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A One-Size-Fits-All Solution to Conservative Bandit Problems

AAAI 2021 · Bandits and online learning › Multi-armed bandits · approach: Optimal stochastic bandit algorithms · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GenCB's sample-path safety check based on received cumulative reward instead of a lower confidence boundConservative bandit algorithms · CMAB, CLB, CCCBconservative regretHelped
Apply GenCB with UCB and enforce the sample-path reward constraintCMAB · CMABconservative regretHelped
Apply GenCB with LinUCB and enforce the sample-path reward constraintCLB · CLBconservative regretHelped
Apply GenCB with C2UCB and enforce the sample-path reward constraintCCCB · CCCBconservative regretHelped
Add a mean-variance constraint and use upper confidence bounds for mean-variance arm selectionMV-CUCB · MV-CBPcumulative conservative regretHelped
Enforce conservative explorationStandard bandit algorithms · CMAB, CLB, CCCBexploration-phase reward relative to baselineHelped

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