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Contextual Bandits with Smooth Regret: Efficient Learning in Continuous Action Spaces

ICML 2022 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use SmoothIGW with CORRAL instead of empMOSS++New Yorker Cartoon Caption Contest bandit · New Yorker Cartoon Caption ContestregretNo clear effect
use SmoothIGW and a linear argmin predictor instead of CATScontinuous-action contextual bandits · Cpuaverage progressive loss (×1000): [55, 57] vs [40.6, 40.7]Helped
use SmoothIGW and a linear argmin predictor instead of CATScontinuous-action contextual bandits · Friaverage progressive loss (×1000): [183, 187] vs [161, 163]Helped
use SmoothIGW and a linear argmin predictor instead of CATScontinuous-action contextual bandits · Priceaverage progressive loss (×1000): [108, 110] vs [70.2, 70.5]Helped
use SmoothIGW and a linear argmin predictor instead of CATScontinuous-action contextual bandits · Wisaverage progressive loss (×1000): [172, 174] vs [138, 139]Helped
use SmoothIGW and a linear argmin predictor instead of CATScontinuous-action contextual bandits · Zuraverage progressive loss (×1000): [24, 26] vs [24.3, 24.4]Mixed
replace the linear argmin predictor with a random-Fourier-feature predictor (ablation)Ours (Linear) · Cpuaverage progressive loss (×1000): [40.6, 40.7] -> [38.6, 38.7]Helped
replace the linear argmin predictor with a random-Fourier-feature predictor (ablation)Ours (Linear) · Friaverage progressive loss (×1000): [161, 163] -> [156, 157]Helped
replace the linear argmin predictor with a random-Fourier-feature predictor (ablation)Ours (Linear) · Priceaverage progressive loss (×1000): [70.2, 70.5] -> [66.1, 66.3]Helped
replace the linear argmin predictor with a random-Fourier-feature predictor (ablation)Ours (Linear) · Wisaverage progressive loss (×1000): [138, 139] -> [136.2, 136.6]Helped
replace the linear argmin predictor with a random-Fourier-feature predictor (ablation)Ours (Linear) · Zuraverage progressive loss (×1000): [24.3, 24.4] -> [25.4, 25.5]Hurt

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