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A single algorithm for both restless and rested rotting bandits

Seznec, Julien, Ménard, Pierre, Lazaric, Alessandro, Valko, Michal

arXiv.org Machine Learning

In many application domains (e.g., recommender systems, intelligent tutoring systems), the rewards associated to the actions tend to decrease over time. This decay is either caused by the actions executed in the past (e.g., a user may get bored when songs of the same genre are recommended over and over) or by an external factor (e.g., content becomes outdated). These two situations can be modeled as specific instances of the rested and restless bandit settings, where arms are rotting (i.e., their value decrease over time). These problems were thought to be significantly different, since Levine et al. (2017) showed that state-of-the-art algorithms for restless bandit perform poorly in the rested rotting setting. In this paper, we introduce a novel algorithm, Rotting Adaptive Window UCB (RAW-UCB), that achieves near-optimal regret in both rotting rested and restless bandit, without any prior knowledge of the setting (rested or restless) and the type of non-stationarity (e.g., piece-wise constant, bounded variation). This is in striking contrast with previous negative results showing that no algorithm can achieve similar results as soon as rewards are allowed to increase. We confirm our theoretical findings on a number of synthetic and dataset-based experiments.


bioLeak: Leakage-Aware Modeling and Diagnostics for Machine Learning in R

Korkmaz, Selçuk

arXiv.org Machine Learning

Data leakage remains a recurrent source of optimistic bias in biomedical machine learning studies. Standard row-wise cross-validation and globally estimated preprocessing steps are often inappropriate for data with repeated measurements, study-level heterogeneity, batch effects, or temporal dependencies. This paper describes bioLeak, an R package for constructing leakage-aware resampling workflows and for auditing fitted models for common leakage mechanisms. The package provides leakage-aware split construction, train-fold-only preprocessing, cross-validated model fitting, nested hyperparameter tuning, post hoc leakage audits, and HTML reporting. The implementation supports binary classification, multiclass classification, regression, and survival analysis, with task-specific metrics and S4 containers for splits, fits, audits, and inflation summaries. The simulation artifacts show how apparent performance changes under controlled leakage mechanisms, and the case study illustrates how guarded and leaky pipelines can yield materially different conclusions on multi-study transcriptomic data. The emphasis throughout is on software design, reproducible workflows, and interpretation of diagnostic output.


Few Batches or Little Memory, But Not Both: Simultaneous Space and Adaptivity Constraints in Stochastic Bandits

Huang, Ruiyuan, Lyu, Zicheng, Zhu, Xiaoyi, Huang, Zengfeng

arXiv.org Machine Learning

We study stochastic multi-armed bandits under simultaneous constraints on space and adaptivity: the learner interacts with the environment in $B$ batches and has only $W$ bits of persistent memory. Prior work shows that each constraint alone is surprisingly mild: near-minimax regret $\widetilde{O}(\sqrt{KT})$ is achievable with $O(\log T)$ bits of memory under fully adaptive interaction, and with a $K$-independent $O(\log\log T)$-type number of batches when memory is unrestricted. We show that this picture breaks down in the simultaneously constrained regime. We prove that any algorithm with a $W$-bit memory constraint must use at least $Ω(K/W)$ batches to achieve near-minimax regret $\widetilde{O}(\sqrt{KT})$, even under adaptive grids. In particular, logarithmic memory rules out $O(K^{1-\varepsilon})$ batch complexity. Our proof is based on an information bottleneck. We show that near-minimax regret forces the learner to acquire $Ω(K)$ bits of information about the hidden set of good arms under a suitable hard prior, whereas an algorithm with $B$ batches and $W$ bits of memory allows only $O(BW)$ bits of information. A key ingredient is a localized change-of-measure lemma that yields probability-level arm exploration guarantees, which is of independent interest. We also give an algorithm that, for any bit budget $W$ with $Ω(\log T) \le W \le O(K\log T)$, uses at most $W$ bits of memory and $\widetilde{O}(K/W)$ batches while achieving regret $\widetilde{O}(\sqrt{KT})$, nearly matching our lower bound up to polylogarithmic factors.


Robust Batch-Level Query Routing for Large Language Models under Cost and Capacity Constraints

Markovic-Voronov, Jelena, Behdin, Kayhan, Xu, Yuanda, Zhou, Zhengze, Wang, Zhipeng, Mazumder, Rahul

arXiv.org Machine Learning

We study the problem of routing queries to large language models (LLMs) under cost, GPU resources, and concurrency constraints. Prior per-query routing methods often fail to control batch-level cost, especially under non-uniform or adversarial batching. To address this, we propose a batch-level, resource-aware routing framework that jointly optimizes model assignment for each batch while respecting cost and model capacity limits. We further introduce a robust variant that accounts for uncertainty in predicted LLM performance, along with an offline instance allocation procedure that balances quality and throughput across multiple models. Experiments on two multi-task LLM benchmarks show that robustness improves accuracy by 1-14% over non-robust counterparts (depending on the performance estimator), batch-level routing outperforms per-query methods by up to 24% under adversarial batching, and optimized instance allocation yields additional gains of up to 3% compared to a non-optimized allocation, all while strictly controlling cost and GPU resource constraints.


RG-TTA: Regime-Guided Meta-Control for Test-Time Adaptation in Streaming Time Series

Kumar, Indar, Tiwari, Akanksha, Jasti, Sai Krishna, Lade, Ankit Hemant

arXiv.org Machine Learning

Test-time adaptation (TTA) enables neural forecasters to adapt to distribution shifts in streaming time series, but existing methods apply the same adaptation intensity regardless of the nature of the shift. We propose Regime-Guided Test-Time Adaptation (RG-TTA), a meta-controller that continuously modulates adaptation intensity based on distributional similarity to previously-seen regimes. Using an ensemble of Kolmogorov-Smirnov, Wasserstein-1, feature-distance, and variance-ratio metrics, RG-TTA computes a similarity score for each incoming batch and uses it to (i) smoothly scale the learning rate -- more aggressive for novel distributions, conservative for familiar ones -- and (ii) control gradient effort via loss-driven early stopping rather than fixed budgets, allowing the system to allocate exactly the effort each batch requires. As a supplementary mechanism, RG-TTA gates checkpoint reuse from a regime memory, loading stored specialist models only when they demonstrably outperform the current model (loss improvement >= 30%). RG-TTA is model-agnostic and strategy-composable: it wraps any forecaster exposing train/predict/save/load interfaces and enhances any gradient-based TTA method. We demonstrate three compositions -- RG-TTA, RG-EWC, and RG-DynaTTA -- and evaluate 6 update policies (3 baselines + 3 regime-guided variants) across 4 compact architectures (GRU, iTransformer, PatchTST, DLinear), 14 datasets (6 real-world multivariate benchmarks + 8 synthetic regime scenarios), and 4 forecast horizons (96, 192, 336, 720) under a streaming evaluation protocol with 3 random seeds (672 experiments total). Regime-guided policies achieve the lowest MSE in 156 of 224 seed-averaged experiments (69.6%), with RG-EWC winning 30.4% and RG-TTA winning 29.0%. Overall, RG-TTA reduces MSE by 5.7% vs TTA while running 5.5% faster; RG-EWC reduces MSE by 14.1% vs standalone EWC.


A Federated Many-to-One Hopfield model for associative Neural Networks

Alessandrelli, Andrea, Durante, Fabrizio, Ladiana, Andrea, Lepre, Andrea

arXiv.org Machine Learning

Federated learning enables collaborative training without sharing raw data, but struggles under client heterogeneity and streaming distribution shifts, where drift and novel data can impair convergence and cause forgetting. We propose a federated associative-memory framework that learns shared archetypes in heterogeneous, continual settings, where client data are independent but not necessarily balanced. Each client encodes its experience as a low-rank Hebbian operator, sent to a central server for aggregation and factorization into global archetypes. This approach preserves privacy, avoids centralized replay buffers, and is robust to small, noisy, or evolving datasets. We cast aggregation as a low-rank-plus-noise spectral inference problem, deriving theoretical thresholds for detectability and retrieval robustness. An entropy-based controller balances stability and plasticity in streaming regimes. Experiments with heterogeneous clients, drift, and novelty show improved global archetype reconstruction and associative retrieval, supporting the spectral view of federated consolidation.


On-the-fly Operation Batching in Dynamic Computation Graphs

Neural Information Processing Systems

Dynamic neural networks toolkits such as PyTorch, DyNet, and Chainer offer more flexibility for implementing models that cope with data of varying dimensions and structure, relative to toolkits that operate on statically declared computations (e.g., TensorFlow, CNTK, and Theano). However, existing toolkits - both static and dynamic - require that the developer organize the computations into the batches necessary for exploiting high-performance data-parallel algorithms and hardware. This batching task is generally difficult, but it becomes a major hurdle as architectures become complex. In this paper, we present an algorithm, and its implementation in the DyNet toolkit, for automatically batching operations. Developers simply write minibatch computations as aggregations of single instance computations, and the batching algorithm seamlessly executes them, on the fly, in computationally efficient batches. On a variety of tasks, we obtain throughput similar to manual batches, as well as comparable speedups over single-instance learning on architectures that are impractical to batch manually.


Batched Gaussian Process Bandit Optimization via Determinantal Point Processes

Neural Information Processing Systems

Gaussian Process bandit optimization has emerged as a powerful tool for optimizing noisy black box functions. One example in machine learning is hyper-parameter optimization where each evaluation of the target function may require training a model which may involve days or even weeks of computation. Most methods for this so-called "Bayesian optimization" only allow sequential exploration of the parameter space. However, it is often desirable to propose batches or sets of parameter values to explore simultaneously, especially when there are large parallel processing facilities at our disposal. Batch methods require modeling the interaction between the different evaluations in the batch, which can be expensive in complex scenarios. In this paper, we propose a new approach for parallelizing Bayesian optimization by modeling the diversity of a batch via Determinantal point processes (DPPs) whose kernels are learned automatically. This allows us to generalize a previous result as well as prove better regret bounds based on DPP sampling. Our experiments on a variety of synthetic and real-world robotics and hyper-parameter optimization tasks indicate that our DPP-based methods, especially those based on DPP sampling, outperform state-of-the-art methods.


Batched Kernelized Bandits: Refinements and Extensions

Ma, Chenkai, Chen, Keqin, Scarlett, Jonathan

arXiv.org Machine Learning

In this paper, we consider the problem of black-box optimization with noisy feedback revealed in batches, where the unknown function to optimize has a bounded norm in some Reproducing Kernel Hilbert Space (RKHS). We refer to this as the Batched Kernelized Bandits problem, and refine and extend existing results on regret bounds. For algorithmic upper bounds, (Li and Scarlett, 2022) shows that $B=O(\log\log T)$ batches suffice to attain near-optimal regret, where $T$ is the time horizon and $B$ is the number of batches. We further refine this by (i) finding the optimal number of batches including constant factors (to within $1+o(1)$), and (ii) removing a factor of $B$ in the regret bound. For algorithm-independent lower bounds, noticing that existing results only apply when the batch sizes are fixed in advance, we present novel lower bounds when the batch sizes are chosen adaptively, and show that adaptive batches have essentially same minimax regret scaling as fixed batches. Furthermore, we consider a robust setting where the goal is to choose points for which the function value remains high even after an adversarial perturbation. We present the robust-BPE algorithm, and show that a suitably-defined cumulative regret notion incurs the same bound as the non-robust setting, and derive a simple regret bound significantly below that of previous work.


Towards Federated Foundation Models: Scalable Dataset Pipelines for Group-Structured Learning Zachary Charles

Neural Information Processing Systems

We introduce Dataset Grouper, a library to create large-scale group-structured (e.g., federated) datasets, enabling federated learning simulation at the scale of foundation models. This library facilitates the creation of group-structured versions of existing datasets based on user-specified partitions, and directly leads to a variety of useful heterogeneous datasets that can be plugged into existing software frameworks. Dataset Grouper offers three key advantages. First, it scales to settings where even a single group's dataset is too large to fit in memory. Second, it provides flexibility, both in choosing the base (non-partitioned) dataset and in defining partitions.