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Balanced Linear Contextual Bandits

AAAI 2019 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 41 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add inverse-propensity balancing to LinTSLinTS · Synthetic well-specifiedsimulations finding optimal assignment: 84% -> 92%Helped
Add inverse-propensity balancing to LinUCBLinUCB · Synthetic well-specifiedsimulations finding optimal assignment: 51% -> 79%Helped
Add inverse-propensity balancing to LinTSLinTS · Synthetic misspecifiedsimulations finding optimal assignment: 39% -> 58%Helped
Add inverse-propensity balancing to LinUCBLinUCB · Synthetic misspecifiedsimulations finding optimal assignment: 29% -> 30%No clear effect
Use Thompson sampling rather than deterministic UCB assignmentBalanced linear contextual bandits · Synthetic well-specifiedsimulations finding optimal assignment: 79% -> 92%Helped
Use Thompson sampling rather than deterministic UCB assignmentBalanced linear contextual bandits · Synthetic misspecifiedsimulations finding optimal assignment: 30% -> 58%Helped
Use balancing rather than direct reward-model estimationLinear contextual bandits on 300 classification datasets · 300 OpenML multiclass classification datasetsnormalized cumulative regretHelped
Use Thompson sampling rather than UCB assignmentLinear contextual bandits on 300 classification datasets · 300 OpenML multiclass classification datasetsnormalized cumulative regretHelped
Use balancing with Thompson sampling rather than a policy-based methodContextual bandits on 300 classification datasets · 300 OpenML multiclass classification datasetsnormalized cumulative regretHelped
Use balanced rather than direct estimationLinear contextual bandits · Linear contextual banditsregret boundNo clear effect

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