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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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51103154205 · Jun 202019922001200920172026
48 results for contextualized utilities

New algorithm tackles non-linear utility in MNL bandits with ildeO(T) ilde{O}(\sqrt{T}) regret.

problem Sequential assortment selection with intricate user-item interactions.
method Upper Confidence Bound principle for non-linear parametric utility functions, including neural networks.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) regret bound for neural network-based utilities.

Algorithm minimizes regret in dueling bandits with contextualized utilities.

problem Minimizing regret in dueling bandits with context-dependent utilities.
method Proposes CoLSTIM algorithm based on perturbed utility estimates.
result Achieves regret of order ildeO(dT) ilde O(\sqrt{dT}).

The Allais and Ellsberg paradoxes show that the expected utility hypothesis and Savage's Sure-Thing Principle are violated in real life decisions. The popular explanation in terms of 'ambiguity aversion' is not completely accepted. On the other hand, we have recently introduced a notion of 'contextual risk' to mathemat…

2011-05-09abs ↗pdf ↗

Universal algorithm learns unknown distribution for various decision-making problems.

problem Various statistical measures in contextual sequential decision-making.
method Infinite-dimensional functional regression oracle for cumulative distribution functions.
result Utility regret rate bounded by polynomial decay of eigenvalue sequence.

A new algorithm for differential privacy in kernelized contextual bandits reduces error rate.

problem Joint differential privacy in kernelized contextual bandits.
method Proposes a novel algorithm with a specific error rate and privacy parameter dependence.
result Achieves an error rate of $\mathcal{O}\left(\sqrt{\frac{γ_T}{T}} + \frac{γ_T}{T \varepsilon} ight)$ after TT queries.

A new framework tunes hyperparameters in real-time for contextual bandits.

problem Optimizing hyperparameters for contextual bandits in real-time.
method CDT (Continuous Dynamic Tuning) framework using Zooming TS algorithm.
result Achieves sublinear regret and performs better than existing methods.

This work bridges federated learning and contextual bandits, enhancing FL's utility.

problem Limited use of federated learning in contextual bandits despite its potential.
method Proposes FedIGW, a novel federated contextual bandits design that leverages regression-based algorithms and integrates various FL components.
result FedIGW better harnesses FL innovations and provides flexible, modular, and seamless integration of FL elements.

Adaptive algorithms minimize regret in matching markets with contextual arm preferences.

problem Minimizing regret in matching markets with context-dependent player utilities.
method Developed adaptive algorithms for stochastic and adversarial contexts, providing upper and lower bounds.
result Achieved sublinear regret bounds for both stochastic and adversarial contexts.

COPP provides reliable intervals for outcomes under a new policy in contextual bandits.

problem Lack of reliable predictive intervals for outcomes under a new policy in contextual bandits.
method Conformal prediction applied to contextual bandits.
result COPP provides finite-sample guarantees without additional assumptions.

Cramming method evaluates learned policies from contextual bandits efficiently.

problem Evaluating final learned policies from contextual bandit algorithms.
method On-policy evaluation using a single pass of data, ensuring consistency and asymptotic normality.
result Cramming method reduces evaluation standard error by approximately 40% compared to off-policy methods.

New method for estimating and optimizing MDPs without stationarity.

problem Challenges in offline contextual MDP estimation without stationarity.
method Introduces a new adaptive estimation and cost optimization approach for contextual MDPs.
result First robust, theoretically backed method for offline contextual MDP estimation.

Improved online Lasso reduces regret in sparse linear contextual bandits.

problem Sparse linear contextual bandit problem with inefficient sampling.
method Perturbed adversary approach to alleviate sampling inefficiency.
result Online Lasso achieves O(kTlogd)\mathcal{O}(\sqrt{kT\log d}) regret bound.

New method for sequential probability assignment reduces regret using contextual Shtarkov sums.

problem Minimizing regret in sequential probability assignment with arbitrary hypothesis classes.
method Introducing contextual Shtarkov sum and contextual Normalized Maximum Likelihood (cNML) algorithm.
result The contextual Shtarkov sum characterizes minimax regret and provides a minimax optimal strategy.

Paper tackles transfer learning for contextual multi-armed bandits under covariate shift.

problem Nonparametric contextual multi-armed bandits with covariate shift.
method Established minimax rate of convergence, proposed transfer learning algorithm.
result Achieved near-optimal statistical guarantees for learning in target domain.

Neural-σ2σ^2-LinearUCB improves regret in neural contextual bandits.

problem Balancing exploration and exploitation in neural contextual bandits.
method Proposes a variance-aware neural UCB algorithm using neural representations and an upper bound of reward noise variance.
result Oracle and practical versions of Neural-σ2σ^2-LinearUCB achieve better regret guarantees and performance.

New estimator reduces variance in off-policy evaluation for contextual bandits.

problem High variance in current OPE methods for contextual bandits.
method Marginal Density Ratio (MR) estimator focusing on marginal distribution shift.
result MR estimator reduces variance compared to IPW and DR methods.

The paper studies early stopping methods in linear contextual bandits.

problem Minimizing in-experiment regret and conducting robust post-experiment inferences in contextual bandits.
method The study proposes early stopping rules based on the Opportunity Cost and Threshold Method, using variances of estimators to quantify upper regret bounds.
result The proposed method provides a systematic approach to minimize in-experiment regret and conduct robust post-experiment inferences.

Modified Meta-TS for linear contextual bandits reduces regret.

problem Optimizing decision-making in dynamic environments with context vectors.
method Meta-TSLB algorithm for linear contextual bandits, analyzing Bayes regret.
result Derives an O((m+log(m))nlog(n)) O((m+\log(m))\sqrt{n\log(n)}) bound on Bayes regret.

SLiCE learns contextual node embeddings for link prediction in heterogeneous networks.

problem Link prediction requires specific contextual information not captured by static node embeddings.
method Self-supervised pre-training with localized attention mechanisms.
result SLiCE significantly outperforms existing methods on link prediction tasks.

Automates debiasing for large language model evaluations through Fisher random walk.

problem Rigorous and scalable evaluation of large language models.
method Semiparametric efficient estimator using Fisher random walk for weighted residual balancing.
result Efficient estimation of contextual preference scores for large language models.

New algorithm poLinUCB improves online learning in content recommendation platforms.

problem Improving efficiency in content recommendation platforms with post-serving context.
method Novel contextual bandit problem with post-serving contexts and a new algorithm, poLinUCB.
result Achieves tight regret under standard assumptions and significant benefit of utilizing post-serving contexts.

AGG-UCB uses neural networks to optimize group behaviors in contextual bandits.

problem Optimizing group behaviors in contextual bandits with mutual impacts.
method Introduces Arm Group Graph (AGG) and AGG-UCB algorithm using neural networks and graph neural networks.
result Achieves near-optimal regret bound with over-parameterized neural networks.

Contextual bandit framework improves revenue optimization in securities lending market.

problem Optimizing revenue for agent lenders in a dynamic securities lending market.
method Utilized contextual bandit frameworks to address dynamic pricing problems in an e-commerce-like securities lending market.
result Contextual bandit approach consistently outperforms traditional methods by at least 15% in total revenue generated.

In automatic speech recognition (ASR) what a user says depends on the particular context she is in. Typically, this context is represented as a set of word n-grams. In this work, we present a novel, all-neural, end-to-end (E2E) ASR sys- tem that utilizes such context. Our approach, which we re- fer to as Contextual Lis…

2018-08-07abs ↗pdf ↗

This work compares human feedback methods for reward learning in bandits.

problem Understanding how human feedback affects the performance of reward learning methods.
method Theoretical comparison of human feedback approaches in offline contextual bandits.
result Human bias and uncertainty in feedback modeling impact the theoretical guarantees of reward learning methods.

A new method learns the optimal pricing map for semiparametric dynamic pricing problems.

problem Optimizing pricing strategies in a semiparametric valuation model with unknown utility and noise.
method Developed a modular policy called ORBIT that uses a scalar pilot index, localizes a benchmark price, and learns a local polynomial approximation of the oracle price map.
result Achieves regret bound of \( \widetilde{O}\big(T^{\frac{2β-1}{4β-3}}+\sqrt{dT}\big) \) for the linear utility model and minimax sharp lower bound.

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied as online recommendation and network routing. On the other hand, these applicati…

2019-05-30abs ↗pdf ↗

New algorithms protect user data while optimizing personalized decisions.

problem Personalized decision-making with private user data.
method Developed LDP algorithms for stochastic generalized linear bandits using SGD and OLS.
result Achieved the same regret bound as non-privacy settings with LDP.