Beyond Task Diversity: Provable Representation Transfer for Sequential Multi-Task Linear Bandits
Thang Duong, Zhi Wang, Chicheng Zhang
First provable method to transfer a shared low-rank representation across a stream of bandit tasks WITHOUT the standard task-diversity assumption — making lifelong bandit transfer applicable to real-world task streams.
We develop an algorithm (BOSS) that learns and transfers a low-rank representation on the fly and prove a regret guarantee under the ellipsoid action-set setting, where prior work required tasks to uniformly span the subspace.
BibTeX
@article{duong2024beyond,
title = {Beyond task diversity: provable representation transfer for sequential multitask linear bandits},
author = {Duong, Thang and Wang, Zhi and Zhang, Chicheng},
journal = {Advances in Neural Information Processing Systems},
volume = {37},
pages = {37791--37822},
year = {2024}
}