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

Safety-Aware Algorithms for Adversarial Contextual Bandit

ICML 2017 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 35 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add sequential risk constraint (Lagrangian dual update) to EXP4EXP4.R vs EXP4 · Simulated robotics reactive controlaverage risk constraint satisfactionHelped
Add risk constraint (EXP4.R) vs unconstrained EXP4average cost · Simulated robotics reactive controlcost decrease rateHurt
Lower risk threshold betaEXP4.R · Simulated robotics reactive controlaverage cost decrease rateHurt
Trade-off parameter epsilon in EXP4.P.R (lower epsilon)EXP4.P.R regret vs risk violation · Theory (high probability bounds)regret bound and risk violation boundMixed

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