作者
Yuzhen Qin, Tommaso Menara, Samet Oymak, ShiNung Ching, Fabio Pasqualetti
发表日期
2022
期刊
IEEE Open Journal of Control Systems
卷号
1
期号
1
页码范围
41-56
简介
In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from different environments. The embeddings of tasks in each environment share a low-dimensional feature extractor called representation , and representations are different across environments. We propose an online algorithm that facilitates efficient decision-making by learning and transferring non-stationary representations in an adaptive fashion. We prove that our algorithm significantly outperforms the existing ones that treat tasks independently. We also conduct experiments using both synthetic and real data to validate our theoretical insights and demonstrate the efficacy of our algorithm.
引用总数
学术搜索中的文章
Y Qin, T Menara, S Oymak, SN Ching, F Pasqualetti - IEEE Open Journal of Control Systems, 2022