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

Practical Contextual Bandits with Regression Oracles

ICML 2018 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 45 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use RegCB instead of ε-GreedyContextual bandit learning · Unmodified UCI datasetsvalidation rewardHelped
Use RegCB instead of ILTCBContextual bandit learning · Unmodified UCI datasetsvalidation rewardHelped
Use RegCB instead of ε-Greedy or ILTCBContextual bandit learning with GB5 oracle · All datasetsnormalized relative lossHelped
Use Bootstrap instead of RegCBContextual bandit learning with GB5 oracle · Some datasetsvalidation rewardMixed
Use RegCB instead of BootstrapContextual bandit learning with linear oracle · All datasetsnormalized relative lossHelped
Use the elimination variant instead of the optimistic variantRegCB · All datasets, aggregate performancenormalized relative lossHelped
Use a fixed ensemble structure within each epochRegCB with GB5 oracle · All datasetsvalidation rewardHurt
Use the optimistic RegCB variantRegCB · letterconfidence-width decay slope: -0.34Helped
Use the optimistic RegCB variantRegCB · letter-noiseconfidence-width decay slope: -0.51Helped
Use the optimistic RegCB variantRegCB · yahooconfidence-width decay slope: -0.52Helped
Use Bootstrap instead of RegCBContextual bandit learning · letterconfidence-width decay slope: -0.05No clear effect

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