Stochastic Low-Rank Bandits
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Abstract (arXiv)
Many problems in computer vision and recommender systems involve low-rank matrices. In this work, we study the problem of finding the maximum entry of a stochastic low-rank matrix from sequential observations. At each step, a learning agent chooses pairs of row and column arms, and receives the noisy product of their latent values as a reward. The main challenge is that the latent values are unobserved. We identify a class of non-negative matrices whose maximum entry can be found statistically efficiently and propose an algorithm for finding them, which we call LowRankElim. We derive a DeclareMathOperatorpolypoly O((K + L) poly(d) Delta-1 log n) upper bound on its n-step regret, where K is the number of rows, L is the number of columns, d is the rank of the matrix, and Delta is the minimum gap. The bound depends on other problem-specific constants that clearly do not depend K L. To the best of our knowledge, this is the first such result in the literature.
Key facts. Cited by 28 papers in the map (data through 7 Oct 2026). First posted on arXiv 13 Dec 2017.
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Citing papers per year: 2021: 3; 2022: 9; 2023: 5; 2024: 9; 2025: 2.
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- 2021A Simple Unified Framework for High Dimensional Bandit Problemscited by 21
- 2022Multi-task Representation Learning with Stochastic Linear Banditscited by 20
- 2024Efficient Frameworks for Generalized Low-Rank Matrix Bandit Problemscited by 19
- 2023Optimal Algorithms for Latent Bandits with Cluster Structurecited by 11
- 2021Learning User Preferences in Non-Stationary Environmentscited by 10
- 2024Pretraining Decision Transformers with Reward Prediction for In-Context Multi-task Structured Bandit Learningcited by 10
- 2024Low-Rank Contextual Reinforcement Learning from Heterogeneous Human Feedbackcited by 10
- 2022Online Low Rank Matrix Completioncited by 9
- 2023Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement Learningcited by 9
- 2024Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Banditscited by 9
- 2023Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricingcited by 8
- 2022An Experimental Design Approach for Regret Minimization in Logistic Banditscited by 7
16 more
- 2024Fast and Sample Efficient Multi-Task Representation Learning in Stochastic Contextual Banditscited by 6
- 2021Multi-armed Bandit Algorithm against Strategic Replicationcited by 5
- 2022On the Sample Complexity of Representation Learning in Multi-task Bandits with Global and Local structurecited by 5
- 2024Low-Rank Bandits via Tight Two-to-Infinity Singular Subspace Recoverycited by 5
- 2022Context Uncertainty in Contextual Bandits with Applications to Recommender Systemscited by 4
- 2022Speed Up the Cold-Start Learning in Two-Sided Bandits with Many Armscited by 4
- 2025Generalized Low-Rank Matrix Contextual Bandits with Graph Informationcited by 4
- 2023Context-lumpable stochastic banditscited by 3
- 2024Low-Rank Online Dynamic Assortment with Dual Contextual Informationcited by 2
- 2022Targeted Advertising on Social Networks Using Online Variational Tensor Regressioncited by 1
- 2022A Scalable Recommendation Engine for New Users and Itemscited by 1
- 2023Efficient Generalized Low-Rank Tensor Contextual Banditscited by 1
- 2024Towards Domain Adaptive Neural Contextual Banditscited by 1
- 2025A Classification View on Meta Learning Banditscited by 1
- 2022Uncertainty-Based Non-Parametric Active Peak Detectioncited by 0
- 2024Online Matrix Completion: A Collaborative Approach with Hott Itemscited by 0
- 2025Generalized Low-Rank Matrix Contextual Bandits with Graph Information23 Jul 2025
- 2025A Classification View on Meta Learning Bandits6 Apr 2025
- 2024Low-Rank Contextual Reinforcement Learning from Heterogeneous Human Feedback27 Dec 2024
- 2024Fast and Sample Efficient Multi-Task Representation Learning in Stochastic Contextual Bandits2 Oct 2024
- 2024Online Matrix Completion: A Collaborative Approach with Hott Items11 Aug 2024
- 2024Towards Domain Adaptive Neural Contextual Bandits13 Jun 2024
- 2024Pretraining Decision Transformers with Reward Prediction for In-Context Multi-task Structured Bandit Learning7 Jun 2024
- 2024Low-Rank Online Dynamic Assortment with Dual Contextual Information19 Apr 2024
- 2024Low-Rank Bandits via Tight Two-to-Infinity Singular Subspace Recovery24 Feb 2024
- 2024Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Bandits17 Feb 2024
- 2024Efficient Frameworks for Generalized Low-Rank Matrix Bandit Problems14 Jan 2024
- 2023Efficient Generalized Low-Rank Tensor Contextual Bandits3 Nov 2023
16 more
- 2023Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement Learning10 Oct 2023
- 2023Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricing14 Sep 2023
- 2023Context-lumpable stochastic bandits22 Jun 2023
- 2023Optimal Algorithms for Latent Bandits with Cluster Structure17 Jan 2023
- 2022On the Sample Complexity of Representation Learning in Multi-task Bandits with Global and Local structure28 Nov 2022
- 2022Speed Up the Cold-Start Learning in Two-Sided Bandits with Many Arms1 Oct 2022
- 2022Online Low Rank Matrix Completion8 Sep 2022
- 2022A Scalable Recommendation Engine for New Users and Items6 Sep 2022
- 2022Targeted Advertising on Social Networks Using Online Variational Tensor Regression22 Aug 2022
- 2022Uncertainty-Based Non-Parametric Active Peak Detection5 May 2022
- 2022Multi-task Representation Learning with Stochastic Linear Bandits21 Feb 2022
- 2022An Experimental Design Approach for Regret Minimization in Logistic Bandits4 Feb 2022
- 2022Context Uncertainty in Contextual Bandits with Applications to Recommender Systems1 Feb 2022
- 2021Multi-armed Bandit Algorithm against Strategic Replication23 Oct 2021
- 2021A Simple Unified Framework for High Dimensional Bandit Problems18 Feb 2021
- 2021Learning User Preferences in Non-Stationary Environments29 Jan 2021
- 2021A Simple Unified Framework for High Dimensional Bandit Problemscited by 21
- 2022Multi-task Representation Learning with Stochastic Linear Banditscited by 20
- 2024Efficient Frameworks for Generalized Low-Rank Matrix Bandit Problemscited by 19
- 2023Optimal Algorithms for Latent Bandits with Cluster Structurecited by 11
- 2021Learning User Preferences in Non-Stationary Environmentscited by 10
- 2022Online Low Rank Matrix Completioncited by 9
- 2023Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement Learningcited by 9
- 2024Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Banditscited by 9
- 2023Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricingcited by 8
- 2022An Experimental Design Approach for Regret Minimization in Logistic Banditscited by 7
- 2024Fast and Sample Efficient Multi-Task Representation Learning in Stochastic Contextual Banditscited by 6
- 2021Multi-armed Bandit Algorithm against Strategic Replicationcited by 5
12 most cited of 26 All 26 (JSON)
- 2025Generalized Low-Rank Matrix Contextual Bandits with Graph Information23 Jul 2025
- 2025A Classification View on Meta Learning Bandits6 Apr 2025
- 2024Fast and Sample Efficient Multi-Task Representation Learning in Stochastic Contextual Bandits2 Oct 2024
- 2024Online Matrix Completion: A Collaborative Approach with Hott Items11 Aug 2024
- 2024Towards Domain Adaptive Neural Contextual Bandits13 Jun 2024
- 2024Low-Rank Online Dynamic Assortment with Dual Contextual Information19 Apr 2024
- 2024Low-Rank Bandits via Tight Two-to-Infinity Singular Subspace Recovery24 Feb 2024
- 2024Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Bandits17 Feb 2024
- 2024Efficient Frameworks for Generalized Low-Rank Matrix Bandit Problems14 Jan 2024
- 2023Efficient Generalized Low-Rank Tensor Contextual Bandits3 Nov 2023
- 2023Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement Learning10 Oct 2023
- 2023Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricing14 Sep 2023
12 newest of 26 All 26 (JSON)