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Beyond task diversity: provable representation transfer for sequential multitask linear bandits

NeurIPS 2024 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Linear and generalized linear bandits · 0 citations (OpenAlex)

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Proposes BOSS, a bandit online subspace selection algorithm for sequential multi-task linear bandits that achieves meta-regret without task diversity assumptions, using exponential weights over an expert cover of subspaces and randomized meta-exploration.

Problem

Lifelong/sequential multi-task linear bandits where task parameters lie in an unknown m-dimensional subspace; prior sequential regret guarantees require a task diversity assumption that is hard to verify and may fail in practice.

Approach

Bi-level algorithm: at each task randomly chooses meta-exploration (PEGE over full space, to learn the subspace) or meta-exploitation (estimate within a chosen subspace), and selects subspaces online via exponential weights over an epsilon-cover of the Grassmannian with importance-weighted surrogate costs, avoiding any task diversity assumption.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use BOSS without assuming task diversitySequential multitask linear bandits · Ellipsoid action setsmeta-regret: \tilde{O}\rbr{Nd\sqrt{\tau}} \to \tilde{O}\Big(Nm \sqrt{\tau} + N^{\frac{2}{3}} \tau^{\frac{2}{3}} d m^{\frac13}+ Nd^2 +Helped
include the ground-truth subspace among the experts (ablation)BOSS · Synthetic adversarial environmentcumulative regretHelped
remove the ground-truth expert from the expert set (ablation)BOSS · Synthetic adversarial environmentcumulative regretHurt
use BOSS-no-oracle instead of SeqRepLSynthetic adversarial environment · Synthetic adversarial environmentcumulative regretHelped
use BOSS-no-oracle rather than SeqRepL's subspace estimateSynthetic adversarial environment · Synthetic adversarial environmenttask-parameter estimationHelped

Surprising findings

Limitations

Experimental setup

Benchmarks: synthetic linear bandit environment (N=4000, tau=500, d=10, m=3)

Metrics: cumulative meta-regret subspace estimation error ||B_perp^T B||_F

Baselines: PEGE (independent per task) PEGE-oracle SeqRepL BOSS-no-oracle

Builds on: PEGE exponential weights (Hedge) SeqRepL

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