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

Adapting to misspecification in contextual bandits with offline regression oracles

ICML 2021 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add a cumulative-reward dip test and revert to the historically safe policy when the test detects misspecificationFALCON+ · Stochastic contextual bandits with misspecificationcumulative regret: The regret overhead is bounded by \mathcal{O}(\sqrt{KB}\;T)Helped
Use an additional per-epoch average-reward safety test (ablation)Safe-FALCON · Non-linearly realizable two-arm exampleaverage per-epoch regretHelped

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