arXiv subjects

Wei Min Loh

Publications and source records attributed to Wei Min Loh.

2 recordsLinked to original sources

arXiv2026

A Practical Algorithm for Feature-Rich, Non-Stationary Bandit Problems

Contextual bandits are incredibly useful in many practical problems. We go one step further by devising a more realistic problem that combines: (1) contextual bandits with dense arm features, (2) non-linear reward functions, and (3) a generalization of correlated bandits where reward distributions change over time but the degree of correlation maintains. This formulation lends itself to a wider set of applications such as recommendation tasks. To solve this problem, we introduce conditionally coupled contextual C3 Thompson sampling for Bernoulli bandits. It combines an improved Nadaraya-Watson estimator on an embedding space with Thompson sampling that allows online learning without retraining. Empirical results show that C3 outperforms the next best algorithm by 5.7% lower average cumulative regret on four OpenML tabular datasets as well as demonstrating a 12.4% click lift on Microsoft News Dataset (MIND) compared to other algorithms.

cs.LG↗

arXiv2025

Basis Transformers for Multi-Task Tabular Regression

Dealing with tabular data is challenging due to partial information, noise, and heterogeneous structure. Existing techniques often struggle to simultaneously address key aspects of tabular data such as textual information, a variable number of columns, and unseen data without metadata besides column names. We propose a novel architecture, \textit{basis transformers}, specifically designed to tackle these challenges while respecting inherent invariances in tabular data, including hierarchical structure and the representation of numeric values. We evaluate our design on a multi-task tabular regression benchmark, achieving an improvement of 0.338 in the median $R^2$ score and the lowest standard deviation across 34 tasks from the OpenML-CTR23 benchmark. Furthermore, our model has five times fewer parameters than the best-performing baseline and surpasses pretrained large language model baselines -- even when initialized from randomized weights.

cs.LG↗