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Learning Neural Contextual Bandits through Perturbed Rewards

ICLR 2022 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use perturbed rewards for exploration instead of explicit confidence-set explorationNeural bandits · Synthetic nonlinear reward functionscumulative regretNo clear effect
Use diagonal covariance approximation instead of the full covariance matrixNeuralUCB and NeuralTS · Synthetic nonlinear reward functionscumulative regretHurt
Use diagonal covariance approximation instead of the full covariance matrixNeuralUCB and NeuralTS · Mushroomcumulative regretHurt
Use diagonal covariance approximation instead of the full covariance matrixNeuralUCB and NeuralTS · Shuttlecumulative regretNo clear effect
Use perturbed rewards for exploration rather than diagonal-approximation confidence bonusesNeural bandits · UCI classification datasetscumulative regretHelped
Use perturbed rewards for exploration rather than diagonal-approximation confidence bonusesNeural bandits · LastFMnormalized cumulative rewardHelped
Use perturbed rewards for exploration rather than diagonal-approximation confidence bonusesNeural bandits · Deliciousnormalized cumulative rewardMixed
Increase neural network width to 128, requiring diagonal covariance approximations for the baselinesNPR versus NeuralUCB and NeuralTS · Synthetic nonlinear reward functionscumulative regretHelped
Reveal all candidate arms rather than a subset each roundNeural bandit algorithms · Synthetic nonlinear reward functionscumulative regretHelped
Use scheduled lazy updatesFALCON+ · Synthetic nonlinear reward functionscumulative regretHurt

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