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Bo Xue

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17 papers

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AAAI Conference 2026 Conference Paper

Beyond the Lower Bound: Bridging Regret Minimization and Best Arm Identification in Lexicographic Bandits

Bo Xue
Yuanyu Wan
Zhichao Lu
Qingfu Zhang

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes reward vectors, aiming to maximize the reward for the highest-priority objective, then the next, and so on. While previous studies have primarily focused on regret minimization, this work bridges the gap between regret minimization and best arm identification under lexicographic preferences. We propose two elimination-based algorithms to address this joint objective. The first algorithm eliminates suboptimal arms sequentially, layer by layer, in accordance with the objective priorities, and achieves sample complexity and regret bounds comparable to those of the best single-objective algorithms. The second algorithm simultaneously leverages reward information from all objectives in each round, effectively exploiting cross-objective dependencies. Remarkably, it outperforms the known lower bound for the single-objective bandit problem, highlighting the benefit of cross-objective information sharing in the multi-objective setting. Empirical results further validate their superior performance over baselines.

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AAAI Conference 2026 Conference Paper

Offline Multi-Objective Bandits: From Logged Data to Pareto-Optimal Policies

Ji Cheng
Song Lai
Shunyu Yao
Bo Xue

Offline policy learning from logged data is a critical paradigm for enabling effective decision-making without costly online exploration. However, its application has been largely confined to single-objective problems, a stark contrast to real-world scenarios where decision-making inherently involves navigating multiple, often conflicting, objectives. This paper introduces a comprehensive framework for Offline Multi-Objective Bandits (OffMOB), providing a principled solution to the fundamental challenge of learning Pareto-optimal policies from a static dataset. Our core contribution is a novel algorithm that uniquely integrates the pessimism principle with multi-objective optimization to safely learn from off-policy data. Crucially, our approach transcends the primary limitation of scalarization techniques, which are restricted to finding a single policy for a pre-defined preference. Instead, OffMOB directly approximates the entire Pareto front, learning a single, flexible policy model capable of generating an optimal action for any desired trade-off. To rigorously evaluate performance, we introduce the Tchebycheff sub-optimality metric and establish the first finite-sample generalization bounds for this problem class, proving that our algorithm converges to the true Pareto front under practical data coverage assumptions. Extensive experiments on complex benchmarks demonstrate that OffMOB significantly outperforms existing methods, identifying the complete set of optimal trade-offs where naive extensions fail.

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AAAI Conference 2026 Conference Paper

Parametric Pareto Set Learning for Expensive Multi-Objective Optimization

Ji Cheng
Bo Xue
Qingfu Zhang

Parametric multi-objective optimization (PMO) addresses the challenge of solving an infinite family of multi-objective optimization problems, where optimal solutions must adapt to varying parameters. Traditional methods require re-execution for each parameter configuration, leading to prohibitive costs when objective evaluations are computationally expensive. To address this issue, we propose Parametric Pareto Set Learning with multi-objective Bayesian Optimization (PPSL-MOBO), a novel framework that learns a unified mapping from both preferences and parameters to Pareto-optimal solutions. PPSL-MOBO leverages a hypernetwork with Low-Rank Adaptation (LoRA) to efficiently capture parametric variations, while integrating Gaussian process surrogates and hypervolume-based acquisition to minimize expensive function evaluations. We demonstrate PPSL-MOBO's effectiveness on two challenging applications: multi-objective optimization with shared components, where certain design variables must be identical across solution families due to modular constraints, and dynamic multi-objective optimization, where objectives evolve over time. Unlike existing methods that cannot directly solve PMO problems in a unified manner, PPSL-MOBO learns a single model that generalizes across the entire parameter space. By enabling instant inference of Pareto sets for new parameter values without retraining, PPSL-BO provides an efficient solution for expensive PMO problems.

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JMLR Journal 2025 Journal Article

Lexicographic Lipschitz Bandits: New Algorithms and a Lower Bound

Bo Xue
Ji Cheng
Fei Liu
Yimu Wang
Lijun Zhang
Qingfu Zhang

This paper studies a multiobjective bandit problem under lexicographic ordering, wherein the learner aims to maximize $m$ objectives, each with different levels of importance. First, we introduce the local trade-off, $\lambda_*$, which depicts the trade-off between different objectives. For the case when an upper bound of $\lambda_*$ is known, i.e., $\lambda\geq\lambda_*$, we develop an algorithm that achieves a general regret bound of $\widetilde{O}(\Lambda^i(\lambda)T^{(d_z^i+1)/(d_z^i+2)})$ for the $i$-th objective, where $i\in\{1,2,\ldots,m\}$, $\Lambda^i(\lambda)=1+\lambda+\cdots+\lambda^{i-1}$, $d_z^i$ is the zooming dimension for the $i$-th objective, and $T$ is the time horizon. Next, we provide a matching lower bound for the lexicographic Lipschitz bandit problem, proving that our algorithm is optimal in terms of $\lambda_*$ and $T$. Finally, for the case where $m=2$, we remove the dependence on the knowledge about $\lambda_*$, albeit at the cost of increasing the regret bound to $\widetilde{O}(\Lambda^i(\lambda_*)T^{(3d_z^i+4)/(3d_z^i+6)})$, which remains optimal in terms of $\lambda_*$. Compared to existing work on lexicographic multi-armed bandits, our approach improves the current regret bound of $\widetilde{O}(T^{2/3})$ and extends the number of arms to infinity. Numerical experiments confirm the effectiveness of our algorithms. [abs] [ pdf ][ bib ] &copy JMLR 2025. ( edit, beta )

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IJCAI Conference 2025 Conference Paper

Multi-Objective Neural Bandits with Random Scalarization

Ji Cheng
Bo Xue
Chengyu Lu
Ziqiang Cui
Qingfu Zhang

Multi-objective multi-armed bandit (MOMAB) problems are crucial for complex decision-making scenarios where multiple conflicting objectives must be simultaneously optimized. However, most existing works are based on the linear assumption of the feedback rewards, which significantly constrains their applicability and efficacy in capturing the intricate dynamics of real-world environments. This paper explores a multi-objective neural bandit (MONB) framework, which integrates the universal approximators, neural networks, with the classical MOMABs. We adopt random scalarization to accommodate the special needs of a practitioner by setting an appropriate distribution on the regions of interest. Using the trade-off capabilities of upper confidence bound (UCB) and Thompson sampling (TS) strategies, we propose two novel algorithms, MONeural-UCB and MONeural-TS. Theoretical and empirical analysis demonstrate the superiority of our methods in multi-objective or multi-task bandit problems, which makes great improvement over the classical linear MOMABs.

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AAAI Conference 2025 Conference Paper

Multiple Trade-offs: An Improved Approach for Lexicographic Linear Bandits

Bo Xue
Xi Lin
Xiaoyuan Zhang
Qingfu Zhang

This paper studies lexicographic online learning within the framework of multiobjective stochastic linear bandits (MOSLB), where the agent aims to simultaneously maximize multiple objectives in a hierarchical manner. Previous literature has investigated lexicographic online learning in multiobjective multi-armed bandits, a special case of MOSLB. They provided a suboptimal algorithm whose regret bound is approximately O(T^(2/3)) based on a priority-based regret metric. In this paper, we propose an algorithm for lexicographic online learning in the MOSLB model, achieving an almost optimal regret bound of approximately O(dT^(1/2)) when evaluated by the general regret metric. Here, d is the dimension of arm vectors, and T is the time horizon. Our method introduces a new arm filter and a multiple trade-offs approach to effectively balance exploration and exploitation across different objectives. Experiments confirm the merits of our algorithms and provide compelling evidence to support our analysis.

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JMLR Journal 2025 Journal Article

Optimal and Efficient Algorithms for Decentralized Online Convex Optimization

Yuanyu Wan
Tong Wei
Bo Xue
Mingli Song
Lijun Zhang

We investigate decentralized online convex optimization (D-OCO), in which a set of local learners are required to minimize a sequence of global loss functions using only local computations and communications. Previous studies have established $O(n^{5/4}\rho^{-1/2}\sqrt{T})$ and ${O}(n^{3/2}\rho^{-1}\log T)$ regret bounds for convex and strongly convex functions respectively, where $n$ is the number of local learners, $\rho [abs] [ pdf ][ bib ] &copy JMLR 2025. ( edit, beta )

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IJCAI Conference 2025 Conference Paper

Problem-dependent Regret for Lexicographic Multi-Armed Bandits with Adversarial Corruptions

Bo Xue
Xi Lin
Yuanyu Wan
Qingfu Zhang

This paper studies lexicographic multi-armed bandits (MAB), where after selecting an arm, the agent observes a reward vector including multiple objectives, each with a different level of importance. Although previous literature has proposed the algorithm for lexicographic MAB, their algorithm suffers from several limitations: (1) it exhibits poor adversarial robustness due to its reliance on stochastic rewards, (2) its regret bound is suboptimal compared to single-objective counterparts, and (3) the regret bound does not adapt to specific problem instances. To address these limitations, we study lexicographic MAB with adversarial corruptions, where an adversary might corrupt the stochastic rewards with a corruption budget of C. First, when the value of C is known, we propose an algorithm achieving a problem-dependent regret bound of O(∑(log T / Δⁱ(a) + C)) for the i-th objective (i ∈ [M]), where Δⁱ(a) is the reward gap for arm a on the i-th objective, and M is the number of objectives. In the purely stochastic setting (C=0), this regret bound approaches optimality. Second, we introduce another algorithm that does not require value of C but incurs a less favorable regret bound of O(∑(γ_T / Δⁱ(a) + γ_T)) for the i-th objective, where γ_T = O((log T)² + KC(log T)²). Finally, we conduct experiments on both synthetic and real-world datasets to verify the effectiveness of our algorithms.

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AAAI Conference 2025 Conference Paper

Safe Online Convex Optimization with Heavy-Tailed Observation Noises

Yunhao Yang
Bo Xue
Yunzhi Hao
Ying Li
Yuanyu Wan

We investigate safe online convex optimization (SOCO), where each decision must satisfy a set of unknown linear constraints. Assuming that the unknown constraints can be observed with a sub-Gaussian noise for each chosen decision, previous studies have established a high-probability regret bound of O(T^{2/3}). However, this assumption may not hold in many practical scenarios. To address this limitation, in this paper, we relax the assumption to allow any noise that admits finite (1+ε)-th moments for some ε∈(0,1], and propose two algorithms that enjoy an O(T^{c_ε}) regret bound with high probability, where T is the time horizon and c_ε=(1+ε)/(1+2ε). The key idea of our two algorithms is to respectively utilize the median-of-means and truncation techniques to achieve accurate estimation under heavy-tailed noises. To the best of our knowledge, these are the first algorithms designed to handle SOCO with heavy-tailed observation noises.

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NeurIPS Conference 2025 Conference Paper

TS-MOF: Two-Stage Multi-Objective Fine-tuning for Long-Tailed Recognition

Zhe Zhao
Zhiheng Gong
Pengkun Wang
Haibin Wen
Cankun Guo
Bo Xue
Xi Lin
Zhenkun Wang

Long-Tailed Recognition (LTR) presents a significant challenge due to extreme class imbalance, where existing methods often struggle to balance performance across head and tail classes. Directly applying multi-objective optimization (MOO) to leverage multiple LTR strategies can be complex and unstable. To address this, we propose TS-MOF (Two-Stage Multi-Objective Fine-tuning), a novel framework that strategically decouples feature learning from classifier adaptation. After standard pre-training, TS-MOF freezes the feature backbone and focuses on an efficient multi-objective fine-tuning of specialized classifier heads. The core of TS-MOF's second stage lies in two innovations: Refined Performance Level Agreement for adaptive task weighting based on real-time per-class performance, and Robust Deterministic Projective Conflict Gradient for stable gradient conflict resolution and constructive fusion. This approach enables effective synergy between diverse LTR strategies, leading to significant and balanced performance improvements. Extensive experiments on CIFAR100-LT, ImageNet-LT, and iNaturalist 2018 demonstrate that TS-MOF achieves state-of-the-art results, particularly enhancing tail class accuracy (e. g. , +3. 3\% on CIFAR100-LT IR=100 tail) while improving head class performance, all within a remarkably short fine-tuning period of 20 epochs.

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AAAI Conference 2024 Conference Paper

Hierarchize Pareto Dominance in Multi-Objective Stochastic Linear Bandits

Ji Cheng
Bo Xue
Jiaxiang Yi
Qingfu Zhang

Multi-objective Stochastic Linear bandit (MOSLB) plays a critical role in the sequential decision-making paradigm, however, most existing methods focus on the Pareto dominance among different objectives without considering any priority. In this paper, we study bandit algorithms under mixed Pareto-lexicographic orders, which can reflect decision makers' preferences. We adopt the Grossone approach to deal with these orders and develop the notion of Pareto-lexicographic optimality to evaluate the learners' performance. Our work represents a first attempt to address these important and realistic orders in bandit algorithms. To design algorithms under these orders, the upper confidence bound (UCB) policy and the prior free lexicographical filter are adapted to approximate the optimal arms at each round. Moreover, the framework of the algorithms involves two stages in pursuit of the balance between exploration and exploitation. Theoretical analysis as well as numerical experiments demonstrate the effectiveness of our algorithms.

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AAAI Conference 2024 Conference Paper

Multiobjective Lipschitz Bandits under Lexicographic Ordering

Bo Xue
Ji Cheng
Fei Liu
Yimu Wang
Qingfu Zhang

This paper studies the multiobjective bandit problem under lexicographic ordering, wherein the learner aims to simultaneously maximize? objectives hierarchically. The only existing algorithm for this problem considers the multi-armed bandit model, and its regret bound is O((KT)^(2/3)) under a metric called priority-based regret. However, this bound is suboptimal, as the lower bound for single objective multi-armed bandits is Omega(KlogT). Moreover, this bound becomes vacuous when the arm number K is infinite. To address these limitations, we investigate the multiobjective Lipschitz bandit model, which allows for an infinite arm set. Utilizing a newly designed multi-stage decision-making strategy, we develop an improved algorithm that achieves a general regret bound of O(T^((d_z^i+1)/(d_z^i+2))) for the i-th objective, where d_z^i is the zooming dimension for the i-th objective, with i in {1,2,...,m}. This bound matches the lower bound of the single objective Lipschitz bandit problem in terms of T, indicating that our algorithm is almost optimal. Numerical experiments confirm the effectiveness of our algorithm.

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NeurIPS Conference 2023 Conference Paper

Efficient Algorithms for Generalized Linear Bandits with Heavy-tailed Rewards

Bo Xue
Yimu Wang
Yuanyu Wan
Jinfeng Yi
Lijun Zhang

This paper investigates the problem of generalized linear bandits with heavy-tailed rewards, whose $(1+\epsilon)$-th moment is bounded for some $\epsilon\in (0, 1]$. Although there exist methods for generalized linear bandits, most of them focus on bounded or sub-Gaussian rewards and are not well-suited for many real-world scenarios, such as financial markets and web-advertising. To address this issue, we propose two novel algorithms based on truncation and mean of medians. These algorithms achieve an almost optimal regret bound of $\widetilde{O}(dT^{\frac{1}{1+\epsilon}})$, where $d$ is the dimension of contextual information and $T$ is the time horizon. Our truncation-based algorithm supports online learning, distinguishing it from existing truncation-based approaches. Additionally, our mean-of-medians-based algorithm requires only $O(\log T)$ rewards and one estimator per epoch, making it more practical. Moreover, our algorithms improve the regret bounds by a logarithmic factor compared to existing algorithms when $\epsilon=1$. Numerical experimental results confirm the merits of our algorithms.

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NeurIPS Conference 2023 Conference Paper

Hypervolume Maximization: A Geometric View of Pareto Set Learning

Xiaoyuan Zhang
Xi Lin
Bo Xue
Yifan Chen
Qingfu Zhang

This paper presents a novel approach to multiobjective algorithms aimed at modeling the Pareto set using neural networks. Whereas previous methods mainly focused on identifying a finite number of solutions, our approach allows for the direct modeling of the entire Pareto set. Furthermore, we establish an equivalence between learning the complete Pareto set and maximizing the associated hypervolume, which enables the convergence analysis of hypervolume (as a new metric) for Pareto set learning. Specifically, our new analysis framework reveals the connection between the learned Pareto solution and its representation in a polar coordinate system. We evaluate our proposed approach on various benchmark problems and real-world problems, and the encouraging results make it a potentially viable alternative to existing multiobjective algorithms. Code is available at \url{https: //github. com/xzhang2523/hvpsl/tree/master}.

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IJCAI Conference 2021 Conference Paper

Deep Unified Cross-Modality Hashing by Pairwise Data Alignment

Yimu Wang
Bo Xue
Quan Cheng
Yuhui Chen
Lijun Zhang

With the increasing amount of multimedia data, cross-modality hashing has made great progress as it achieves sub-linear search time and low memory space. However, due to the huge discrepancy between different modalities, most existing cross-modality hashing methods cannot learn unified hash codes and functions for modalities at the same time. The gap between separated hash codes and functions further leads to bad search performance. In this paper, to address the issues above, we propose a novel end-to-end Deep Unified Cross-Modality Hashing method named DUCMH, which is able to jointly learn unified hash codes and unified hash functions by alternate learning and data alignment. Specifically, to reduce the discrepancy between image and text modalities, DUCMH utilizes data alignment to learn an auxiliary image to text mapping under the supervision of image-text pairs. For text data, hash codes can be obtained by unified hash functions, while for image data, DUCMH first maps images to texts by the auxiliary mapping, and then uses the mapped texts to obtain hash codes. DUCMH utilizes alternate learning to update unified hash codes and functions. Extensive experiments on three representative image-text datasets demonstrate the superiority of our DUCMH over several state-of-the-art cross-modality hashing methods.

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AAAI Conference 2021 Conference Paper

Projection-free Online Learning in Dynamic Environments

Yuanyu Wan
Bo Xue
Lijun Zhang

To efficiently solve high-dimensional problems with complicated constraints, projection-free online learning has received ever-increasing research interest. However, previous studies either focused on static regret that is not suitable for dynamic environments, or only established the dynamic regret bound under the smoothness of losses. In this paper, without the condition of the smoothness, we propose a novel projection-free online algorithm, and achieve an O(max{T2/3 V 1/3 T, √ T}) dynamic regret bound for convex functions and an O(max{ √ TVT log T, log T}) dynamic regret bound for strongly convex functions, where T is the time horizon and VT denotes the variation of loss functions. Specifically, we first improve an existing projection-free algorithm called online conditional gradient (OCG) to enjoy small dynamic regret bounds with the prior knowledge of VT. To work with unknowable VT, we maintain multiple instances of the improved OCG that can handle different functional variations, and combine them with a meta-algorithm that can track the best one. Experimental results validate the efficiency and effectiveness of our algorithm.

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IJCAI Conference 2020 Conference Paper

Nearly Optimal Regret for Stochastic Linear Bandits with Heavy-Tailed Payoffs

Bo Xue
Guanghui Wang
Yimu Wang
Lijun Zhang

In this paper, we study the problem of stochastic linear bandits with finite action sets. Most of existing work assume the payoffs are bounded or sub-Gaussian, which may be violated in some scenarios such as financial markets. To settle this issue, we analyze the linear bandits with heavy-tailed payoffs, where the payoffs admit finite 1+epsilon moments for some epsilon in (0, 1]. Through median of means and dynamic truncation, we propose two novel algorithms which enjoy a sublinear regret bound of widetilde{O}(d^(1/2)T^(1/(1+epsilon))), where d is the dimension of contextual information and T is the time horizon. Meanwhile, we provide an Omega(d^(epsilon/(1+epsilon))T^(1/(1+epsilon))) lower bound, which implies our upper bound matches the lower bound up to polylogarithmic factors in the order of d and T when epsilon=1. Finally, we conduct numerical experiments to demonstrate the effectiveness of our algorithms and the empirical results strongly support our theoretical guarantees.

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