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Improved Algorithms for Conservative Exploration in Bandits

AAAI 2020 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Practical contextual bandit extensions · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace the confidence-ellipsoid lower bound on accumulated rewards with a Martingale lower bound (ablation)CUCB · Synthetic Bernoulli MAB, worst-case instanceregret: 43%Helped
Choose the most optimistic safe arm instead of taking the baseline when the UCB arm is unsafe (ablation)CUCB · Synthetic Bernoulli MAB, worst-case instanceregret: 12%Helped
Combine the Martingale lower bound and constrained action selection (ablation)CUCB · Synthetic Bernoulli MAB, worst-case instanceregret: more than 51%Helped
Use constrained action selection to play safe, optimistic non-UCB arms (ablation)CLinUCB · Synthetic linear bandit, worst-case modelregret: 38%Helped
Use the full conservative constrained algorithmCLinUCB · Jester, 40-joke subsetregret: less than half of CLinUCBHelped
Increase the interval between conservative checkpoints (ablation)CCLinUCBc · Synthetic Bernoulli MABregret difference from UCBHelped
Use checkpoint-based conservative verification rather than checking safety every step (ablation)CCLinUCBc · Jester, 40-joke subsetregretHelped
Replace exact conservative-condition evaluation with a statistical lower boundCUCB · Synthetic Bernoulli MABregretHurt

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