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Research map / Bandits and online learning / Contextual bandits and Thompson sampling

Offline Neural Contextual Bandits: Pessimism, Optimization and Generalization

ICLR 2022 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use NeuraLCB with pessimistic lower-confidence-bound decisions instead of the compared baselinesOffline contextual bandits · Synthetic and real-world OPL taskssub-optimalityHelped
Use a trainable neural representation instead of linear models or fixed neural featuresOffline contextual bandits · Synthetic datasetssub-optimalityHelped
Add pessimistic lower-confidence-bound decisions to the trained neural model (ablation)NeuraLCB versus NeuralGreedy · Real-world datasetssub-optimalityHelped
Use S-mode single-example updates instead of B-mode batch updates (ablation)NeuraLCB · Real-world datasetssub-optimalityHelped
Replace NeuraLCB with LinLCB, NeuralLinLCB, NeuralLinGreedy, or KernLCBOffline contextual bandits · Most synthetic and real-world taskssub-optimalityHurt
Use LinLCB or KernLCB instead of NeuraLCBOffline contextual bandits · Mushroomsub-optimalityNo clear effect
Use KernLCB instead of NeuraLCBOffline contextual bandits · Adultsub-optimalityMixed

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