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 sample efficient multi-task representation learning


Fast and Sample Efficient Multi-Task Representation Learning in Stochastic Contextual Bandits

Lin, Jiabin, Moothedath, Shana, Vaswani, Namrata

arXiv.org Machine Learning

We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively share a common linear representation with a dimensionality of r much smaller than d. We present a new algorithm based on alternating projected gradient descent (GD) and minimization estimator to recover a low-rank feature matrix. Using the proposed estimator, we present a multi-task learning algorithm for linear contextual bandits and prove the regret bound of our algorithm. We presented experiments and compared the performance of our algorithm against benchmark algorithms.

  algorithm, probability, sample efficient multi-task representation learning, (10 more...)
2410.02068
  Country:
  Genre: Research Report > New Finding (0.46)
  Industry: Health & Medicine (0.46)