Daily Papers

Policy Optimization (PO) is one of the most popular methods in Reinforcement Learning (RL). Thus, theoretical guarantees for PO algorithms have become especially important to the RL community. In this paper, we study PO in adversarial MDPs with a challenge that arises in almost every real-world application -- delayed bandit feedback. We give the first near-optimal regret bounds for PO in tabular MDPs, and may even surpass state-of-the-art (which uses less efficient methods). Our novel Delay-Adapted PO (DAPO) is easy to implement and to generalize, allowing us to extend our algorithm to: (i) infinite state space under the assumption of linear Q-function, proving the first regret bounds for delayed feedback with function approximation. (ii) deep RL, demonstrating its effectiveness in experiments on MuJoCo domains.

We propose Banker Online Mirror Descent (Banker-OMD), a novel framework generalizing the classical Online Mirror Descent (OMD) technique in the online learning literature. The Banker-OMD framework almost completely decouples feedback delay handling and the task-specific OMD algorithm design, thus facilitating the design of new algorithms capable of efficiently and robustly handling feedback delays. Specifically, it offers a general methodology for achieving mathcal O(T + D)-style regret bounds in online bandit learning tasks with delayed feedback, where T is the number of rounds and D is the total feedback delay. We demonstrate the power of Banker-OMD by applications to two important bandit learning scenarios with delayed feedback, including delayed scale-free adversarial Multi-Armed Bandits (MAB) and delayed adversarial linear bandits. Banker-OMD leads to the first delayed scale-free adversarial MAB algorithm achieving mathcal O(KL(sqrt T+sqrt D)) regret and the first delayed adversarial linear bandit algorithm achieving mathcal O(poly(n)(T + D)) regret. As a corollary, the first application also implies mathcal O(KTL) regret for non-delayed scale-free adversarial MABs, which is the first to match the Omega(KTL) lower bound up to logarithmic factors and can be of independent interest.

We study a K-armed bandit with delayed feedback and intermediate observations. We consider a model where intermediate observations have a form of a finite state, which is observed immediately after taking an action, whereas the loss is observed after an adversarially chosen delay. We show that the regime of the mapping of states to losses determines the complexity of the problem, irrespective of whether the mapping of actions to states is stochastic or adversarial. If the mapping of states to losses is adversarial, then the regret rate is of order (K+d)T (within log factors), where T is the time horizon and d is a fixed delay. This matches the regret rate of a K-armed bandit with delayed feedback and without intermediate observations, implying that intermediate observations are not helpful. However, if the mapping of states to losses is stochastic, we show that the regret grows at a rate of big(K+min{|mathcal{S|,d}big)T} (within log factors), implying that if the number |S| of states is smaller than the delay, then intermediate observations help. We also provide refined high-probability regret upper bounds for non-uniform delays, together with experimental validation of our algorithms.

Black box optimisation of an unknown function from expensive and noisy evaluations is a ubiquitous problem in machine learning, academic research and industrial production. An abstraction of the problem can be formulated as a kernel based bandit problem (also known as Bayesian optimisation), where a learner aims at optimising a kernelized function through sequential noisy observations. The existing work predominantly assumes feedback is immediately available; an assumption which fails in many real world situations, including recommendation systems, clinical trials and hyperparameter tuning. We consider a kernel bandit problem under stochastically delayed feedback, and propose an algorithm with mathcal{O}(Gamma_k(T)T+E[tau]) regret, where T is the number of time steps, Gamma_k(T) is the maximum information gain of the kernel with T observations, and tau is the delay random variable. This represents a significant improvement over the state of the art regret bound of mathcal{O}(Gamma_k(T)T+E[tau]Gamma_k(T)) reported in Verma et al. (2022). In particular, for very non-smooth kernels, the information gain grows almost linearly in time, trivializing the existing results. We also validate our theoretical results with simulations.

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.

In many real-world sequential decision-making problems, an action does not immediately reflect on the feedback and spreads its effects over a long time frame. For instance, in online advertising, investing in a platform produces an instantaneous increase of awareness, but the actual reward, i.e., a conversion, might occur far in the future. Furthermore, whether a conversion takes place depends on: how fast the awareness grows, its vanishing effects, and the synergy or interference with other advertising platforms. Previous work has investigated the Multi-Armed Bandit framework with the possibility of delayed and aggregated feedback, without a particular structure on how an action propagates in the future, disregarding possible dynamical effects. In this paper, we introduce a novel setting, the Dynamical Linear Bandits (DLB), an extension of the linear bandits characterized by a hidden state. When an action is performed, the learner observes a noisy reward whose mean is a linear function of the hidden state and of the action. Then, the hidden state evolves according to linear dynamics, affected by the performed action too. We start by introducing the setting, discussing the notion of optimal policy, and deriving an expected regret lower bound. Then, we provide an optimistic regret minimization algorithm, Dynamical Linear Upper Confidence Bound (DynLin-UCB), that suffers an expected regret of order mathcal{O} Big( d sqrt{T}{(1-rho)^{3/2}} Big), where rho is a measure of the stability of the system, and d is the dimension of the action vector. Finally, we conduct a numerical validation on a synthetic environment and on real-world data to show the effectiveness of DynLin-UCB in comparison with several baselines.

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.

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.

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.

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 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.

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.

In a recent work, Laforgue et al. introduce the model of last switch dependent (LSD) bandits, in an attempt to capture nonstationary phenomena induced by the interaction between the player and the environment. Examples include satiation, where consecutive plays of the same action lead to decreased performance, or deprivation, where the payoff of an action increases after an interval of inactivity. In this work, we take a step towards understanding the approximability of planning LSD bandits, namely, the (NP-hard) problem of computing an optimal arm-pulling strategy under complete knowledge of the model. In particular, we design the first efficient constant approximation algorithm for the problem and show that, under a natural monotonicity assumption on the payoffs, its approximation guarantee (almost) matches the state-of-the-art for the special and well-studied class of recharging bandits (also known as delay-dependent). In this attempt, we develop new tools and insights for this class of problems, including a novel higher-dimensional relaxation and the technique of mirroring the evolution of virtual states. We believe that these novel elements could potentially be used for approaching richer classes of action-induced nonstationary bandits (e.g., special instances of restless bandits). In the case where the model parameters are initially unknown, we develop an online learning adaptation of our algorithm for which we provide sublinear regret guarantees against its full-information counterpart.

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.

In this paper, we study the role of feedback in online learning with switching costs. It has been shown that the minimax regret is Theta(T^{2/3}) under bandit feedback and improves to Theta(T) under full-information feedback, where T is the length of the time horizon. However, it remains largely unknown how the amount and type of feedback generally impact regret. To this end, we first consider the setting of bandit learning with extra observations; that is, in addition to the typical bandit feedback, the learner can freely make a total of B_{ex} extra observations. We fully characterize the minimax regret in this setting, which exhibits an interesting phase-transition phenomenon: when B_{ex} = O(T^{2/3}), the regret remains Theta(T^{2/3}), but when B_{ex} = Omega(T^{2/3}), it becomes Theta(T/B_{mathrm{ex}}), which improves as the budget B_{ex} increases. To design algorithms that can achieve the minimax regret, it is instructive to consider a more general setting where the learner has a budget of B total observations. We fully characterize the minimax regret in this setting as well and show that it is Theta(T/B), which scales smoothly with the total budget B. Furthermore, we propose a generic algorithmic framework, which enables us to design different learning algorithms that can achieve matching upper bounds for both settings based on the amount and type of feedback. One interesting finding is that while bandit feedback can still guarantee optimal regret when the budget is relatively limited, it no longer suffices to achieve optimal regret when the budget is relatively large.

In this paper, we provide a general framework for studying multi-agent online learning problems in the presence of delays and asynchronicities. Specifically, we propose and analyze a class of adaptive dual averaging schemes in which agents only need to accumulate gradient feedback received from the whole system, without requiring any between-agent coordination. In the single-agent case, the adaptivity of the proposed method allows us to extend a range of existing results to problems with potentially unbounded delays between playing an action and receiving the corresponding feedback. In the multi-agent case, the situation is significantly more complicated because agents may not have access to a global clock to use as a reference point; to overcome this, we focus on the information that is available for producing each prediction rather than the actual delay associated with each feedback. This allows us to derive adaptive learning strategies with optimal regret bounds, even in a fully decentralized, asynchronous environment. Finally, we also analyze an "optimistic" variant of the proposed algorithm which is capable of exploiting the predictability of problems with a slower variation and leads to improved regret bounds.

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.

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.

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.

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 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.

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.

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 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.

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.

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.

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.

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.

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.

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.

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.

Closed-loop decision-making systems (e.g., lending, screening, or recidivism risk assessment) often operate under fairness and service constraints while inducing feedback effects: decisions change who appears in the future, yielding non-stationary data and potentially amplifying disparities. We study online learning of a one-dimensional threshold policy from bandit feedback under demographic parity (DP) and, optionally, service-rate constraints. The learner observes only a scalar score each round and selects a threshold; reward and constraint residuals are revealed only for the chosen threshold. We propose Optimistic Feasible Search (OFS), a simple grid-based method that maintains confidence bounds for reward and constraint residuals for each candidate threshold. At each round, OFS selects a threshold that appears feasible under confidence bounds and, among those, maximizes optimistic reward; if no threshold appears feasible, OFS selects the threshold minimizing optimistic constraint violation. This design directly targets feasible high-utility thresholds and is particularly effective for low-dimensional, interpretable policy classes where discretization is natural. We evaluate OFS on (i) a synthetic closed-loop benchmark with stable contraction dynamics and (ii) two semi-synthetic closed-loop benchmarks grounded in German Credit and COMPAS, constructed by training a score model and feeding group-dependent acceptance decisions back into population composition. Across all environments, OFS achieves higher reward with smaller cumulative constraint violation than unconstrained and primal-dual bandit baselines, and is near-oracle relative to the best feasible fixed threshold under the same sweep procedure. Experiments are reproducible and organized with double-blind-friendly relative outputs.

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.

Consider the problem of exploration in sparse-reward or reward-free environments, such as in Montezuma's Revenge. In the curiosity-driven paradigm, the agent is rewarded for how much each realized outcome differs from their predicted outcome. But using predictive error as intrinsic motivation is fragile in stochastic environments, as the agent may become trapped by high-entropy areas of the state-action space, such as a "noisy TV". In this work, we study a natural solution derived from structural causal models of the world: Our key idea is to learn representations of the future that capture precisely the unpredictable aspects of each outcome -- which we use as additional input for predictions, such that intrinsic rewards only reflect the predictable aspects of world dynamics. First, we propose incorporating such hindsight representations into models to disentangle "noise" from "novelty", yielding Curiosity in Hindsight: a simple and scalable generalization of curiosity that is robust to stochasticity. Second, we instantiate this framework for the recently introduced BYOL-Explore algorithm as our prime example, resulting in the noise-robust BYOL-Hindsight. Third, we illustrate its behavior under a variety of different stochasticities in a grid world, and find improvements over BYOL-Explore in hard-exploration Atari games with sticky actions. Notably, we show state-of-the-art results in exploring Montezuma's Revenge with sticky actions, while preserving performance in the non-sticky setting.

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses of all the neighbors of the action. This problem was introduced by mannor2011 and received considerable attention in recent years. It is generally stated in the literature that the minimax regret rate for this problem is of order alpha T, where alpha is the independence number of the graph, and T is the time horizon. However, this is proven only when the number of rounds T is larger than alpha^3, which poses a significant restriction for the usability of this result in large graphs. In this paper, we define a new quantity R^*, called the problem complexity, and prove that the minimax regret is proportional to R^* for any graph and time horizon T. Introducing an intricate exploration strategy, we define the \mainAlgorithm algorithm that achieves the minimax optimal regret bound and becomes the first provably optimal algorithm for this setting, even if T is smaller than alpha^3.

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.

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 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.

The temporal credit assignment problem is a central challenge in Reinforcement Learning (RL), concerned with attributing the appropriate influence to each actions in a trajectory for their ability to achieve a goal. However, when feedback is delayed and sparse, the learning signal is poor, and action evaluation becomes harder. Canonical solutions, such as reward shaping and options, require extensive domain knowledge and manual intervention, limiting their scalability and applicability. In this work, we lay the foundations for Credit Assignment with Language Models (CALM), a novel approach that leverages Large Language Models (LLMs) to automate credit assignment via reward shaping and options discovery. CALM uses LLMs to decompose a task into elementary subgoals and assess the achievement of these subgoals in state-action transitions. Every time an option terminates, a subgoal is achieved, and CALM provides an auxiliary reward. This additional reward signal can enhance the learning process when the task reward is sparse and delayed without the need for human-designed rewards. We provide a preliminary evaluation of CALM using a dataset of human-annotated demonstrations from MiniHack, suggesting that LLMs can be effective in assigning credit in zero-shot settings, without examples or LLM fine-tuning. Our preliminary results indicate that the knowledge of LLMs is a promising prior for credit assignment in RL, facilitating the transfer of human knowledge into value functions.

We investigate learning the equilibria in non-stationary multi-agent systems and address the challenges that differentiate multi-agent learning from single-agent learning. Specifically, we focus on games with bandit feedback, where testing an equilibrium can result in substantial regret even when the gap to be tested is small, and the existence of multiple optimal solutions (equilibria) in stationary games poses extra challenges. To overcome these obstacles, we propose a versatile black-box approach applicable to a broad spectrum of problems, such as general-sum games, potential games, and Markov games, when equipped with appropriate learning and testing oracles for stationary environments. Our algorithms can achieve Oleft(Delta^{1/4}T^{3/4}right) regret when the degree of nonstationarity, as measured by total variation Delta, is known, and Oleft(Delta^{1/5}T^{4/5}right) regret when Delta is unknown, where T is the number of rounds. Meanwhile, our algorithm inherits the favorable dependence on number of agents from the oracles. As a side contribution that may be independent of interest, we show how to test for various types of equilibria by a black-box reduction to single-agent learning, which includes Nash equilibria, correlated equilibria, and coarse correlated equilibria.

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.

Specifying rewards for reinforcement learned (RL) agents is challenging. Preference-based RL (PbRL) mitigates these challenges by inferring a reward from feedback over sets of trajectories. However, the effectiveness of PbRL is limited by the amount of feedback needed to reliably recover the structure of the target reward. We present the PRIor Over Rewards (PRIOR) framework, which incorporates priors about the structure of the reward function and the preference feedback into the reward learning process. Imposing these priors as soft constraints on the reward learning objective reduces the amount of feedback required by half and improves overall reward recovery. Additionally, we demonstrate that using an abstract state space for the computation of the priors further improves the reward learning and the agent's performance.

We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only for each time step but also for each agent, which we call ``doubly adversarial". In this setting, different agents may choose the same arm in the same time step but observe different feedback. The goal of each agent is to find a globally best arm in hindsight that has the lowest cumulative loss averaged over all agents, which necessities the communication among agents. We provide regret lower bounds for any federated bandit algorithm under different settings, when agents have access to full-information feedback, or the bandit feedback. For the bandit feedback setting, we propose a near-optimal federated bandit algorithm called FEDEXP3. Our algorithm gives a positive answer to an open question proposed in Cesa-Bianchi et al. (2016): FEDEXP3 can guarantee a sub-linear regret without exchanging sequences of selected arm identities or loss sequences among agents. We also provide numerical evaluations of our algorithm to validate our theoretical results and demonstrate its effectiveness on synthetic and real-world datasets

The standard formulation of Markov decision processes (MDPs) assumes that the agent's decisions are executed immediately. However, in numerous realistic applications such as robotics or healthcare, actions are performed with a delay whose value can even be stochastic. In this work, we introduce stochastic delayed execution MDPs, a new formalism addressing random delays without resorting to state augmentation. We show that given observed delay values, it is sufficient to perform a policy search in the class of Markov policies in order to reach optimal performance, thus extending the deterministic fixed delay case. Armed with this insight, we devise DEZ, a model-based algorithm that optimizes over the class of Markov policies. DEZ leverages Monte-Carlo tree search similar to its non-delayed variant EfficientZero to accurately infer future states from the action queue. Thus, it handles delayed execution while preserving the sample efficiency of EfficientZero. Through a series of experiments on the Atari suite, we demonstrate that although the previous baseline outperforms the naive method in scenarios with constant delay, it underperforms in the face of stochastic delays. In contrast, our approach significantly outperforms the baselines, for both constant and stochastic delays. The code is available at http://github.com/davidva1/Delayed-EZ .

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 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.

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 study the problem of learning a Nash equilibrium (NE) in an imperfect information game (IIG) through self-play. Precisely, we focus on two-player, zero-sum, episodic, tabular IIG under the perfect-recall assumption where the only feedback is realizations of the game (bandit feedback). In particular, the dynamic of the IIG is not known -- we can only access it by sampling or interacting with a game simulator. For this learning setting, we provide the Implicit Exploration Online Mirror Descent (IXOMD) algorithm. It is a model-free algorithm with a high-probability bound on the convergence rate to the NE of order 1/T where T is the number of played games. Moreover, IXOMD is computationally efficient as it needs to perform the updates only along the sampled trajectory.

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.

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 studies the sample-efficiency of learning in Partially Observable Markov Decision Processes (POMDPs), a challenging problem in reinforcement learning that is known to be exponentially hard in the worst-case. Motivated by real-world settings such as loading in game playing, we propose an enhanced feedback model called ``multiple observations in hindsight'', where after each episode of interaction with the POMDP, the learner may collect multiple additional observations emitted from the encountered latent states, but may not observe the latent states themselves. We show that sample-efficient learning under this feedback model is possible for two new subclasses of POMDPs: multi-observation revealing POMDPs and distinguishable POMDPs. Both subclasses generalize and substantially relax revealing POMDPs -- a widely studied subclass for which sample-efficient learning is possible under standard trajectory feedback. Notably, distinguishable POMDPs only require the emission distributions from different latent states to be different instead of linearly independent as required in revealing POMDPs.

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute rewards for them. The success of the traditional RL framework crucially relies on the underlying agent-reward model, which, however, depends on how accurately a system designer can express an appropriate reward function and often a non-trivial task. The main novelty of our framework is the ability to learn from preference-based trajectory feedback that eliminates the need to hand-craft numeric reward models. This paper sets up a formal framework for the PbRL problem with non-markovian rewards, where the trajectory preferences are encoded by a generalized linear model of dimension d. Assuming the transition model is known, we then propose an algorithm with almost optimal regret guarantee of mathcal{O}left( SH d log (T / delta) T right). We further, extend the above algorithm to the case of unknown transition dynamics, and provide an algorithm with near optimal regret guarantee mathcal{O}((d + H^2 + |S|)dT +|mathcal{S||A|TH} ). To the best of our knowledge, our work is one of the first to give tight regret guarantees for preference based RL problems with trajectory preferences.

Reinforcement learning (RL) holds significant promise for training LLM agents to handle complex, goal-oriented tasks that require multi-step interactions with external environments. However, a critical challenge when applying RL to these agentic tasks arises from delayed rewards: feedback signals are typically available only after the entire task is completed. This makes it non-trivial to assign delayed rewards to earlier actions, providing insufficient guidance regarding environmental constraints and hindering agent training. In this work, we draw on the insight that the ultimate completion of a task emerges from the cumulative progress an agent makes across individual steps. We propose Stepwise Progress Attribution (SPA), a general reward redistribution framework that decomposes the final reward into stepwise contributions, each reflecting its incremental progress toward overall task completion. To achieve this, we train a progress estimator that accumulates stepwise contributions over a trajectory to match the task completion. During policy optimization, we combine the estimated per-step contribution with a grounding signal for actions executed in the environment as the fine-grained, intermediate reward for effective agent training. Extensive experiments on common agent benchmarks (including Webshop, ALFWorld, and VirtualHome) demonstrate that SPA consistently outperforms the state-of-the-art method in both success rate (+2.5\% on average) and grounding accuracy (+1.9\% on average). Further analyses demonstrate that our method remarkably provides more effective intermediate rewards for RL training. Our code is available at https://github.com/WangHanLinHenry/SPA-RL-Agent.

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.

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.

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by 1, and proved regret bounds that have a polylogarithmic dependence on the planning horizon H. However, it remains an open question that if such results can be carried over to adversarial RL, where the reward is adversarially chosen at each episode. In this paper, we answer this question affirmatively by proposing the first horizon-free policy search algorithm. To tackle the challenges caused by exploration and adversarially chosen reward, our algorithm employs (1) a variance-uncertainty-aware weighted least square estimator for the transition kernel; and (2) an occupancy measure-based technique for the online search of a stochastic policy. We show that our algorithm achieves an Obig((d+log (|S|^2 |A|))Kbig) regret with full-information feedback, where d is the dimension of a known feature mapping linearly parametrizing the unknown transition kernel of the MDP, K is the number of episodes, |S| and |A| are the cardinalities of the state and action spaces. We also provide hardness results and regret lower bounds to justify the near optimality of our algorithm and the unavoidability of log|S| and log|A| in the regret bound.

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.

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 reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory conditions.We present a computationally efficient policy optimization algorithm for the challenging general setting of unknown dynamics and bandit feedback, featuring a combination of mirror-descent and least squares policy evaluation in an auxiliary MDP used to compute exploration bonuses.Our algorithm obtains an widetilde O(K^{6/7}) regret bound, improving significantly over previous state-of-the-art of widetilde O (K^{14/15}) in this setting. In addition, we present a version of the same algorithm under the assumption a simulator of the environment is available to the learner (but otherwise no exploratory assumptions are made), and prove it obtains state-of-the-art regret of widetilde O (K^{2/3}).

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 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.

Preference-based reinforcement learning (PbRL) provides a natural way to align RL agents' behavior with human desired outcomes, but is often restrained by costly human feedback. To improve feedback efficiency, most existing PbRL methods focus on selecting queries to maximally improve the overall quality of the reward model, but counter-intuitively, we find that this may not necessarily lead to improved performance. To unravel this mystery, we identify a long-neglected issue in the query selection schemes of existing PbRL studies: Query-Policy Misalignment. We show that the seemingly informative queries selected to improve the overall quality of reward model actually may not align with RL agents' interests, thus offering little help on policy learning and eventually resulting in poor feedback efficiency. We show that this issue can be effectively addressed via near on-policy query and a specially designed hybrid experience replay, which together enforce the bidirectional query-policy alignment. Simple yet elegant, our method can be easily incorporated into existing approaches by changing only a few lines of code. We showcase in comprehensive experiments that our method achieves substantial gains in both human feedback and RL sample efficiency, demonstrating the importance of addressing query-policy misalignment in PbRL tasks.

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.

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.

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.

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.

Realistic environments often provide agents with very limited feedback. When the environment is initially unknown, the feedback, in the beginning, can be completely absent, and the agents may first choose to devote all their effort on exploring efficiently. The exploration remains a challenge while it has been addressed with many hand-tuned heuristics with different levels of generality on one side, and a few theoretically-backed exploration strategies on the other. Many of them are incarnated by intrinsic motivation and in particular explorations bonuses. A common rule of thumb for exploration bonuses is to use 1/n bonus that is added to the empirical estimates of the reward, where n is a number of times this particular state (or a state-action pair) was visited. We show that, surprisingly, for a pure-exploration objective of reward-free exploration, bonuses that scale with 1/n bring faster learning rates, improving the known upper bounds with respect to the dependence on the horizon H. Furthermore, we show that with an improved analysis of the stopping time, we can improve by a factor H the sample complexity in the best-policy identification setting, which is another pure-exploration objective, where the environment provides rewards but the agent is not penalized for its behavior during the exploration phase.

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 investigate the extent to which offline demonstration data can improve online learning. It is natural to expect some improvement, but the question is how, and by how much? We show that the degree of improvement must depend on the quality of the demonstration data. To generate portable insights, we focus on Thompson sampling (TS) applied to a multi-armed bandit as a prototypical online learning algorithm and model. The demonstration data is generated by an expert with a given competence level, a notion we introduce. We propose an informed TS algorithm that utilizes the demonstration data in a coherent way through Bayes' rule and derive a prior-dependent Bayesian regret bound. This offers insight into how pretraining can greatly improve online performance and how the degree of improvement increases with the expert's competence level. We also develop a practical, approximate informed TS algorithm through Bayesian bootstrapping and show substantial empirical regret reduction through experiments.

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret performance compared to existing approaches. The first algorithm, although computationally inefficient, ensures a regret of mathcal{O}left(Kright), where K is the number of episodes. This is the first result with the optimal K dependence in the considered setting. The second algorithm, which is based on the policy optimization framework, guarantees a regret of mathcal{O}left(K^{3{4}} right) and is computationally efficient. Both our results significantly improve over the state-of-the-art: a computationally inefficient algorithm by Kong et al. [2023] with mathcal{O}left(K^{4{5}}+polyleft(1{lambda_{min}}right) right) regret, for some problem-dependent constant lambda_{min} that can be arbitrarily close to zero, and a computationally efficient algorithm by Sherman et al. [2023b] with mathcal{O}left(K^{6{7}} right) regret.

The recent rapid advancement of machine learning has been driven by increasingly powerful models with the growing availability of training data and computational resources. However, real-time decision-making tasks with limited time and sparse learning signals remain challenging. One way of improving the learning speed and performance of these agents is to leverage human guidance. In this work, we introduce GUIDE, a framework for real-time human-guided reinforcement learning by enabling continuous human feedback and grounding such feedback into dense rewards to accelerate policy learning. Additionally, our method features a simulated feedback module that learns and replicates human feedback patterns in an online fashion, effectively reducing the need for human input while allowing continual training. We demonstrate the performance of our framework on challenging tasks with sparse rewards and visual observations. Our human study involving 50 subjects offers strong quantitative and qualitative evidence of the effectiveness of our approach. With only 10 minutes of human feedback, our algorithm achieves up to 30% increase in success rate compared to its RL baseline.

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.

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.

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.

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.

Replay methods have shown to be successful in mitigating catastrophic forgetting in continual learning scenarios despite having limited access to historical data. However, storing historical data is cheap in many real-world applications, yet replaying all historical data would be prohibited due to processing time constraints. In such settings, we propose learning the time to learn for a continual learning system, in which we learn replay schedules over which tasks to replay at different time steps. To demonstrate the importance of learning the time to learn, we first use Monte Carlo tree search to find the proper replay schedule and show that it can outperform fixed scheduling policies in terms of continual learning performance. Moreover, to improve the scheduling efficiency itself, we propose to use reinforcement learning to learn the replay scheduling policies that can generalize to new continual learning scenarios without added computational cost. In our experiments, we show the advantages of learning the time to learn, which brings current continual learning research closer to real-world needs.

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.

This paper introduces unified projection-free Frank-Wolfe type algorithms for adversarial continuous DR-submodular optimization, spanning scenarios such as full information and (semi-)bandit feedback, monotone and non-monotone functions, different constraints, and types of stochastic queries. For every problem considered in the non-monotone setting, the proposed algorithms are either the first with proven sub-linear alpha-regret bounds or have better alpha-regret bounds than the state of the art, where alpha is a corresponding approximation bound in the offline setting. In the monotone setting, the proposed approach gives state-of-the-art sub-linear alpha-regret bounds among projection-free algorithms in 7 of the 8 considered cases while matching the result of the remaining case. Additionally, this paper addresses semi-bandit and bandit feedback for adversarial DR-submodular optimization, advancing the understanding of this optimization area.

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.

Implementing a reward function that perfectly captures a complex task in the real world is impractical. As a result, it is often appropriate to think of the reward function as a proxy for the true objective rather than as its definition. We study this phenomenon through the lens of Goodhart's law, which predicts that increasing optimisation of an imperfect proxy beyond some critical point decreases performance on the true objective. First, we propose a way to quantify the magnitude of this effect and show empirically that optimising an imperfect proxy reward often leads to the behaviour predicted by Goodhart's law for a wide range of environments and reward functions. We then provide a geometric explanation for why Goodhart's law occurs in Markov decision processes. We use these theoretical insights to propose an optimal early stopping method that provably avoids the aforementioned pitfall and derive theoretical regret bounds for this method. Moreover, we derive a training method that maximises worst-case reward, for the setting where there is uncertainty about the true reward function. Finally, we evaluate our early stopping method experimentally. Our results support a foundation for a theoretically-principled study of reinforcement learning under reward misspecification.

This paper surveys research in the rapidly growing field of enhancing large language models (LLMs) with reinforcement learning (RL), a technique that enables LLMs to improve their performance by receiving feedback in the form of rewards based on the quality of their outputs, allowing them to generate more accurate, coherent, and contextually appropriate responses. In this work, we make a systematic review of the most up-to-date state of knowledge on RL-enhanced LLMs, attempting to consolidate and analyze the rapidly growing research in this field, helping researchers understand the current challenges and advancements. Specifically, we (1) detail the basics of RL; (2) introduce popular RL-enhanced LLMs; (3) review researches on two widely-used reward model-based RL techniques: Reinforcement Learning from Human Feedback (RLHF) and Reinforcement Learning from AI Feedback (RLAIF); and (4) explore Direct Preference Optimization (DPO), a set of methods that bypass the reward model to directly use human preference data for aligning LLM outputs with human expectations. We will also point out current challenges and deficiencies of existing methods and suggest some avenues for further improvements. Project page of this work can be found at: https://github.com/ShuheWang1998/Reinforcement-Learning-Enhanced-LLMs-A-Survey.

While Large Language Models (LLMs) hold promise to become autonomous agents, they often explore suboptimally in sequential decision-making. Recent work has sought to enhance this capability via supervised fine-tuning (SFT) or reinforcement learning (RL), improving regret on the classic multi-armed bandit task. However, it remains unclear how these learning methods shape exploration strategies and how well they generalize. We investigate both paradigms by training LLMs with SFT on expert trajectories and RL with a range of tailored reward signals including a strategic, regret-shaped reward to reduce variance, and an algorithmic reward that enables oracle imitation. The resulting agents outperform pre-trained models and achieve performance comparable to Upper Confidence Bound (UCB) and Thompson Sampling, with robust generalization to 6x longer horizons and across bandit families. Behavioral analysis reveals that gains often stem from more sophisticated but greedier exploitation: RL/SFT agents are more prone to early catastrophic failure than pre-trained models, prematurely abandoning exploration. Furthermore, agents trained to imitate UCB learn to outperform their teacher by adopting more exploitative variants. Our findings clarify when each training paradigm is preferable and advocate tailored reward design and evaluation beyond average regret to promote robust exploratory behavior.

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.

In nonstationary bandit learning problems, the decision-maker must continually gather information and adapt their action selection as the latent state of the environment evolves. In each time period, some latent optimal action maximizes expected reward under the environment state. We view the optimal action sequence as a stochastic process, and take an information-theoretic approach to analyze attainable performance. We bound limiting per-period regret in terms of the entropy rate of the optimal action process. The bound applies to a wide array of problems studied in the literature and reflects the problem's information structure through its information-ratio.

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is unknown and has to be learned by interacting repeatedly with the environment in the bandit setting. We formalize our learning problem quite generally, as learning how to maximize an unknown modular function on a known polymatroid. We propose a computationally efficient algorithm for solving our problem and bound its expected cumulative regret. Our gap-dependent upper bound is tight up to a constant and our gap-free upper bound is tight up to polylogarithmic factors. Finally, we evaluate our method on three problems and demonstrate that it is practical.

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.

Sampling is ubiquitous in machine learning methodologies. Due to the growth of large datasets and model complexity, we want to learn and adapt the sampling process while training a representation. Towards achieving this grand goal, a variety of sampling techniques have been proposed. However, most of them either use a fixed sampling scheme or adjust the sampling scheme based on simple heuristics. They cannot choose the best sample for model training in different stages. Inspired by "Think, Fast and Slow" (System 1 and System 2) in cognitive science, we propose a reward-guided sampling strategy called Adaptive Sample with Reward (ASR) to tackle this challenge. To the best of our knowledge, this is the first work utilizing reinforcement learning (RL) to address the sampling problem in representation learning. Our approach optimally adjusts the sampling process to achieve optimal performance. We explore geographical relationships among samples by distance-based sampling to maximize overall cumulative reward. We apply ASR to the long-standing sampling problems in similarity-based loss functions. Empirical results in information retrieval and clustering demonstrate ASR's superb performance across different datasets. We also discuss an engrossing phenomenon which we name as "ASR gravity well" in experiments.

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.

Uniform random exploration in decision-making systems supports off-policy learning via supervision but incurs high regret, making it impractical for many applications. Conversely, non-uniform exploration offers better immediate performance but lacks support for off-policy learning. Recent research suggests that regression oracles can bridge this gap by combining non-uniform exploration with supervised learning. In this paper, we analyze these approaches within a real-world industrial context at Adyen, a large global payments processor characterized by batch logged delayed feedback, short-term memory, and dynamic action spaces under the Empirical Risk Minimization (ERM) framework. Our analysis reveals that while regression oracles significantly improve performance, they introduce challenges due to rigid algorithmic assumptions. Specifically, we observe that as a policy improves, subsequent generations may perform worse due to shifts in the reward distribution and increased class imbalance in the training data. This degradation occurs de spite improvements in other aspects of the training data, leading to decreased performance in successive policy iterations. We further explore the long-term impact of regression oracles, identifying a potential "oscillation effect." This effect arises when regression oracles influence probability estimates and the realizability of subsequent policy models, leading to fluctuations in performance across iterations. Our findings highlight the need for more adaptable algorithms that can leverage the benefits of regression oracles without introducing instability in policy performance over time.

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%.

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.

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.

Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback is given in the format of preferences over pairs of trajectories. In the linear MDP model, using randomization in algorithm design, we present an algorithm that is sample efficient (i.e., has near-optimal worst-case regret bounds) and has polynomial running time (i.e., computational complexity is polynomial with respect to relevant parameters). Our algorithm further minimizes the query complexity through a novel randomized active learning procedure. In particular, our algorithm demonstrates a near-optimal tradeoff between the regret bound and the query complexity. To extend the results to more general nonlinear function approximation, we design a model-based randomized algorithm inspired by the idea of Thompson sampling. Our algorithm minimizes Bayesian regret bound and query complexity, again achieving a near-optimal tradeoff between these two quantities. Computation-wise, similar to the prior Thompson sampling algorithms under the regular RL setting, the main computation primitives of our algorithm are Bayesian supervised learning oracles which have been heavily investigated on the empirical side when applying Thompson sampling algorithms to RL benchmark problems.

This paper investigates the problem of generalized linear bandits with heavy-tailed rewards, whose (1+epsilon)-th moment is bounded for some epsilonin (0,1]. Although there exist methods for generalized linear bandits, most of them focus on bounded or sub-Gaussian rewards and are not well-suited for many real-world scenarios, such as financial markets and web-advertising. To address this issue, we propose two novel algorithms based on truncation and mean of medians. These algorithms achieve an almost optimal regret bound of O(dT^{1{1+epsilon}}), where d is the dimension of contextual information and T is the time horizon. Our truncation-based algorithm supports online learning, distinguishing it from existing truncation-based approaches. Additionally, our mean-of-medians-based algorithm requires only O(log T) rewards and one estimator per epoch, making it more practical. Moreover, our algorithms improve the regret bounds by a logarithmic factor compared to existing algorithms when epsilon=1. Numerical experimental results confirm the merits of our algorithms.

We present a general convergent class of reinforcement learning algorithms that is founded on two distinct principles: (1) mapping value estimates to a different space using arbitrary functions from a broad class, and (2) linearly decomposing the reward signal into multiple channels. The first principle enables incorporating specific properties into the value estimator that can enhance learning. The second principle, on the other hand, allows for the value function to be represented as a composition of multiple utility functions. This can be leveraged for various purposes, e.g. dealing with highly varying reward scales, incorporating a priori knowledge about the sources of reward, and ensemble learning. Combining the two principles yields a general blueprint for instantiating convergent algorithms by orchestrating diverse mapping functions over multiple reward channels. This blueprint generalizes and subsumes algorithms such as Q-Learning, Log Q-Learning, and Q-Decomposition. In addition, our convergence proof for this general class relaxes certain required assumptions in some of these algorithms. Based on our theory, we discuss several interesting configurations as special cases. Finally, to illustrate the potential of the design space that our theory opens up, we instantiate a particular algorithm and evaluate its performance on the Atari suite.

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.

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.

Dealing with sparse rewards is one of the biggest challenges in Reinforcement Learning (RL). We present a novel technique called Hindsight Experience Replay which allows sample-efficient learning from rewards which are sparse and binary and therefore avoid the need for complicated reward engineering. It can be combined with an arbitrary off-policy RL algorithm and may be seen as a form of implicit curriculum. We demonstrate our approach on the task of manipulating objects with a robotic arm. In particular, we run experiments on three different tasks: pushing, sliding, and pick-and-place, in each case using only binary rewards indicating whether or not the task is completed. Our ablation studies show that Hindsight Experience Replay is a crucial ingredient which makes training possible in these challenging environments. We show that our policies trained on a physics simulation can be deployed on a physical robot and successfully complete the task.

In this paper, we investigate the problem of offline Preference-based Reinforcement Learning (PbRL) with human feedback where feedback is available in the form of preference between trajectory pairs rather than explicit rewards. Our proposed algorithm consists of two main steps: (1) estimate the implicit reward using Maximum Likelihood Estimation (MLE) with general function approximation from offline data and (2) solve a distributionally robust planning problem over a confidence set around the MLE. We consider the general reward setting where the reward can be defined over the whole trajectory and provide a novel guarantee that allows us to learn any target policy with a polynomial number of samples, as long as the target policy is covered by the offline data. This guarantee is the first of its kind with general function approximation. To measure the coverage of the target policy, we introduce a new single-policy concentrability coefficient, which can be upper bounded by the per-trajectory concentrability coefficient. We also establish lower bounds that highlight the necessity of such concentrability and the difference from standard RL, where state-action-wise rewards are directly observed. We further extend and analyze our algorithm when the feedback is given over action pairs.

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.

We study how to learn ε-optimal strategies in zero-sum imperfect information games (IIG) with trajectory feedback. In this setting, players update their policies sequentially based on their observations over a fixed number of episodes, denoted by T. Existing procedures suffer from high variance due to the use of importance sampling over sequences of actions (Steinberger et al., 2020; McAleer et al., 2022). To reduce this variance, we consider a fixed sampling approach, where players still update their policies over time, but with observations obtained through a given fixed sampling policy. Our approach is based on an adaptive Online Mirror Descent (OMD) algorithm that applies OMD locally to each information set, using individually decreasing learning rates and a regularized loss. We show that this approach guarantees a convergence rate of mathcal{O}(T^{-1/2}) with high probability and has a near-optimal dependence on the game parameters when applied with the best theoretical choices of learning rates and sampling policies. To achieve these results, we generalize the notion of OMD stabilization, allowing for time-varying regularization with convex increments.

Many existing reinforcement learning (RL) methods employ stochastic gradient iteration on the back end, whose stability hinges upon a hypothesis that the data-generating process mixes exponentially fast with a rate parameter that appears in the step-size selection. Unfortunately, this assumption is violated for large state spaces or settings with sparse rewards, and the mixing time is unknown, making the step size inoperable. In this work, we propose an RL methodology attuned to the mixing time by employing a multi-level Monte Carlo estimator for the critic, the actor, and the average reward embedded within an actor-critic (AC) algorithm. This method, which we call Multi-level Actor-Critic (MAC), is developed especially for infinite-horizon average-reward settings and neither relies on oracle knowledge of the mixing time in its parameter selection nor assumes its exponential decay; it, therefore, is readily applicable to applications with slower mixing times. Nonetheless, it achieves a convergence rate comparable to the state-of-the-art AC algorithms. We experimentally show that these alleviated restrictions on the technical conditions required for stability translate to superior performance in practice for RL problems with sparse rewards.

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.

Dynamic treatment regimes (DTRs) are personalized, adaptive, multi-stage treatment plans that adapt treatment decisions both to an individual's initial features and to intermediate outcomes and features at each subsequent stage, which are affected by decisions in prior stages. Examples include personalized first- and second-line treatments of chronic conditions like diabetes, cancer, and depression, which adapt to patient response to first-line treatment, disease progression, and individual characteristics. While existing literature mostly focuses on estimating the optimal DTR from offline data such as from sequentially randomized trials, we study the problem of developing the optimal DTR in an online manner, where the interaction with each individual affect both our cumulative reward and our data collection for future learning. We term this the DTR bandit problem. We propose a novel algorithm that, by carefully balancing exploration and exploitation, is guaranteed to achieve rate-optimal regret when the transition and reward models are linear. We demonstrate our algorithm and its benefits both in synthetic experiments and in a case study of adaptive treatment of major depressive disorder using real-world data.

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 consider distributed linear bandits where M agents learn collaboratively to minimize the overall cumulative regret incurred by all agents. Information exchange is facilitated by a central server, and both the uplink and downlink communications are carried over channels with fixed capacity, which limits the amount of information that can be transmitted in each use of the channels. We investigate the regret-communication trade-off by (i) establishing information-theoretic lower bounds on the required communications (in terms of bits) for achieving a sublinear regret order; (ii) developing an efficient algorithm that achieves the minimum sublinear regret order offered by centralized learning using the minimum order of communications dictated by the information-theoretic lower bounds. For sparse linear bandits, we show a variant of the proposed algorithm offers better regret-communication trade-off by leveraging the sparsity of the problem.

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.

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.

In this paper, the causal bandit problem is investigated, in which the objective is to select an optimal sequence of interventions on nodes in a causal graph. It is assumed that the graph is governed by linear structural equations; it is further assumed that both the causal topology and the distribution of interventions are unknown. By exploiting the causal relationships between the nodes whose signals contribute to the reward, interventions are optimized. First, based on the difference between the two types of graph identification errors (false positives and negatives), a causal graph learning method is proposed, which strongly reduces sample complexity relative to the prior art by learning sub-graphs. Under the assumption of Gaussian exogenous inputs and minimum-mean squared error weight estimation, a new uncertainty bound tailored to the causal bandit problem is derived. This uncertainty bound drives an upper confidence bound based intervention selection to optimize the reward. To cope with non-stationary bandits, a sub-graph change detection mechanism is proposed, with high sample efficiency. Numerical results compare the new methodology to existing schemes and show a substantial performance improvement in both stationary and non-stationary settings. Compared to existing approaches, the proposed scheme takes 67% fewer samples to learn the causal structure and achieves an average reward gain of 85%.

We investigate the online bandit learning of the monotone multi-linear DR-submodular functions, designing the algorithm BanditMLSM that attains O(T^{2/3}log T) of (1-1/e)-regret. Then we reduce submodular bandit with partition matroid constraint and bandit sequential monotone maximization to the online bandit learning of the monotone multi-linear DR-submodular functions, attaining O(T^{2/3}log T) of (1-1/e)-regret in both problems, which improve the existing results. To the best of our knowledge, we are the first to give a sublinear regret algorithm for the submodular bandit with partition matroid constraint. A special case of this problem is studied by Streeter et al.(2009). They prove a O(T^{4/5}) (1-1/e)-regret upper bound. For the bandit sequential submodular maximization, the existing work proves an O(T^{2/3}) regret with a suboptimal 1/2 approximation ratio (Niazadeh et al. 2021).

Dynamical generative models that produce samples through an iterative process, such as Flow Matching and denoising diffusion models, have seen widespread use, but there have not been many theoretically-sound methods for improving these models with reward fine-tuning. In this work, we cast reward fine-tuning as stochastic optimal control (SOC). Critically, we prove that a very specific memoryless noise schedule must be enforced during fine-tuning, in order to account for the dependency between the noise variable and the generated samples. We also propose a new algorithm named Adjoint Matching which outperforms existing SOC algorithms, by casting SOC problems as a regression problem. We find that our approach significantly improves over existing methods for reward fine-tuning, achieving better consistency, realism, and generalization to unseen human preference reward models, while retaining sample diversity.

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.

In digital online advertising, advertisers procure ad impressions simultaneously on multiple platforms, or so-called channels, such as Google Ads, Meta Ads Manager, etc., each of which consists of numerous ad auctions. We study how an advertiser maximizes total conversion (e.g. ad clicks) while satisfying aggregate return-on-investment (ROI) and budget constraints across all channels. In practice, an advertiser does not have control over, and thus cannot globally optimize, which individual ad auctions she participates in for each channel, and instead authorizes a channel to procure impressions on her behalf: the advertiser can only utilize two levers on each channel, namely setting a per-channel budget and per-channel target ROI. In this work, we first analyze the effectiveness of each of these levers for solving the advertiser's global multi-channel problem. We show that when an advertiser only optimizes over per-channel ROIs, her total conversion can be arbitrarily worse than what she could have obtained in the global problem. Further, we show that the advertiser can achieve the global optimal conversion when she only optimizes over per-channel budgets. In light of this finding, under a bandit feedback setting that mimics real-world scenarios where advertisers have limited information on ad auctions in each channels and how channels procure ads, we present an efficient learning algorithm that produces per-channel budgets whose resulting conversion approximates that of the global optimal problem. Finally, we argue that all our results hold for both single-item and multi-item auctions from which channels procure impressions on advertisers' behalf.

Motivated by concerns about making online decisions that incur undue amount of risk at each time step, in this paper, we formulate the probably anytime-safe stochastic combinatorial semi-bandits problem. In this problem, the agent is given the option to select a subset of size at most K from a set of L ground items. Each item is associated to a certain mean reward as well as a variance that represents its risk. To mitigate the risk that the agent incurs, we require that with probability at least 1-delta, over the entire horizon of time T, each of the choices that the agent makes should contain items whose sum of variances does not exceed a certain variance budget. We call this probably anytime-safe constraint. Under this constraint, we design and analyze an algorithm {\sc PASCombUCB} that minimizes the regret over the horizon of time T. By developing accompanying information-theoretic lower bounds, we show that under both the problem-dependent and problem-independent paradigms, {\sc PASCombUCB} is almost asymptotically optimal. Experiments are conducted to corroborate our theoretical findings. Our problem setup, the proposed {\sc PASCombUCB} algorithm, and novel analyses are applicable to domains such as recommendation systems and transportation in which an agent is allowed to choose multiple items at a single time step and wishes to control the risk over the whole time horizon.

We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational intractability, 2) strong statistical assumptions that are not necessarily satisfied in practice, or 3) suboptimal sample complexity. We address these issues by providing the first computationally efficient algorithm that attains rate-optimal sample complexity with respect to the desired accuracy level, with minimal statistical assumptions. Our algorithm, MusIK, combines systematic exploration with representation learning based on multi-step inverse kinematics, a learning objective in which the aim is to predict the learner's own action from the current observation and observations in the (potentially distant) future. MusIK is simple and flexible, and can efficiently take advantage of general-purpose function approximation. Our analysis leverages several new techniques tailored to non-optimistic exploration algorithms, which we anticipate will find broader use.

We initiate the study of Multi-Agent Reinforcement Learning from Human Feedback (MARLHF), exploring both theoretical foundations and empirical validations. We define the task as identifying Nash equilibrium from a preference-only offline dataset in general-sum games, a problem marked by the challenge of sparse feedback signals. Our theory establishes the upper complexity bounds for Nash Equilibrium in effective MARLHF, demonstrating that single-policy coverage is inadequate and highlighting the importance of unilateral dataset coverage. These theoretical insights are verified through comprehensive experiments. To enhance the practical performance, we further introduce two algorithmic techniques. (1) We propose a Mean Squared Error (MSE) regularization along the time axis to achieve a more uniform reward distribution and improve reward learning outcomes. (2) We utilize imitation learning to approximate the reference policy, ensuring stability and effectiveness in training. Our findings underscore the multifaceted approach required for MARLHF, paving the way for effective preference-based multi-agent systems.

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.

In the Reinforcement Learning (RL) framework, the learning is guided through a reward signal. This means that in situations of sparse rewards the agent has to focus on exploration, in order to discover which action, or set of actions leads to the reward. RL agents usually struggle with this. Exploration is the focus of Quality-Diversity (QD) methods. In this thesis, we approach the problem of sparse rewards with these algorithms, and in particular with Novelty Search (NS). This is a method that only focuses on the diversity of the possible policies behaviors. The first part of the thesis focuses on learning a representation of the space in which the diversity of the policies is evaluated. In this regard, we propose the TAXONS algorithm, a method that learns a low-dimensional representation of the search space through an AutoEncoder. While effective, TAXONS still requires information on when to capture the observation used to learn said space. For this, we study multiple ways, and in particular the signature transform, to encode information about the whole trajectory of observations. The thesis continues with the introduction of the SERENE algorithm, a method that can efficiently focus on the interesting parts of the search space. This method separates the exploration of the search space from the exploitation of the reward through a two-alternating-steps approach. The exploration is performed through NS. Any discovered reward is then locally exploited through emitters. The third and final contribution combines TAXONS and SERENE into a single approach: STAX. Throughout this thesis, we introduce methods that lower the amount of prior information needed in sparse rewards settings. These contributions are a promising step towards the development of methods that can autonomously explore and find high-performance policies in a variety of sparse rewards settings.

We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon H with S states, and A actions. The performance of an agent is measured by the regret after interacting with the environment for T episodes. We propose an optimistic posterior sampling algorithm for reinforcement learning (OPSRL), a simple variant of posterior sampling that only needs a number of posterior samples logarithmic in H, S, A, and T per state-action pair. For OPSRL we guarantee a high-probability regret bound of order at most mathcal{O}(H^3SAT) ignoring polylog(HSAT) terms. The key novel technical ingredient is a new sharp anti-concentration inequality for linear forms which may be of independent interest. Specifically, we extend the normal approximation-based lower bound for Beta distributions by Alfers and Dinges [1984] to Dirichlet distributions. Our bound matches the lower bound of order Ω(H^3SAT), thereby answering the open problems raised by Agrawal and Jia [2017b] for the episodic setting.

Gaussian processes (GP) are one of the most successful frameworks to model uncertainty. However, GP optimization (e.g., GP-UCB) suffers from major scalability issues. Experimental time grows linearly with the number of evaluations, unless candidates are selected in batches (e.g., using GP-BUCB) and evaluated in parallel. Furthermore, computational cost is often prohibitive since algorithms such as GP-BUCB require a time at least quadratic in the number of dimensions and iterations to select each batch. In this paper, we introduce BBKB (Batch Budgeted Kernel Bandits), the first no-regret GP optimization algorithm that provably runs in near-linear time and selects candidates in batches. This is obtained with a new guarantee for the tracking of the posterior variances that allows BBKB to choose increasingly larger batches, improving over GP-BUCB. Moreover, we show that the same bound can be used to adaptively delay costly updates to the sparse GP approximation used by BBKB, achieving a near-constant per-step amortized cost. These findings are then confirmed in several experiments, where BBKB is much faster than state-of-the-art methods.