Offline-to-online adaptation serves as a pivotal paradigm for mitigating the prohibitive cost of online exploration by bootstrapping reinforcement learning from offline datasets. While this paradigm has been extensively studied in single-agent settings, its extension to Multi-Agent Reinforcement Learning (MARL) remains largely unexplored, despite its critical relevance to complex coordinated decision-making. To bridge this gap, we introduce Sim2O, an elegant and minimalist framework for offline-to-online MARL. Rather than treating adaptation as a monolithic joint decision, Sim2O conceptualizes it as a compositional process. Specifically, candidate joint actions are synthesized by dynamically blending offline and online action proposals across agents. By leveraging a centralized value function to evaluate these hybrid combinations, Sim2O identifies high-value coordination strategies without requiring auxiliary training objectives or structural overhead. Empirical evaluations across diverse benchmarks demonstrate that Sim2O significantly outperforms existing baselines, underscoring that a minimalist design is not only viable but highly effective for multi-agent offline-to-online adaptation.
We study online learning with an additional offline dataset in the stochastic linear bandit setting. Although this problem arises frequently in practice, the offline-to-online tradeoff remains poorly understood in structured environments. We propose a linear bandit algorithm that balances this tradeoff: it relies on offline data during early rounds, and increasingly favors exploration as the horizon grows. We establish regret bounds showing that our method is simultaneously competitive with both purely online and purely offline solutions. In particular, it achieves sublinear regret relative to the optimal action in the number of online interactions, while its regret relative to an offline reference decreases as the number of offline samples grows. Empirical results further demonstrate its effectiveness across various problem parameters.
We study offline-to-online learning in linear contextual bandits with biased offline regression data: the offline parameter need not match the online one, so history should not be treated as a single warm start. We model directional transfer with a shift certificate $(M_{\mathrm{shift}},ρ)$ and offline ridge estimation, yielding a geometry-aware confidence region for the online parameter rather than an isotropic radius. We propose \emph{Ellipsoidal-MINUCB}, which combines a standard online branch with an offline-informed pooled branch and uses offline information only when it tightens uncertainty. With high probability, regret is bounded by the minimum of a standard SupLinUCB-style fallback and a pooled term that separates statistical width from a certificate-weighted shift penalty. Under a simple alignment condition, the pooled term further simplifies to a rate governed by an effective dimension induced by the offline geometry. We also show that a purely Euclidean (scalar) shift bound, by itself, does not determine which feature directions are transferable. Beyond this fixed certificate, we show how to learn a data-driven certificate from data at finitely many refresh times and establish a high-probability regret bound for Ellipsoidal-MINUCB with epoch-wise learned certificates. Experiments match the main prediction: gains are strongest at intermediate horizons when offline coverage and transferability align, while the method otherwise tracks the safe online baseline.