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Efficient First-Order Contextual Bandits: Prediction, Allocation, and Triangular Discrimination

NeurIPS 2021 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Practical contextual bandit extensions · 8 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the logarithmic-loss oracle instead of the square-loss oracle (ablation)SquareCB · Contextual bandit bake-off, multiclass datasetsprogressive validation lossHelped
Use reweighted inverse gap weighting instead of original inverse gap weighting (ablation)SquareCB with logistic-loss oracle · Contextual bandit bake-off, per-dataset hyperparameter tuningprogressive validation loss: 14/17Mixed
Use reweighted inverse gap weighting instead of original inverse gap weighting (ablation)SquareCB with logistic-loss oracle · Contextual bandit bake-off, datasets with small optimal lossprogressive validation loss: 14/17; L^{\star}\leq{}0.2Helped
Use reweighted inverse gap weighting instead of original inverse gap weighting (ablation)SquareCB with logistic-loss oracle · Contextual bandit bake-off, datasets where optimal loss is not smallprogressive validation lossHurt
Replace least-squares regression with logarithmic-loss regressionPlug-in cost-sensitive classifier · Realizable cost-sensitive classificationexcess risk: 16\sqrt{\frac{L^{\star} \cdot A{}\rbr{\log|\Fcal| + \log(A{}/\delta)}}{n}} + 68\frac{A{}\rbr{\log |\Fcal| + \log(A{}/\deHelped
Use least-squares regression for plug-in classification (ablation)Plug-in cost-sensitive classifier · Realizable cost-sensitive classificationexcess risk: L^{\star}\leq \tfrac{2^{7}}{n}; L(\pihatls) - L^{\star} \geq{}2^{-5}\sqrt{\frac{1}{n}}Hurt

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