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BISTRO: An Efficient Relaxation-Based Method for Contextual Bandits

ICML 2016 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 69 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use BISTRO with random playout of future contexts and relaxation-based action selectioncontextual bandits with i.i.d. contexts and arbitrary rewards · Hybrid i.i.d.-adversarial contextual banditsexpected regret: 2\sqrt{2d \cdot n \cdot \mathbb{E}\mathfrak{R}(\mathcal{F};x_{1:n})}Helped
replace exact ERM values with δ-approximate valuesBISTRO · Hybrid i.i.d.-adversarial contextual banditsadditional regret: O(n\delta)Hurt
use a computationally easier superset relaxation for ERMBISTRO · Contextual bandits with optimization-based ERM relaxationsregret bound: O(\sqrt{\mrm{gap}})Hurt
replace the factor 2 on random signs with a smaller value or zero (ablation)BISTRO · Experiments (setting not specified)performanceHelped
use BISTRO’s relaxation-based method with a full-information relaxationadversarial contextual bandits · Adversarial contextual banditslearnabilityHelped

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