Catching a Moving Subspace: Low-Rank Bandits Beyond Stationarity
arXiv preprint arXiv:2605.20269, 2026
The problem
A recommender learns a low-rank structure over user preferences from scalar feedback alone. The structure it is learning does not hold still: it drifts, and occasionally turns. An estimator that keeps averaging across such a turn is fitting a structure that no longer exists.
What we do
Probe, identify the current subspace from the lifted scalar rewards, and exploit by projecting onto it — with a two-window spectral detector that resets the estimate when the subspace shifts.
What it buys you
The low-rank structure keeps the effective number of parameters small enough to learn quickly, without the usual price of assuming that structure is fixed for all time.
Cite
@article{khosravi2026catching,
title = {Catching a Moving Subspace: Low-Rank Bandits Beyond Stationarity},
author = {Khosravi, Hamed and Huo, Xiaoming},
journal = {arXiv preprint arXiv:2605.20269},
year = {2026}
}