Vector data trading is essential for cross-domain learning with vector databases, yet it remains largely unexplored. We study this problem under online learning, where sellers face uncertain retrieval costs and buyers provide stochastic feedback to posted prices. Three main challenges arise: (1) heterogeneous and partial feedback in configuration learning, (2) variable and complex feedback in pricing learning, and (3) inherent coupling between configuration and pricing decisions. We propose a hierarchical bandit framework that jointly optimizes retrieval configurations and pricing. Stage I employs contextual clustering with confidence-based exploration to learn effective configurations with logarithmic regret. Stage II adopts interval-based price selection with local Taylor approximation to estimate buyer responses and achieve sublinear regret. We establish theoretical guarantees with polynomial time complexity and validate the framework on four real-world datasets, demonstrating consistent improvements in cumulative reward and regret reduction compared with existing methods.
Trading Vector Data in Vector Databases
Jin Cheng,Xiangxiang Dai,Ningning Ding,John C. S. Lui,Jianwei Huang
Published 2025 in arXiv.org
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- Publication year
2025
- Venue
arXiv.org
- Publication date
2025-11-10
- Fields of study
Mathematics, Computer Science
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