its behavior in three distinct settings -- offline, online, and hybrid -- and propose efficient algorithms with finite-sample theoretical guarantees. Moving towards practical applications, our framework, with a robust approximation of the information-theoretical policy improvement oracle, naturally gives rise to several novel RLHF algorithms. This includes an iterative version of the Direct Preference Optimization (DPO) algorithm for online settings, and a multi-step rejection sampling strategy for offline scenarios. Our empirical evaluations on real-world alignment experiment of large language model demonstrate that these proposed methods significantly surpass existing strong baselines, such as DPO and Rejection Sampling Optimization (RSO), showcasing the connections between solid theoretical foundations and their powerful practical implementations.

The rapid advancement in large language models (LLMs) has brought forth a diverse range of models with varying capabilities that excel in different tasks and domains. However, selecting the optimal LLM for user queries often involves a challenging trade-off between accuracy and cost, a problem exacerbated by the diverse demands of individual queries. In this work, we present a novel framework that formulates the LLM selection process as a multi-armed bandit problem, enabling dynamic and intelligent routing of queries to the most appropriate model. Our approach incorporates a preference-conditioned dynamic routing mechanism, allowing users to specify their preferences at inference time, thereby offering a customizable balance between performance and cost. Additionally, our selection policy is designed to generalize to unseen LLMs, ensuring adaptability to new models as they emerge. Experimental results demonstrate that our method achieves significant improvements in both accuracy and cost-effectiveness across various LLM platforms, showcasing the potential of our framework to adaptively optimize LLM selection in real-world scenarios.

Many practical applications, such as recommender systems and learning to rank, involve solving multiple similar tasks. One example is learning of recommendation policies for users with similar movie preferences, where the users may still rank the individual movies slightly differently. Such tasks can be organized in a hierarchy, where similar tasks are related through a shared structure. In this work, we formulate this problem as a contextual off-policy optimization in a hierarchical graphical model from logged bandit feedback. To solve the problem, we propose a hierarchical off-policy optimization algorithm (HierOPO), which estimates the parameters of the hierarchical model and then acts pessimistically with respect to them. We instantiate HierOPO in linear Gaussian models, for which we also provide an efficient implementation and analysis. We prove per-task bounds on the suboptimality of the learned policies, which show a clear improvement over not using the hierarchical model. We also evaluate the policies empirically. Our theoretical and empirical results show a clear advantage of using the hierarchy over solving each task independently.

Retrieval Augmented Generation (RAG) has proven to be highly effective in boosting the generative performance of language model in knowledge-intensive tasks. However, existing RAG framework either indiscriminately perform retrieval or rely on rigid single-class classifiers to select retrieval methods, leading to inefficiencies and suboptimal performance across queries of varying complexity. To address these challenges, we propose a reinforcement learning-based framework that dynamically selects the most suitable retrieval strategy based on query complexity. % our solution Our approach leverages a multi-armed bandit algorithm, which treats each retrieval method as a distinct ``arm'' and adapts the selection process by balancing exploration and exploitation. Additionally, we introduce a dynamic reward function that balances accuracy and efficiency, penalizing methods that require more retrieval steps, even if they lead to a correct result. Our method achieves new state of the art results on multiple single-hop and multi-hop datasets while reducing retrieval costs. Our code are available at https://github.com/FUTUREEEEEE/MBA .

Solving a linear system Ax=b is a fundamental scientific computing primitive for which numerous solvers and preconditioners have been developed. These come with parameters whose optimal values depend on the system being solved and are often impossible or too expensive to identify; thus in practice sub-optimal heuristics are used. We consider the common setting in which many related linear systems need to be solved, e.g. during a single numerical simulation. In this scenario, can we sequentially choose parameters that attain a near-optimal overall number of iterations, without extra matrix computations? We answer in the affirmative for Successive Over-Relaxation (SOR), a standard solver whose parameter omega has a strong impact on its runtime. For this method, we prove that a bandit online learning algorithm--using only the number of iterations as feedback--can select parameters for a sequence of instances such that the overall cost approaches that of the best fixed omega as the sequence length increases. Furthermore, when given additional structural information, we show that a contextual bandit method asymptotically achieves the performance of the instance-optimal policy, which selects the best omega for each instance. Our work provides the first learning-theoretic treatment of high-precision linear system solvers and the first end-to-end guarantees for data-driven scientific computing, demonstrating theoretically the potential to speed up numerical methods using well-understood learning algorithms.

We investigate stochastic combinatorial multi-armed bandit with semi-bandit feedback (CMAB). In CMAB, the question of the existence of an efficient policy with an optimal asymptotic regret (up to a factor poly-logarithmic with the action size) is still open for many families of distributions, including mutually independent outcomes, and more generally the multivariate sub-Gaussian family. We propose to answer the above question for these two families by analyzing variants of the Combinatorial Thompson Sampling policy (CTS). For mutually independent outcomes in [0,1], we propose a tight analysis of CTS using Beta priors. We then look at the more general setting of multivariate sub-Gaussian outcomes and propose a tight analysis of CTS using Gaussian priors. This last result gives us an alternative to the Efficient Sampling for Combinatorial Bandit policy (ESCB), which, although optimal, is not computationally efficient.

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline approximation algorithms into sublinear alpha-regret methods that only require bandit feedback, achieving Oleft(T^2{3}log(T)^1{3}right) expected cumulative alpha-regret dependence on the horizon T. The framework only requires the offline algorithms to be robust to small errors in function evaluation. The adaptation procedure does not even require explicit knowledge of the offline approximation algorithm -- the offline algorithm can be used as black box subroutine. To demonstrate the utility of the proposed framework, the proposed framework is applied to multiple problems in submodular maximization, adapting approximation algorithms for cardinality and for knapsack constraints. The new CMAB algorithms for knapsack constraints outperform a full-bandit method developed for the adversarial setting in experiments with real-world data.

In today's business marketplace, many high-tech Internet enterprises constantly explore innovative ways to provide optimal online user experiences for gaining competitive advantages. The great needs of developing intelligent interactive recommendation systems are indicated, which could sequentially suggest users the most proper items by accurately predicting their preferences, while receiving the up-to-date feedback to refine the recommendation results, continuously. Multi-armed bandit algorithms, which have been widely applied into various online systems, are quite capable of delivering such efficient recommendation services. However, few existing bandit models are able to adapt to new changes introduced by the modern recommender systems.

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of consumed resources remains below the limit. Otherwise, the observation is censored, i.e., no reward is obtained. For this problem setting, we introduce a measure of regret, which incorporates the actual amount of allocated resources of each learning round as well as the optimality of realizable rewards. Thus, to minimize regret, the learner needs to set a resource limit and choose an arm in such a way that the chance to realize a high reward within the predefined resource limit is high, while the resource limit itself should be kept as low as possible. We propose a UCB-inspired online learning algorithm, which we analyze theoretically in terms of its regret upper bound. In a simulation study, we show that our learning algorithm outperforms straightforward extensions of standard multi-armed bandit algorithms.

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is to choose a set of arms, whereupon feedback for each arm in the chosen set is received. Unlike existing works, we study this problem in a non-stochastic setting with subset-dependent feedback, i.e., the semi-bandit feedback received could be generated by an oblivious adversary and also might depend on the chosen set of arms. In addition, we consider a general feedback scenario covering both the numerical-based as well as preference-based case and introduce a sound theoretical framework for this setting guaranteeing sensible notions of optimal arms, which a learner seeks to find. We suggest a generic algorithm suitable to cover the full spectrum of conceivable arm elimination strategies from aggressive to conservative. Theoretical questions about the sufficient and necessary budget of the algorithm to find the best arm are answered and complemented by deriving lower bounds for any learning algorithm for this problem scenario.

We study distributed contextual linear bandits with stochastic contexts, where N agents act cooperatively to solve a linear bandit-optimization problem with d-dimensional features over the course of T rounds. For this problem, we derive the first ever information-theoretic lower bound Omega(dN) on the communication cost of any algorithm that performs optimally in a regret minimization setup. We then propose a distributed batch elimination version of the LinUCB algorithm, DisBE-LUCB, where the agents share information among each other through a central server. We prove that the communication cost of DisBE-LUCB matches our lower bound up to logarithmic factors. In particular, for scenarios with known context distribution, the communication cost of DisBE-LUCB is only mathcal{O}(dN) and its regret is {mathcal{O}}(dNT), which is of the same order as that incurred by an optimal single-agent algorithm for NT rounds. We also provide similar bounds for practical settings where the context distribution can only be estimated. Therefore, our proposed algorithm is nearly minimax optimal in terms of both regret and communication cost. Finally, we propose DecBE-LUCB, a fully decentralized version of DisBE-LUCB, which operates without a central server, where agents share information with their immediate neighbors through a carefully designed consensus procedure.

Recent works have shown a reduction from contextual bandits to online regression under a realizability assumption [Foster and Rakhlin, 2020, Foster and Krishnamurthy, 2021]. In this work, we investigate the use of neural networks for such online regression and associated Neural Contextual Bandits (NeuCBs). Using existing results for wide networks, one can readily show a {O}(T) regret for online regression with square loss, which via the reduction implies a {O}(K T^{3/4}) regret for NeuCBs. Departing from this standard approach, we first show a O(log T) regret for online regression with almost convex losses that satisfy QG (Quadratic Growth) condition, a generalization of the PL (Polyak-\L ojasiewicz) condition, and that have a unique minima. Although not directly applicable to wide networks since they do not have unique minima, we show that adding a suitable small random perturbation to the network predictions surprisingly makes the loss satisfy QG with unique minima. Based on such a perturbed prediction, we show a {O}(log T) regret for online regression with both squared loss and KL loss, and subsequently convert these respectively to mathcal{O}(KT) and mathcal{O}(KL^* + K) regret for NeuCB, where L^* is the loss of the best policy. Separately, we also show that existing regret bounds for NeuCBs are Omega(T) or assume i.i.d. contexts, unlike this work. Finally, our experimental results on various datasets demonstrate that our algorithms, especially the one based on KL loss, persistently outperform existing algorithms.

We study off-policy evaluation (OPE) of contextual bandit policies for large discrete action spaces where conventional importance-weighting approaches suffer from excessive variance. To circumvent this variance issue, we propose a new estimator, called OffCEM, that is based on the conjunct effect model (CEM), a novel decomposition of the causal effect into a cluster effect and a residual effect. OffCEM applies importance weighting only to action clusters and addresses the residual causal effect through model-based reward estimation. We show that the proposed estimator is unbiased under a new condition, called local correctness, which only requires that the residual-effect model preserves the relative expected reward differences of the actions within each cluster. To best leverage the CEM and local correctness, we also propose a new two-step procedure for performing model-based estimation that minimizes bias in the first step and variance in the second step. We find that the resulting OffCEM estimator substantially improves bias and variance compared to a range of conventional estimators. Experiments demonstrate that OffCEM provides substantial improvements in OPE especially in the presence of many actions.

While Reinforcement Learning ( RL) has made great strides towards solving increasingly complicated problems, many algorithms are still brittle to even slight environmental changes. Contextual Reinforcement Learning (cRL) provides a framework to model such changes in a principled manner, thereby enabling flexible, precise and interpretable task specification and generation. Our goal is to show how the framework of cRL contributes to improving zero-shot generalization in RL through meaningful benchmarks and structured reasoning about generalization tasks. We confirm the insight that optimal behavior in cRL requires context information, as in other related areas of partial observability. To empirically validate this in the cRL framework, we provide various context-extended versions of common RL environments. They are part of the first benchmark library, CARL, designed for generalization based on cRL extensions of popular benchmarks, which we propose as a testbed to further study general agents. We show that in the contextual setting, even simple RL environments become challenging - and that naive solutions are not enough to generalize across complex context spaces.

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under the strict notion of strongly adaptive regret, which measures the maximum regret over any contiguous interval I. Due to its worst-case nature, there is an almost-linear Omega(|I|^{1-epsilon}) regret lower bound, when only one query per round is allowed [Daniely el al, ICML 2015]. Surprisingly, with just two queries per round, we give Strongly Adaptive Bandit Learner (StABL) that achieves O(n|I|) adaptive regret for multi-armed bandits with n arms. The bound is tight and cannot be improved in general. Our algorithm leverages a multiplicative update scheme of varying stepsizes and a carefully chosen observation distribution to control the variance. Furthermore, we extend our results and provide optimal algorithms in the bandit convex optimization setting. Finally, we empirically demonstrate the superior performance of our algorithms under volatile environments and for downstream tasks, such as algorithm selection for hyperparameter optimization.

Recently, it has been shown that transformers pre-trained on diverse datasets with multi-episode contexts can generalize to new reinforcement learning tasks in-context. A key limitation of previously proposed models is their reliance on a predefined action space size and structure. The introduction of a new action space often requires data re-collection and model re-training, which can be costly for some applications. In our work, we show that it is possible to mitigate this issue by proposing the Headless-AD model that, despite being trained only once, is capable of generalizing to discrete action spaces of variable size, semantic content and order. By experimenting with Bernoulli and contextual bandits, as well as a gridworld environment, we show that Headless-AD exhibits significant capability to generalize to action spaces it has never encountered, even outperforming specialized models trained for a specific set of actions on several environment configurations.

We study Pareto optimality in multi-objective multi-armed bandit by providing a formulation of adversarial multi-objective multi-armed bandit and defining its Pareto regrets that can be applied to both stochastic and adversarial settings. The regrets do not rely on any scalarization functions and reflect Pareto optimality compared to scalarized regrets. We also present new algorithms assuming both with and without prior information of the multi-objective multi-armed bandit setting. The algorithms are shown optimal in adversarial settings and nearly optimal up to a logarithmic factor in stochastic settings simultaneously by our established upper bounds and lower bounds on Pareto regrets. Moreover, the lower bound analyses show that the new regrets are consistent with the existing Pareto regret for stochastic settings and extend an adversarial attack mechanism from bandit to the multi-objective one.

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of N agents such that each agent is learning one of M stochastic multi-armed bandits to minimize their group cumulative regret. We develop decentralized algorithms which facilitate collaboration between the agents under two scenarios. We characterize the performance of these algorithms by deriving the per agent cumulative regret and group regret upper bounds. We also prove lower bounds for the group regret in this setting, which demonstrates the near-optimal behavior of the proposed algorithms.

We consider a stochastic bandit problem with infinitely many arms. In this setting, the learner has no chance of trying all the arms even once and has to dedicate its limited number of samples only to a certain number of arms. All previous algorithms for this setting were designed for minimizing the cumulative regret of the learner. In this paper, we propose an algorithm aiming at minimizing the simple regret. As in the cumulative regret setting of infinitely many armed bandits, the rate of the simple regret will depend on a parameter β characterizing the distribution of the near-optimal arms. We prove that depending on β, our algorithm is minimax optimal either up to a multiplicative constant or up to a log(n) factor. We also provide extensions to several important cases: when β is unknown, in a natural setting where the near-optimal arms have a small variance, and in the case of unknown time horizon.

Significant work has been recently dedicated to the stochastic delayed bandit setting because of its relevance in applications. The applicability of existing algorithms is however restricted by the fact that strong assumptions are often made on the delay distributions, such as full observability, restrictive shape constraints, or uniformity over arms. In this work, we weaken them significantly and only assume that there is a bound on the tail of the delay. In particular, we cover the important case where the delay distributions vary across arms, and the case where the delays are heavy-tailed. Addressing these difficulties, we propose a simple but efficient UCB-based algorithm called the PatientBandits. We provide both problems-dependent and problems-independent bounds on the regret as well as performance lower bounds.

We study methods for efficiently aligning large language models (LLMs) with human preferences given budgeted online feedback. We first formulate the LLM alignment problem in the frame of contextual dueling bandits. This formulation, subsuming recent paradigms such as online RLHF and online DPO, inherently quests for sample-efficient algorithms that incorporate online active exploration. Leveraging insights from bandit theory, we introduce a unified algorithm based on Thompson sampling and highlight its applications in two distinct LLM alignment scenarios. The practical agent that efficiently implements this algorithm, named SEA (Sample-Efficient Alignment), is empirically validated through extensive experiments across three model scales (1B, 2.8B, 6.9B) and three preference learning algorithms (DPO, IPO, SLiC). The results demonstrate that SEA achieves highly sample-efficient alignment with oracle's preferences, outperforming recent active exploration methods for LLMs. Additionally, we release the implementation of SEA together with an efficient codebase designed for online alignment of LLMs, aiming to accelerate future research in this field.

Large transformer models trained on diverse datasets have shown a remarkable ability to learn in-context, achieving high few-shot performance on tasks they were not explicitly trained to solve. In this paper, we study the in-context learning capabilities of transformers in decision-making problems, i.e., reinforcement learning (RL) for bandits and Markov decision processes. To do so, we introduce and study Decision-Pretrained Transformer (DPT), a supervised pretraining method where the transformer predicts an optimal action given a query state and an in-context dataset of interactions, across a diverse set of tasks. This procedure, while simple, produces a model with several surprising capabilities. We find that the pretrained transformer can be used to solve a range of RL problems in-context, exhibiting both exploration online and conservatism offline, despite not being explicitly trained to do so. The model also generalizes beyond the pretraining distribution to new tasks and automatically adapts its decision-making strategies to unknown structure. Theoretically, we show DPT can be viewed as an efficient implementation of Bayesian posterior sampling, a provably sample-efficient RL algorithm. We further leverage this connection to provide guarantees on the regret of the in-context algorithm yielded by DPT, and prove that it can learn faster than algorithms used to generate the pretraining data. These results suggest a promising yet simple path towards instilling strong in-context decision-making abilities in transformers.

Most successful information extraction systems operate with access to a large collection of documents. In this work, we explore the task of acquiring and incorporating external evidence to improve extraction accuracy in domains where the amount of training data is scarce. This process entails issuing search queries, extraction from new sources and reconciliation of extracted values, which are repeated until sufficient evidence is collected. We approach the problem using a reinforcement learning framework where our model learns to select optimal actions based on contextual information. We employ a deep Q-network, trained to optimize a reward function that reflects extraction accuracy while penalizing extra effort. Our experiments on two databases -- of shooting incidents, and food adulteration cases -- demonstrate that our system significantly outperforms traditional extractors and a competitive meta-classifier baseline.

We investigate the extent to which contemporary Large Language Models (LLMs) can engage in exploration, a core capability in reinforcement learning and decision making. We focus on native performance of existing LLMs, without training interventions. We deploy LLMs as agents in simple multi-armed bandit environments, specifying the environment description and interaction history entirely in-context, i.e., within the LLM prompt. We experiment with GPT-3.5, GPT-4, and Llama2, using a variety of prompt designs, and find that the models do not robustly engage in exploration without substantial interventions: i) Across all of our experiments, only one configuration resulted in satisfactory exploratory behavior: GPT-4 with chain-of-thought reasoning and an externally summarized interaction history, presented as sufficient statistics; ii) All other configurations did not result in robust exploratory behavior, including those with chain-of-thought reasoning but unsummarized history. Although these findings can be interpreted positively, they suggest that external summarization -- which may not be possible in more complex settings -- is important for obtaining desirable behavior from LLM agents. We conclude that non-trivial algorithmic interventions, such as fine-tuning or dataset curation, may be required to empower LLM-based decision making agents in complex settings.

Efficiently training a multi-task neural solver for various combinatorial optimization problems (COPs) has been less studied so far. In this paper, we propose a general and efficient training paradigm based on multi-armed bandits to deliver a unified combinarotial multi-task neural solver. To this end, we resort to the theoretical loss decomposition for multiple tasks under an encoder-decoder framework, which enables more efficient training via proper bandit task-sampling algorithms through an intra-task influence matrix. Our method achieves much higher overall performance with either limited training budgets or the same training epochs, compared to standard training schedules, which can be promising for advising efficient training of other multi-task large models. Additionally, the influence matrix can provide empirical evidence of some common practices in the area of learning to optimize, which in turn supports the validity of our approach.

For infinite action contextual bandits, smoothed regret and reduction to regression results in state-of-the-art online performance with computational cost independent of the action set: unfortunately, the resulting data exhaust does not have well-defined importance-weights. This frustrates the execution of downstream data science processes such as offline model selection. In this paper we describe an online algorithm with an equivalent smoothed regret guarantee, but which generates well-defined importance weights: in exchange, the online computational cost increases, but only to order smoothness (i.e., still independent of the action set). This removes a key obstacle to adoption of smoothed regret in production scenarios.

We advance the study of incentivized bandit exploration, in which arm choices are viewed as recommendations and are required to be Bayesian incentive compatible. Recent work has shown under certain independence assumptions that after collecting enough initial samples, the popular Thompson sampling algorithm becomes incentive compatible. We give an analog of this result for linear bandits, where the independence of the prior is replaced by a natural convexity condition. This opens up the possibility of efficient and regret-optimal incentivized exploration in high-dimensional action spaces. In the semibandit model, we also improve the sample complexity for the pre-Thompson sampling phase of initial data collection.

In this work, we initiate the idea of using denoising diffusion models to learn priors for online decision making problems. Our special focus is on the meta-learning for bandit framework, with the goal of learning a strategy that performs well across bandit tasks of a same class. To this end, we train a diffusion model that learns the underlying task distribution and combine Thompson sampling with the learned prior to deal with new tasks at test time. Our posterior sampling algorithm is designed to carefully balance between the learned prior and the noisy observations that come from the learner's interaction with the environment. To capture realistic bandit scenarios, we also propose a novel diffusion model training procedure that trains even from incomplete and/or noisy data, which could be of independent interest. Finally, our extensive experimental evaluations clearly demonstrate the potential of the proposed approach.

Despite the great interest in the bandit problem, designing efficient algorithms for complex models remains challenging, as there is typically no analytical way to quantify uncertainty. In this paper, we propose Multiplier Bootstrap-based Exploration (MBE), a novel exploration strategy that is applicable to any reward model amenable to weighted loss minimization. We prove both instance-dependent and instance-independent rate-optimal regret bounds for MBE in sub-Gaussian multi-armed bandits. With extensive simulation and real data experiments, we show the generality and adaptivity of MBE.

We study both stream-based and pool-based active learning with neural network approximations. A recent line of works proposed bandit-based approaches that transformed active learning into a bandit problem, achieving both theoretical and empirical success. However, the performance and computational costs of these methods may be susceptible to the number of classes, denoted as K, due to this transformation. Therefore, this paper seeks to answer the question: "How can we mitigate the adverse impacts of K while retaining the advantages of principled exploration and provable performance guarantees in active learning?" To tackle this challenge, we propose two algorithms based on the newly designed exploitation and exploration neural networks for stream-based and pool-based active learning. Subsequently, we provide theoretical performance guarantees for both algorithms in a non-parametric setting, demonstrating a slower error-growth rate concerning K for the proposed approaches. We use extensive experiments to evaluate the proposed algorithms, which consistently outperform state-of-the-art baselines.

Reinforcement learning (RL) has increasingly been applied to solve real-world planning problems, with progress in handling large state spaces and time horizons. However, a key bottleneck in many domains is that RL methods cannot accommodate large, combinatorially structured action spaces. In such settings, even representing the set of feasible actions at a single step may require a complex discrete optimization formulation. We leverage recent advances in embedding trained neural networks into optimization problems to propose SEQUOIA, an RL algorithm that directly optimizes for long-term reward over the feasible action space. Our approach embeds a Q-network into a mixed-integer program to select a combinatorial action in each timestep. Here, we focus on planning over restless bandits, a class of planning problems which capture many real-world examples of sequential decision making. We introduce coRMAB, a broader class of restless bandits with combinatorial actions that cannot be decoupled across the arms of the restless bandit, requiring direct solving over the joint, exponentially large action space. We empirically validate SEQUOIA on four novel restless bandit problems with combinatorial constraints: multiple interventions, path constraints, bipartite matching, and capacity constraints. Our approach significantly outperforms existing methods -- which cannot address sequential planning and combinatorial selection simultaneously -- by an average of 24.8\% on these difficult instances.

Bandits with preference feedback present a powerful tool for optimizing unknown target functions when only pairwise comparisons are allowed instead of direct value queries. This model allows for incorporating human feedback into online inference and optimization and has been employed in systems for fine-tuning large language models. The problem is well understood in simplified settings with linear target functions or over finite small domains that limit practical interest. Taking the next step, we consider infinite domains and nonlinear (kernelized) rewards. In this setting, selecting a pair of actions is quite challenging and requires balancing exploration and exploitation at two levels: within the pair, and along the iterations of the algorithm. We propose MAXMINLCB, which emulates this trade-off as a zero-sum Stackelberg game, and chooses action pairs that are informative and yield favorable rewards. MAXMINLCB consistently outperforms existing algorithms and satisfies an anytime-valid rate-optimal regret guarantee. This is due to our novel preference-based confidence sequences for kernelized logistic estimators.

Simple regret is a natural and parameter-free performance criterion for pure exploration in multi-armed bandits yet is less popular than the probability of missing the best arm or an epsilon-good arm, perhaps due to lack of easy ways to characterize it. In this paper, we make significant progress on minimizing simple regret in both data-rich (Tge n) and data-poor regime (T le n) where n is the number of arms, and T is the number of samples. At its heart is our improved instance-dependent analysis of the well-known Sequential Halving (SH) algorithm, where we bound the probability of returning an arm whose mean reward is not within epsilon from the best (i.e., not epsilon-good) for any choice of epsilon>0, although epsilon is not an input to SH. Our bound not only leads to an optimal worst-case simple regret bound of n/T up to logarithmic factors but also essentially matches the instance-dependent lower bound for returning an epsilon-good arm reported by Katz-Samuels and Jamieson (2020). For the more challenging data-poor regime, we propose Bracketing SH (BSH) that enjoys the same improvement even without sampling each arm at least once. Our empirical study shows that BSH outperforms existing methods on real-world tasks.

We consider the problem of recommending relevant content to users of an internet platform in the form of lists of items, called slates. We introduce a variational Bayesian Recurrent Neural Net recommender system that acts on time series of interactions between the internet platform and the user, and which scales to real world industrial situations. The recommender system is tested both online on real users, and on an offline dataset collected from a Norwegian web-based marketplace, FINN.no, that is made public for research. This is one of the first publicly available datasets which includes all the slates that are presented to users as well as which items (if any) in the slates were clicked on. Such a data set allows us to move beyond the common assumption that implicitly assumes that users are considering all possible items at each interaction. Instead we build our likelihood using the items that are actually in the slate, and evaluate the strengths and weaknesses of both approaches theoretically and in experiments. We also introduce a hierarchical prior for the item parameters based on group memberships. Both item parameters and user preferences are learned probabilistically. Furthermore, we combine our model with bandit strategies to ensure learning, and introduce `in-slate Thompson Sampling' which makes use of the slates to maximise explorative opportunities. We show experimentally that explorative recommender strategies perform on par or above their greedy counterparts. Even without making use of exploration to learn more effectively, click rates increase simply because of improved diversity in the recommended slates.

While multitask representation learning has become a popular approach in reinforcement learning (RL) to boost the sample efficiency, the theoretical understanding of why and how it works is still limited. Most previous analytical works could only assume that the representation function is already known to the agent or from linear function class, since analyzing general function class representation encounters non-trivial technical obstacles such as generalization guarantee, formulation of confidence bound in abstract function space, etc. However, linear-case analysis heavily relies on the particularity of linear function class, while real-world practice usually adopts general non-linear representation functions like neural networks. This significantly reduces its applicability. In this work, we extend the analysis to general function class representations. Specifically, we consider an agent playing M contextual bandits (or MDPs) concurrently and extracting a shared representation function phi from a specific function class Phi using our proposed Generalized Functional Upper Confidence Bound algorithm (GFUCB). We theoretically validate the benefit of multitask representation learning within general function class for bandits and linear MDP for the first time. Lastly, we conduct experiments to demonstrate the effectiveness of our algorithm with neural net representation.

Large Language Models (LLMs) exhibit potential artificial generic intelligence recently, however, their usage is costly with high response latency. Given mixed LLMs with their own strengths and weaknesses, LLM routing aims to identify the most suitable model for each query in the stream to maximize response quality and minimize cost and latency. However, the challenges involve: (1) dynamic trade-offs among quality, cost, and latency; (2) enabling continual learning in deployed systems; and (3) navigating a varying (e.g., new LLM addition or old LLM removal) set of LLM candidates over time. To bridge these gaps, we develop MixLLM, a dynamic contextual-bandit-based routing system for query-LLM assignment. Specifically, we first leverage query tags to enhance query embeddings for the routing task. Next, we design lightweight prediction models to estimate the response qualities and costs of queries over LLMs. We then devise a meta-decision maker to choose the query-LLM assignments to best tradeoff response quality, cost, and latency. Finally, the system benefits from continual training, allowing it to adapt to evolving queries and user feedback over time. Our extensive experiments show that MixLLM achieves the best trade-offs in response quality, cost, and latency (97.25% of GPT-4's quality at 24.18% of the cost under the time constraint).

We improve the efficiency of algorithms for stochastic combinatorial semi-bandits. In most interesting problems, state-of-the-art algorithms take advantage of structural properties of rewards, such as independence. However, while being optimal in terms of asymptotic regret, these algorithms are inefficient. In our paper, we first reduce their implementation to a specific submodular maximization. Then, in case of matroid constraints, we design adapted approximation routines, thereby providing the first efficient algorithms that rely on reward structure to improve regret bound. In particular, we improve the state-of-the-art efficient gap-free regret bound by a factor m/log m, where m is the maximum action size. Finally, we show how our improvement translates to more general budgeted combinatorial semi-bandits.

This work proposes a procedure for designing algorithms for specific adaptive data collection tasks like active learning and pure-exploration multi-armed bandits. Unlike the design of traditional adaptive algorithms that rely on concentration of measure and careful analysis to justify the correctness and sample complexity of the procedure, our adaptive algorithm is learned via adversarial training over equivalence classes of problems derived from information theoretic lower bounds. In particular, a single adaptive learning algorithm is learned that competes with the best adaptive algorithm learned for each equivalence class. Our procedure takes as input just the available queries, set of hypotheses, loss function, and total query budget. This is in contrast to existing meta-learning work that learns an adaptive algorithm relative to an explicit, user-defined subset or prior distribution over problems which can be challenging to define and be mismatched to the instance encountered at test time. This work is particularly focused on the regime when the total query budget is very small, such as a few dozen, which is much smaller than those budgets typically considered by theoretically derived algorithms. We perform synthetic experiments to justify the stability and effectiveness of the training procedure, and then evaluate the method on tasks derived from real data including a noisy 20 Questions game and a joke recommendation task.

In-context learning is a promising approach for online policy learning of offline reinforcement learning (RL) methods, which can be achieved at inference time without gradient optimization. However, this method is hindered by significant computational costs resulting from the gathering of large training trajectory sets and the need to train large Transformer models. We address this challenge by introducing an In-context Exploration-Exploitation (ICEE) algorithm, designed to optimize the efficiency of in-context policy learning. Unlike existing models, ICEE performs an exploration-exploitation trade-off at inference time within a Transformer model, without the need for explicit Bayesian inference. Consequently, ICEE can solve Bayesian optimization problems as efficiently as Gaussian process biased methods do, but in significantly less time. Through experiments in grid world environments, we demonstrate that ICEE can learn to solve new RL tasks using only tens of episodes, marking a substantial improvement over the hundreds of episodes needed by the previous in-context learning method.

We present the OMG-CMDP! algorithm for regret minimization in adversarial Contextual MDPs. The algorithm operates under the minimal assumptions of realizable function class and access to online least squares and log loss regression oracles. Our algorithm is efficient (assuming efficient online regression oracles), simple and robust to approximation errors. It enjoys an O(H^{2.5} T|S||A| ( mathcal{R(O) + H log(delta^{-1}) )}) regret guarantee, with T being the number of episodes, S the state space, A the action space, H the horizon and R(O) = R(O_{sq}^F) + R(O_{log}^P) is the sum of the regression oracles' regret, used to approximate the context-dependent rewards and dynamics, respectively. To the best of our knowledge, our algorithm is the first efficient rate optimal regret minimization algorithm for adversarial CMDPs that operates under the minimal standard assumption of online function approximation.

Motivated by emerging applications such as live-streaming e-commerce, promotions and recommendations, we introduce and solve a general class of non-stationary multi-armed bandit problems that have the following two features: (i) the decision maker can pull and collect rewards from up to K,(ge 1) out of N different arms in each time period; (ii) the expected reward of an arm immediately drops after it is pulled, and then non-parametrically recovers as the arm's idle time increases. With the objective of maximizing the expected cumulative reward over T time periods, we design a class of ``Purely Periodic Policies'' that jointly set a period to pull each arm. For the proposed policies, we prove performance guarantees for both the offline problem and the online problems. For the offline problem when all model parameters are known, the proposed periodic policy obtains an approximation ratio that is at the order of 1-mathcal O(1/K), which is asymptotically optimal when K grows to infinity. For the online problem when the model parameters are unknown and need to be dynamically learned, we integrate the offline periodic policy with the upper confidence bound procedure to construct on online policy. The proposed online policy is proved to approximately have mathcal O(NT) regret against the offline benchmark. Our framework and policy design may shed light on broader offline planning and online learning applications with non-stationary and recovering rewards.

Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify and select the best model using the fewest possible generated samples to minimize the costs of querying data from the sub-optimal models. In this work, we propose an online evaluation and selection framework to find the generative model that maximizes a standard assessment score among a group of available models. We view the task as a multi-armed bandit (MAB) and propose upper confidence bound (UCB) bandit algorithms to identify the model producing data with the best evaluation score that quantifies the quality and diversity of generated data. Specifically, we develop the MAB-based selection of generative models considering the Fr\'echet Distance (FD) and Inception Score (IS) metrics, resulting in the FD-UCB and IS-UCB algorithms. We prove regret bounds for these algorithms and present numerical results on standard image datasets. Our empirical results suggest the efficacy of MAB approaches for the sample-efficient evaluation and selection of deep generative models. The project code is available at https://github.com/yannxiaoyanhu/dgm-online-eval.

In online algorithm selection (OAS), instances of an algorithmic problem class are presented to an agent one after another, and the agent has to quickly select a presumably best algorithm from a fixed set of candidate algorithms. For decision problems such as satisfiability (SAT), quality typically refers to the algorithm's runtime. As the latter is known to exhibit a heavy-tail distribution, an algorithm is normally stopped when exceeding a predefined upper time limit. As a consequence, machine learning methods used to optimize an algorithm selection strategy in a data-driven manner need to deal with right-censored samples, a problem that has received little attention in the literature so far. In this work, we revisit multi-armed bandit algorithms for OAS and discuss their capability of dealing with the problem. Moreover, we adapt them towards runtime-oriented losses, allowing for partially censored data while keeping a space- and time-complexity independent of the time horizon. In an extensive experimental evaluation on an adapted version of the ASlib benchmark, we demonstrate that theoretically well-founded methods based on Thompson sampling perform specifically strong and improve in comparison to existing methods.

Regret minimization in streaming multi-armed bandits (MABs) has been studied extensively in recent years. In the single-pass setting with K arms and T trials, a regret lower bound of Omega(T^{2/3}) has been proved for any algorithm with o(K) memory (Maiti et al. [NeurIPS'21]; Agarwal at al. [COLT'22]). On the other hand, however, the previous best regret upper bound is still O(K^{1/3} T^{2/3}log^{1/3}(T)), which is achieved by the streaming implementation of the simple uniform exploration. The O(K^{1/3}log^{1/3}(T)) gap leaves the open question of the tight regret bound in the single-pass MABs with sublinear arm memory. In this paper, we answer this open problem and complete the picture of regret minimization in single-pass streaming MABs. We first improve the regret lower bound to Omega(K^{1/3}T^{2/3}) for algorithms with o(K) memory, which matches the uniform exploration regret up to a logarithm factor in T. We then show that the log^{1/3}(T) factor is not necessary, and we can achieve O(K^{1/3}T^{2/3}) regret by finding an varepsilon-best arm and committing to it in the rest of the trials. For regret minimization with high constant probability, we can apply the single-memory varepsilon-best arm algorithms in Jin et al. [ICML'21] to obtain the optimal bound. Furthermore, for the expected regret minimization, we design an algorithm with a single-arm memory that achieves O(K^{1/3} T^{2/3}log(K)) regret, and an algorithm with O(log^{*}(n))-memory with the optimal O(K^{1/3} T^{2/3}) regret following the varepsilon-best arm algorithm in Assadi and Wang [STOC'20]. We further tested the empirical performances of our algorithms. The simulation results show that the proposed algorithms consistently outperform the benchmark uniform exploration algorithm by a large margin, and on occasion, reduce the regret by up to 70%.

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through adaptive resource allocation and early-stopping. We formulate hyperparameter optimization as a pure-exploration non-stochastic infinite-armed bandit problem where a predefined resource like iterations, data samples, or features is allocated to randomly sampled configurations. We introduce a novel algorithm, Hyperband, for this framework and analyze its theoretical properties, providing several desirable guarantees. Furthermore, we compare Hyperband with popular Bayesian optimization methods on a suite of hyperparameter optimization problems. We observe that Hyperband can provide over an order-of-magnitude speedup over our competitor set on a variety of deep-learning and kernel-based learning problems.

In the classical Reinforcement Learning from Human Feedback (RLHF) framework, Proximal Policy Optimization (PPO) is employed to learn from sparse, sentence-level rewards -- a challenging scenario in traditional deep reinforcement learning. Despite the great successes of PPO in the alignment of state-of-the-art closed-source large language models (LLMs), its open-source implementation is still largely sub-optimal, as widely reported by numerous research studies. To address these issues, we introduce a framework that models RLHF problems as a Markov decision process (MDP), enabling the capture of fine-grained token-wise information. Furthermore, we provide theoretical insights that demonstrate the superiority of our MDP framework over the previous sentence-level bandit formulation. Under this framework, we introduce an algorithm, dubbed as Reinforced Token Optimization (RTO), which learns the token-wise reward function from preference data and performs policy optimization based on this learned token-wise reward signal. Theoretically, RTO is proven to have the capability of finding the near-optimal policy sample-efficiently. For its practical implementation, RTO innovatively integrates Direct Preference Optimization (DPO) and PPO. DPO, originally derived from sparse sentence rewards, surprisingly provides us with a token-wise characterization of response quality, which is seamlessly incorporated into our subsequent PPO training stage. Extensive real-world alignment experiments verify the effectiveness of the proposed approach.

In-context reinforcement learning (ICRL) has emerged as a promising paradigm for adapting RL agents to downstream tasks through prompt conditioning. However, two notable challenges remain in fully harnessing in-context learning within RL domains: the intrinsic multi-modality of the state-action-reward data and the diverse, heterogeneous nature of decision tasks. To tackle these challenges, we propose T2MIR (Token- and Task-wise MoE for In-context RL), an innovative framework that introduces architectural advances of mixture-of-experts (MoE) into transformer-based decision models. T2MIR substitutes the feedforward layer with two parallel layers: a token-wise MoE that captures distinct semantics of input tokens across multiple modalities, and a task-wise MoE that routes diverse tasks to specialized experts for managing a broad task distribution with alleviated gradient conflicts. To enhance task-wise routing, we introduce a contrastive learning method that maximizes the mutual information between the task and its router representation, enabling more precise capture of task-relevant information. The outputs of two MoE components are concatenated and fed into the next layer. Comprehensive experiments show that T2MIR significantly facilitates in-context learning capacity and outperforms various types of baselines. We bring the potential and promise of MoE to ICRL, offering a simple and scalable architectural enhancement to advance ICRL one step closer toward achievements in language and vision communities. Our code is available at https://github.com/NJU-RL/T2MIR.

We investigate an active pure-exploration setting, that includes best-arm identification, in the context of linear stochastic bandits. While asymptotically optimal algorithms exist for standard multi-arm bandits, the existence of such algorithms for the best-arm identification in linear bandits has been elusive despite several attempts to address it. First, we provide a thorough comparison and new insight over different notions of optimality in the linear case, including G-optimality, transductive optimality from optimal experimental design and asymptotic optimality. Second, we design the first asymptotically optimal algorithm for fixed-confidence pure exploration in linear bandits. As a consequence, our algorithm naturally bypasses the pitfall caused by a simple but difficult instance, that most prior algorithms had to be engineered to deal with explicitly. Finally, we avoid the need to fully solve an optimal design problem by providing an approach that entails an efficient implementation.

In this paper, we investigate a problem of actively learning threshold in latent space, where the unknown reward g(gamma, v) depends on the proposed threshold gamma and latent value v and it can be only achieved if the threshold is lower than or equal to the unknown latent value. This problem has broad applications in practical scenarios, e.g., reserve price optimization in online auctions, online task assignments in crowdsourcing, setting recruiting bars in hiring, etc. We first characterize the query complexity of learning a threshold with the expected reward at most epsilon smaller than the optimum and prove that the number of queries needed can be infinitely large even when g(gamma, v) is monotone with respect to both gamma and v. On the positive side, we provide a tight query complexity Theta(1/epsilon^3) when g is monotone and the CDF of value distribution is Lipschitz. Moreover, we show a tight Theta(1/epsilon^3) query complexity can be achieved as long as g satisfies one-sided Lipschitzness, which provides a complete characterization for this problem. Finally, we extend this model to an online learning setting and demonstrate a tight Theta(T^{2/3}) regret bound using continuous-arm bandit techniques and the aforementioned query complexity results.

Recent advancements in large language models have influenced the development of video large multimodal models (VLMMs). The previous approaches for VLMMs involved Supervised Fine-Tuning (SFT) with instruction-tuned datasets, integrating LLM with visual encoders, and adding additional learnable modules. Video and text multimodal alignment remains challenging, primarily due to the deficient volume and quality of multimodal instruction-tune data compared to text-only data. We present a novel alignment strategy that employs multimodal AI system to oversee itself called Reinforcement Learning from AI Feedback (RLAIF), providing self-preference feedback to refine itself and facilitating the alignment of video and text modalities. In specific, we propose context-aware reward modeling by providing detailed video descriptions as context during the generation of preference feedback in order to enrich the understanding of video content. Demonstrating enhanced performance across diverse video benchmarks, our multimodal RLAIF approach, VLM-RLAIF, outperforms existing approaches, including the SFT model. We commit to open-sourcing our code, models, and datasets to foster further research in this area.

Recent advancements in Large Language Models have transformed ML/AI development, necessitating a reevaluation of AutoML principles for the Retrieval-Augmented Generation (RAG) systems. To address the challenges of hyper-parameter optimization and online adaptation in RAG, we propose the AutoRAG-HP framework, which formulates the hyper-parameter tuning as an online multi-armed bandit (MAB) problem and introduces a novel two-level Hierarchical MAB (Hier-MAB) method for efficient exploration of large search spaces. We conduct extensive experiments on tuning hyper-parameters, such as top-k retrieved documents, prompt compression ratio, and embedding methods, using the ALCE-ASQA and Natural Questions datasets. Our evaluation from jointly optimization all three hyper-parameters demonstrate that MAB-based online learning methods can achieve Recall@5 approx 0.8 for scenarios with prominent gradients in search space, using only sim20% of the LLM API calls required by the Grid Search approach. Additionally, the proposed Hier-MAB approach outperforms other baselines in more challenging optimization scenarios. The code will be made available at https://aka.ms/autorag.

Reward modeling in large language models is susceptible to reward hacking, causing models to latch onto superficial features such as the tendency to generate lists or unnecessarily long responses. In reinforcement learning from human feedback (RLHF) and more generally during post-training flawed reward signals often lead to outputs that optimize for these spurious correlates instead of genuine quality or correctness. We propose Context-Aware Reward Modeling (CARMO), a novel approach that first generates dynamic, context-relevant criteria to ground the reward model before producing reward scores. Unlike prior methods that rely on static rubrics, CARMO leverages large language models (LLMs) to adaptively create evaluation criteria such as logical consistency, clarity, and depth tailored to the user query. Our theoretical analysis shows that such criteria generation can mitigate reward hacking. We further demonstrate that CARMO can be distilled into smaller models, reducing the computational cost of alignment. We establish a new state-of-the-art performance in zero-shot settings for generative models, achieving a 2.1\% improvement on Reward Bench. Furthermore, alignment performed on the CARMO-curated preference dataset achieves 22.5\% and 21.1\% LC-WR and WR, respectively, on Mistral-Base (7B).

The success of Large Language Models (LLMs) has sparked interest in various agentic applications. A key hypothesis is that LLMs, leveraging common sense and Chain-of-Thought (CoT) reasoning, can effectively explore and efficiently solve complex domains. However, LLM agents have been found to suffer from sub-optimal exploration and the knowing-doing gap, the inability to effectively act on knowledge present in the model. In this work, we systematically study why LLMs perform sub-optimally in decision-making scenarios. In particular, we closely examine three prevalent failure modes: greediness, frequency bias, and the knowing-doing gap. We propose mitigation of these shortcomings by fine-tuning via Reinforcement Learning (RL) on self-generated CoT rationales. Our experiments across multi-armed bandits, contextual bandits, and Tic-tac-toe, demonstrate that RL fine-tuning enhances the decision-making abilities of LLMs by increasing exploration and narrowing the knowing-doing gap. Finally, we study both classic exploration mechanisms, such as epsilon-greedy, and LLM-specific approaches, such as self-correction and self-consistency, to enable more effective fine-tuning of LLMs for decision-making.

A major technique in learning-augmented online algorithms is combining multiple algorithms or predictors. Since the performance of each predictor may vary over time, it is desirable to use not the single best predictor as a benchmark, but rather a dynamic combination which follows different predictors at different times. We design algorithms that combine predictions and are competitive against such dynamic combinations for a wide class of online problems, namely, metrical task systems. Against the best (in hindsight) unconstrained combination of ell predictors, we obtain a competitive ratio of O(ell^2), and show that this is best possible. However, for a benchmark with slightly constrained number of switches between different predictors, we can get a (1+epsilon)-competitive algorithm. Moreover, our algorithms can be adapted to access predictors in a bandit-like fashion, querying only one predictor at a time. An unexpected implication of one of our lower bounds is a new structural insight about covering formulations for the k-server problem.

In stochastic multi-armed bandits, the reward distribution of each arm is assumed to be stationary. This assumption is often violated in practice (e.g., in recommendation systems), where the reward of an arm may change whenever is selected, i.e., rested bandit setting. In this paper, we consider the non-parametric rotting bandit setting, where rewards can only decrease. We introduce the filtering on expanding window average (FEWA) algorithm that constructs moving averages of increasing windows to identify arms that are more likely to return high rewards when pulled once more. We prove that for an unknown horizon T, and without any knowledge on the decreasing behavior of the K arms, FEWA achieves problem-dependent regret bound of mathcal{O}((KT)), and a problem-independent one of mathcal{O}(KT). Our result substantially improves over the algorithm of Levine et al. (2017), which suffers regret mathcal{O}(K^{1/3}T^{2/3}). FEWA also matches known bounds for the stochastic bandit setting, thus showing that the rotting bandits are not harder. Finally, we report simulations confirming the theoretical improvements of FEWA.

"A common decision made by people, whether healthy or with health conditions, is choosing meals like breakfast, lunch, and dinner, comprising combinations of foods for appetizer, main course, side dishes, desserts, and beverages. Often, this decision involves tradeoffs between nutritious choices (e.g., salt and sugar levels, nutrition content) and convenience (e.g., cost and accessibility, cuisine type, food source type). We present a data-driven solution for meal recommendations that considers customizable meal configurations and time horizons. This solution balances user preferences while accounting for food constituents and cooking processes. Our contributions include introducing goodness measures, a recipe conversion method from text to the recently introduced multimodal rich recipe representation (R3) format, learning methods using contextual bandits that show promising preliminary results, and the prototype, usage-inspired, BEACON system."

In causal bandit problems, the action set consists of interventions on variables of a causal graph. Several researchers have recently studied such bandit problems and pointed out their practical applications. However, all existing works rely on a restrictive and impractical assumption that the learner is given full knowledge of the causal graph structure upfront. In this paper, we develop novel causal bandit algorithms without knowing the causal graph. Our algorithms work well for causal trees, causal forests and a general class of causal graphs. The regret guarantees of our algorithms greatly improve upon those of standard multi-armed bandit (MAB) algorithms under mild conditions. Lastly, we prove our mild conditions are necessary: without them one cannot do better than standard MAB algorithms.

Robust deployment of large multimodal models (LMMs) in real-world scenarios requires access to external knowledge sources, given the complexity and dynamic nature of real-world information. Existing approaches such as retrieval-augmented generation (RAG) and prompt engineered search agents rely on rigid pipelines, often leading to inefficient or excessive search behaviors. We present MMSearch-R1, the first end-to-end reinforcement learning framework that enables LMMs to perform on-demand, multi-turn search in real-world Internet environments. Our framework integrates both image and text search tools, allowing the model to reason about when and how to invoke them guided by an outcome-based reward with a search penalty. To support training, We collect a multimodal search VQA dataset through a semi-automated pipeline that covers diverse visual and textual knowledge needs and curate a search-balanced subset with both search-required and search-free samples, which proves essential for shaping efficient and on-demand search behavior. Extensive experiments on knowledge-intensive and info-seeking VQA tasks show that our model not only outperforms RAG-based baselines of the same model size, but also matches the performance of a larger RAG-based model while reducing search calls by over 30%. We further analyze key empirical findings to offer actionable insights for advancing research in multimodal search.

Most bandit algorithms assume that the reward variances or their upper bounds are known, and that they are the same for all arms. This naturally leads to suboptimal performance and higher regret due to variance overestimation. On the other hand, underestimated reward variances may lead to linear regret due to committing early to a suboptimal arm. This motivated prior works on variance-adaptive frequentist algorithms, which have strong instance-dependent regret bounds but cannot incorporate prior knowledge on reward variances. We lay foundations for the Bayesian setting, which incorporates prior knowledge. This results in lower regret in practice, due to using the prior in the algorithm design, and also improved regret guarantees. Specifically, we study Gaussian bandits with {unknown heterogeneous reward variances}, and develop a Thompson sampling algorithm with prior-dependent Bayes regret bounds. We achieve lower regret with lower reward variances and more informative priors on them, which is precisely why we pay only for what is uncertain. This is the first result of its kind. Finally, we corroborate our theory with extensive experiments, which show the superiority of our variance-adaptive Bayesian algorithm over prior frequentist approaches. We also show that our approach is robust to model misspecification and can be applied with estimated priors.

The last decade has witnessed many successes of deep learning-based models for industry-scale recommender systems. These models are typically trained offline in a batch manner. While being effective in capturing users' past interactions with recommendation platforms, batch learning suffers from long model-update latency and is vulnerable to system biases, making it hard to adapt to distribution shift and explore new items or user interests. Although online learning-based approaches (e.g., multi-armed bandits) have demonstrated promising theoretical results in tackling these challenges, their practical real-time implementation in large-scale recommender systems remains limited. First, the scalability of online approaches in servicing a massive online traffic while ensuring timely updates of bandit parameters poses a significant challenge. Additionally, exploring uncertainty in recommender systems can easily result in unfavorable user experience, highlighting the need for devising intricate strategies that effectively balance the trade-off between exploitation and exploration. In this paper, we introduce Online Matching: a scalable closed-loop bandit system learning from users' direct feedback on items in real time. We present a hybrid "offline + online" approach for constructing this system, accompanied by a comprehensive exposition of the end-to-end system architecture. We propose Diag-LinUCB -- a novel extension of the LinUCB algorithm -- to enable distributed updates of bandits parameter in a scalable and timely manner. We conduct live experiments in YouTube and show that Online Matching is able to enhance the capabilities of fresh content discovery and item exploration in the present platform.

Large language models (LLMs) have shown impressive capabilities in real-world applications. The capability of in-context learning (ICL) allows us to adapt an LLM to downstream tasks by including input-label exemplars in the prompt without model fine-tuning. However, the quality of these exemplars in the prompt greatly impacts performance, highlighting the need for an effective automated exemplar selection method. Recent studies have explored retrieval-based approaches to select exemplars tailored to individual test queries, which can be undesirable due to extra test-time computation and an increased risk of data exposure. Moreover, existing methods fail to adequately account for the impact of exemplar ordering on the performance. On the other hand, the impact of the instruction, another essential component in the prompt given to the LLM, is often overlooked in existing exemplar selection methods. To address these challenges, we propose a novel method named EASE, which leverages the hidden embedding from a pre-trained language model to represent ordered sets of exemplars and uses a neural bandit algorithm to optimize the sets of exemplars while accounting for exemplar ordering. Our EASE can efficiently find an ordered set of exemplars that performs well for all test queries from a given task, thereby eliminating test-time computation. Importantly, EASE can be readily extended to jointly optimize both the exemplars and the instruction. Through extensive empirical evaluations (including novel tasks), we demonstrate the superiority of EASE over existing methods, and reveal practical insights about the impact of exemplar selection on ICL, which may be of independent interest. Our code is available at https://github.com/ZhaoxuanWu/EASE-Prompt-Optimization.

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used: imitation learning which is suitable for expert datasets and vanilla offline RL which often requires uniform coverage datasets. From a practical standpoint, datasets often deviate from these two extremes and the exact data composition is usually unknown a priori. To bridge this gap, we present a new offline RL framework that smoothly interpolates between the two extremes of data composition, hence unifying imitation learning and vanilla offline RL. The new framework is centered around a weak version of the concentrability coefficient that measures the deviation from the behavior policy to the expert policy alone. Under this new framework, we further investigate the question on algorithm design: can one develop an algorithm that achieves a minimax optimal rate and also adapts to unknown data composition? To address this question, we consider a lower confidence bound (LCB) algorithm developed based on pessimism in the face of uncertainty in offline RL. We study finite-sample properties of LCB as well as information-theoretic limits in multi-armed bandits, contextual bandits, and Markov decision processes (MDPs). Our analysis reveals surprising facts about optimality rates. In particular, in all three settings, LCB achieves a faster rate of 1/N for nearly-expert datasets compared to the usual rate of 1/N in offline RL, where N is the number of samples in the batch dataset. In the case of contextual bandits with at least two contexts, we prove that LCB is adaptively optimal for the entire data composition range, achieving a smooth transition from imitation learning to offline RL. We further show that LCB is almost adaptively optimal in MDPs.

In-context learning (ICL) is the ability of a model to learn a new task by observing a few exemplars in its context. While prevalent in NLP, this capability has recently also been observed in Reinforcement Learning (RL) settings. Prior in-context RL methods, however, require entire episodes in the agent's context. Given that complex environments typically lead to long episodes with sparse rewards, these methods are constrained to simple environments with short episodes. To address these challenges, we introduce Retrieval-Augmented Decision Transformer (RA-DT). RA-DT employs an external memory mechanism to store past experiences from which it retrieves only sub-trajectories relevant for the current situation. The retrieval component in RA-DT does not require training and can be entirely domain-agnostic. We evaluate the capabilities of RA-DT on grid-world environments, robotics simulations, and procedurally-generated video games. On grid-worlds, RA-DT outperforms baselines, while using only a fraction of their context length. Furthermore, we illuminate the limitations of current in-context RL methods on complex environments and discuss future directions. To facilitate future research, we release datasets for four of the considered environments.

Reinforcement learning from human feedback usually models preferences using a reward model that does not distinguish between people. We argue that this is unlikely to be a good design choice in contexts with high potential for disagreement, like in the training of large language models. We propose a method to specialise a reward model to a person or group of people. Our approach builds on the observation that individual preferences can be captured as a linear combination of a set of general reward features. We show how to learn such features and subsequently use them to quickly adapt the reward model to a specific individual, even if their preferences are not reflected in the training data. We present experiments with large language models comparing the proposed architecture with a non-adaptive reward model and also adaptive counterparts, including models that do in-context personalisation. Depending on how much disagreement there is in the training data, our model either significantly outperforms the baselines or matches their performance with a simpler architecture and more stable training.

While finetuning language models from pairwise preferences has proven remarkably effective, the underspecified nature of natural language presents critical challenges. Direct preference feedback is uninterpretable, difficult to provide where multidimensional criteria may apply, and often inconsistent, either because it is based on incomplete instructions or provided by diverse principals. To address these challenges, we consider the two-step preference modeling procedure that first resolves the under-specification by selecting a context, and then evaluates preference with respect to the chosen context. We decompose reward modeling error according to these two steps, which suggests that supervising context in addition to context-specific preference may be a viable approach to aligning models with diverse human preferences. For this to work, the ability of models to evaluate context-specific preference is critical. To this end, we contribute context-conditioned preference datasets and accompanying experiments that investigate the ability of language models to evaluate context-specific preference. We use our datasets to (1) show that existing preference models benefit from, but fail to fully consider, added context, (2) finetune a context-aware reward model with context-specific performance exceeding that of GPT-4 and Llama 3 70B on tested datasets, and (3) investigate the value of context-aware preference modeling.

In recommender system or crowdsourcing applications of online learning, a human's preferences or abilities are often a function of the algorithm's recent actions. Motivated by this, a significant line of work has formalized settings where an action's loss is a function of the number of times that action was recently played in the prior m timesteps, where m corresponds to a bound on human memory capacity. To more faithfully capture decay of human memory with time, we introduce the Weighted Tallying Bandit (WTB), which generalizes this setting by requiring that an action's loss is a function of a weighted summation of the number of times that arm was played in the last m timesteps. This WTB setting is intractable without further assumption. So we study it under Repeated Exposure Optimality (REO), a condition motivated by the literature on human physiology, which requires the existence of an action that when repetitively played will eventually yield smaller loss than any other sequence of actions. We study the minimization of the complete policy regret (CPR), which is the strongest notion of regret, in WTB under REO. Since m is typically unknown, we assume we only have access to an upper bound M on m. We show that for problems with K actions and horizon T, a simple modification of the successive elimination algorithm has O left( KT + (m+M)K right) CPR. Interestingly, upto an additive (in lieu of mutliplicative) factor in (m+M)K, this recovers the classical guarantee for the simpler stochastic multi-armed bandit with traditional regret. We additionally show that in our setting, any algorithm will suffer additive CPR of Omega left( mK + M right), demonstrating our result is nearly optimal. Our algorithm is computationally efficient, and we experimentally demonstrate its practicality and superiority over natural baselines.

The Combined Algorithm Selection and Hyperparameter optimization (CASH) is one of the most fundamental problems in Automatic Machine Learning (AutoML). The existing Bayesian optimization (BO) based solutions turn the CASH problem into a Hyperparameter Optimization (HPO) problem by combining the hyperparameters of all machine learning (ML) algorithms, and use BO methods to solve it. As a result, these methods suffer from the low-efficiency problem due to the huge hyperparameter space in CASH. To alleviate this issue, we propose the alternating optimization framework, where the HPO problem for each ML algorithm and the algorithm selection problem are optimized alternately. In this framework, the BO methods are used to solve the HPO problem for each ML algorithm separately, incorporating a much smaller hyperparameter space for BO methods. Furthermore, we introduce Rising Bandits, a CASH-oriented Multi-Armed Bandits (MAB) variant, to model the algorithm selection in CASH. This framework can take the advantages of both BO in solving the HPO problem with a relatively small hyperparameter space and the MABs in accelerating the algorithm selection. Moreover, we further develop an efficient online algorithm to solve the Rising Bandits with provably theoretical guarantees. The extensive experiments on 30 OpenML datasets demonstrate the superiority of the proposed approach over the competitive baselines.

We study the non-stationary dueling bandits problem with K arms, where the time horizon T consists of M stationary segments, each of which is associated with its own preference matrix. The learner repeatedly selects a pair of arms and observes a binary preference between them as feedback. To minimize the accumulated regret, the learner needs to pick the Condorcet winner of each stationary segment as often as possible, despite preference matrices and segment lengths being unknown. We propose the Beat, the, Winner, Reset algorithm and prove a bound on its expected binary weak regret in the stationary case, which tightens the bound of current state-of-art algorithms. We also show a regret bound for the non-stationary case, without requiring knowledge of M or T. We further propose and analyze two meta-algorithms, DETECT for weak regret and Monitored, Dueling, Bandits for strong regret, both based on a detection-window approach that can incorporate any dueling bandit algorithm as a black-box algorithm. Finally, we prove a worst-case lower bound for expected weak regret in the non-stationary case.

We study the problem of designing mechanisms for information acquisition scenarios. This setting models strategic interactions between an uniformed receiver and a set of informed senders. In our model the senders receive information about the underlying state of nature and communicate their observation (either truthfully or not) to the receiver, which, based on this information, selects an action. Our goal is to design mechanisms maximizing the receiver's utility while incentivizing the senders to report truthfully their information. First, we provide an algorithm that efficiently computes an optimal incentive compatible (IC) mechanism. Then, we focus on the online problem in which the receiver sequentially interacts in an unknown game, with the objective of minimizing the cumulative regret w.r.t. the optimal IC mechanism, and the cumulative violation of the incentive compatibility constraints. We investigate two different online scenarios, i.e., the full and bandit feedback settings. For the full feedback problem, we propose an algorithm that guarantees mathcal O(sqrt T) regret and violation, while for the bandit feedback setting we present an algorithm that attains mathcal O(T^{alpha}) regret and mathcal O(T^{1-alpha/2}) violation for any alphain[1/2, 1]. Finally, we complement our results providing a tight lower bound.

Methods for neural network hyperparameter optimization and meta-modeling are computationally expensive due to the need to train a large number of model configurations. In this paper, we show that standard frequentist regression models can predict the final performance of partially trained model configurations using features based on network architectures, hyperparameters, and time-series validation performance data. We empirically show that our performance prediction models are much more effective than prominent Bayesian counterparts, are simpler to implement, and are faster to train. Our models can predict final performance in both visual classification and language modeling domains, are effective for predicting performance of drastically varying model architectures, and can even generalize between model classes. Using these prediction models, we also propose an early stopping method for hyperparameter optimization and meta-modeling, which obtains a speedup of a factor up to 6x in both hyperparameter optimization and meta-modeling. Finally, we empirically show that our early stopping method can be seamlessly incorporated into both reinforcement learning-based architecture selection algorithms and bandit based search methods. Through extensive experimentation, we empirically show our performance prediction models and early stopping algorithm are state-of-the-art in terms of prediction accuracy and speedup achieved while still identifying the optimal model configurations.

The remarkable capability of large language models (LLMs) for in-context learning (ICL) needs to be activated by demonstration examples. Prior work has extensively explored the selection of examples for ICL, predominantly following the "select then organize" paradigm, such approaches often neglect the internal relationships between examples and exist an inconsistency between the training and inference. In this paper, we formulate the problem as a sequential selection problem and introduce Se^2, a sequential-aware method that leverages the LLM's feedback on varying context, aiding in capturing inter-relationships and sequential information among examples, significantly enriching the contextuality and relevance of ICL prompts. Meanwhile, we utilize beam search to seek and construct example sequences, enhancing both quality and diversity. Extensive experiments across 23 NLP tasks from 8 distinct categories illustrate that Se^2 markedly surpasses competitive baselines and achieves 42% relative improvement over random selection. Further in-depth analysis show the effectiveness of proposed strategies, highlighting Se^2's exceptional stability and adaptability across various scenarios. Our code will be released to facilitate future research.

Large Language Models (LLMs) can learn new tasks through in-context supervised learning (i.e., ICL). This work studies if this ability extends to in-context reinforcement learning (ICRL), where models are not given gold labels in context, but only their past predictions and rewards. We show that a naive application of ICRL fails miserably, and identify the root cause as a fundamental deficiency at exploration, which leads to quick model degeneration. We propose an algorithm to address this deficiency by increasing test-time compute, as well as a compute-bound approximation. We use several challenging classification tasks to empirically show that our ICRL algorithms lead to effective learning from rewards alone, and analyze the characteristics of this ability and our methods. Overall, our results reveal remarkable ICRL abilities in LLMs.

We study a distributed stochastic multi-armed bandit where a client supplies the learner with communication-constrained feedback based on the rewards for the corresponding arm pulls. In our setup, the client must encode the rewards such that the second moment of the encoded rewards is no more than P, and this encoded reward is further corrupted by additive Gaussian noise of variance sigma^2; the learner only has access to this corrupted reward. For this setting, we derive an information-theoretic lower bound of Omegaleft(frac{KT{SNR wedge1}} right) on the minimax regret of any scheme, where SNR := P{sigma^2}, and K and T are the number of arms and time horizon, respectively. Furthermore, we propose a multi-phase bandit algorithm, UEtext{-UCB++}, which matches this lower bound to a minor additive factor. UEtext{-UCB++} performs uniform exploration in its initial phases and then utilizes the {\em upper confidence bound }(UCB) bandit algorithm in its final phase. An interesting feature of UEtext{-UCB++} is that the coarser estimates of the mean rewards formed during a uniform exploration phase help to refine the encoding protocol in the next phase, leading to more accurate mean estimates of the rewards in the subsequent phase. This positive reinforcement cycle is critical to reducing the number of uniform exploration rounds and closely matching our lower bound.

We consider stochastic sequential learning problems where the learner can observe the average reward of several actions. Such a setting is interesting in many applications involving monitoring and surveillance, where the set of the actions to observe represent some (geographical) area. The importance of this setting is that in these applications, it is actually cheaper to observe average reward of a group of actions rather than the reward of a single action. We show that when the reward is smooth over a given graph representing the neighboring actions, we can maximize the cumulative reward of learning while minimizing the sensing cost. In this paper we propose CheapUCB, an algorithm that matches the regret guarantees of the known algorithms for this setting and at the same time guarantees a linear cost again over them. As a by-product of our analysis, we establish a Ω(dT) lower bound on the cumulative regret of spectral bandits for a class of graphs with effective dimension d.

Recently, the study of linear misspecified bandits has generated intriguing implications of the hardness of learning in bandits and reinforcement learning (RL). In particular, Du et al. (2020) show that even if a learner is given linear features in R^d that approximate the rewards in a bandit or RL with a uniform error of varepsilon, searching for an O(varepsilon)-optimal action requires pulling at least Omega(exp(d)) queries. Furthermore, Lattimore et al. (2020) show that a degraded O(varepsilond)-optimal solution can be learned within poly(d/varepsilon) queries. Yet it is unknown whether a structural assumption on the ground-truth parameter, such as sparsity, could break the varepsilond barrier. In this paper, we address this question by showing that algorithms can obtain O(varepsilon)-optimal actions by querying O(varepsilon^{-s}d^s) actions, where s is the sparsity parameter, removing the exp(d)-dependence. We then establish information-theoretical lower bounds, i.e., Omega(exp(s)), to show that our upper bound on sample complexity is nearly tight if one demands an error O(s^{delta}varepsilon) for 0<delta<1. For deltageq 1, we further show that poly(s/varepsilon) queries are possible when the linear features are "good" and even in general settings. These results provide a nearly complete picture of how sparsity can help in misspecified bandit learning and provide a deeper understanding of when linear features are "useful" for bandit and reinforcement learning with misspecification.

In this paper, we consider the problem of sleeping bandits with stochastic action sets and adversarial rewards. In this setting, in contrast to most work in bandits, the actions may not be available at all times. For instance, some products might be out of stock in item recommendation. The best existing efficient (i.e., polynomial-time) algorithms for this problem only guarantee an O(T^{2/3}) upper-bound on the regret. Yet, inefficient algorithms based on EXP4 can achieve O(T). In this paper, we provide a new computationally efficient algorithm inspired by EXP3 satisfying a regret of order O(T) when the availabilities of each action i in cA are independent. We then study the most general version of the problem where at each round available sets are generated from some unknown arbitrary distribution (i.e., without the independence assumption) and propose an efficient algorithm with O(2^K T) regret guarantee. Our theoretical results are corroborated with experimental evaluations.

Many travel decisions involve a degree of experience formation, where individuals learn their preferences over time. At the same time, there is extensive scope for heterogeneity across individual travellers, both in their underlying preferences and in how these evolve. The present paper puts forward a Latent Class Reinforcement Learning (LCRL) model that allows analysts to capture both of these phenomena. We apply the model to a driving simulator dataset and estimate the parameters through Variational Bayes. We identify three distinct classes of individuals that differ markedly in how they adapt their preferences: the first displays context-dependent preferences with context-specific exploitative tendencies; the second follows a persistent exploitative strategy regardless of context; and the third engages in an exploratory strategy combined with context-specific preferences.

We explore algorithms to select actions in the causal bandit setting where the learner can choose to intervene on a set of random variables related by a causal graph, and the learner sequentially chooses interventions and observes a sample from the interventional distribution. The learner's goal is to quickly find the intervention, among all interventions on observable variables, that maximizes the expectation of an outcome variable. We depart from previous literature by assuming no knowledge of the causal graph except that latent confounders between the outcome and its ancestors are not present. We first show that the unknown graph problem can be exponentially hard in the parents of the outcome. To remedy this, we adopt an additional additive assumption on the outcome which allows us to solve the problem by casting it as an additive combinatorial linear bandit problem with full-bandit feedback. We propose a novel action-elimination algorithm for this setting, show how to apply this algorithm to the causal bandit problem, provide sample complexity bounds, and empirically validate our findings on a suite of randomly generated causal models, effectively showing that one does not need to explicitly learn the parents of the outcome to identify the best intervention.

Memory-based meta-learning is a powerful technique to build agents that adapt fast to any task within a target distribution. A previous theoretical study has argued that this remarkable performance is because the meta-training protocol incentivises agents to behave Bayes-optimally. We empirically investigate this claim on a number of prediction and bandit tasks. Inspired by ideas from theoretical computer science, we show that meta-learned and Bayes-optimal agents not only behave alike, but they even share a similar computational structure, in the sense that one agent system can approximately simulate the other. Furthermore, we show that Bayes-optimal agents are fixed points of the meta-learning dynamics. Our results suggest that memory-based meta-learning might serve as a general technique for numerically approximating Bayes-optimal agents - that is, even for task distributions for which we currently don't possess tractable models.

Deep reinforcement learning (RL) is a powerful approach to complex decision making. However, one issue that limits its practical application is its brittleness, sometimes failing to train in the presence of small changes in the environment. Motivated by the success of zero-shot transfer-where pre-trained models perform well on related tasks-we consider the problem of selecting a good set of training tasks to maximize generalization performance across a range of tasks. Given the high cost of training, it is critical to select training tasks strategically, but not well understood how to do so. We hence introduce Model-Based Transfer Learning (MBTL), which layers on top of existing RL methods to effectively solve contextual RL problems. MBTL models the generalization performance in two parts: 1) the performance set point, modeled using Gaussian processes, and 2) performance loss (generalization gap), modeled as a linear function of contextual similarity. MBTL combines these two pieces of information within a Bayesian optimization (BO) framework to strategically select training tasks. We show theoretically that the method exhibits sublinear regret in the number of training tasks and discuss conditions to further tighten regret bounds. We experimentally validate our methods using urban traffic and standard continuous control benchmarks. The experimental results suggest that MBTL can achieve up to 50x improved sample efficiency compared with canonical independent training and multi-task training. Further experiments demonstrate the efficacy of BO and the insensitivity to the underlying RL algorithm and hyperparameters. This work lays the foundations for investigating explicit modeling of generalization, thereby enabling principled yet effective methods for contextual RL.

Reinforcement learning (RL) in recommendation systems offers the potential to optimize recommendations for long-term user engagement. However, the environment often involves large state and action spaces, which makes it hard to efficiently learn and explore. In this work, we propose a sample-efficient representation learning algorithm, using the standard slate recommendation setup, to treat this as an online RL problem with low-rank Markov decision processes (MDPs). We also construct the recommender simulation environment with the proposed setup and sampling method.

We consider the task of identifying the Copeland winner(s) in a dueling bandits problem with ternary feedback. This is an underexplored but practically relevant variant of the conventional dueling bandits problem, in which, in addition to strict preference between two arms, one may observe feedback in the form of an indifference. We provide a lower bound on the sample complexity for any learning algorithm finding the Copeland winner(s) with a fixed error probability. Moreover, we propose POCOWISTA, an algorithm with a sample complexity that almost matches this lower bound, and which shows excellent empirical performance, even for the conventional dueling bandits problem. For the case where the preference probabilities satisfy a specific type of stochastic transitivity, we provide a refined version with an improved worst case sample complexity.

Reward model (RM) plays a pivotal role in aligning large language model (LLM) with human preferences. As real-world applications increasingly involve long history trajectories, e.g., LLM agent, it becomes indispensable to evaluate whether a model's responses are not only high-quality but also grounded in and consistent with the provided context. Yet, current RMs remain confined to short-context settings and primarily focus on response-level attributes (e.g., safety or helpfulness), while largely neglecting the critical dimension of long context-response consistency. In this work, we introduce Long-RewardBench, a benchmark specifically designed for long-context RM evaluation, featuring both Pairwise Comparison and Best-of-N tasks. Our preliminary study reveals that even state-of-the-art generative RMs exhibit significant fragility in long-context scenarios, failing to maintain context-aware preference judgments. Motivated by the analysis of failure patterns observed in model outputs, we propose a general multi-stage training strategy that effectively scales arbitrary models into robust Long-context RMs (LongRMs). Experiments show that our approach not only substantially improves performance on long-context evaluation but also preserves strong short-context capability. Notably, our 8B LongRM outperforms much larger 70B-scale baselines and matches the performance of the proprietary Gemini 2.5 Pro model.