Research map / Bandits and online learning / Contextual bandits and Thompson sampling
Efficient First-Order Contextual Bandits: Prediction, Allocation, and Triangular Discrimination
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the logarithmic-loss oracle instead of the square-loss oracle (ablation) | SquareCB · Contextual bandit bake-off, multiclass datasets | progressive validation loss | Helped |
| Use reweighted inverse gap weighting instead of original inverse gap weighting (ablation) | SquareCB with logistic-loss oracle · Contextual bandit bake-off, per-dataset hyperparameter tuning | progressive validation loss: 14/17 | Mixed |
| 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 loss | progressive validation loss: 14/17; L^{\star}\leq{}0.2 | Helped |
| 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 small | progressive validation loss | Hurt |
| Replace least-squares regression with logarithmic-loss regression | Plug-in cost-sensitive classifier · Realizable cost-sensitive classification | excess risk: 16\sqrt{\frac{L^{\star} \cdot A{}\rbr{\log|\Fcal| + \log(A{}/\delta)}}{n}} + 68\frac{A{}\rbr{\log |\Fcal| + \log(A{}/\de | Helped |
| Use least-squares regression for plug-in classification (ablation) | Plug-in cost-sensitive classifier · Realizable cost-sensitive classification | excess risk: L^{\star}\leq \tfrac{2^{7}}{n}; L(\pihatls) - L^{\star} \geq{}2^{-5}\sqrt{\frac{1}{n}} | Hurt |
Closest papers by meaning
- Beyond UCB: Optimal and Efficient Contextual Bandits with Regression Oracles (ICML 2020 · similarity 0.92)
- High Probability Bound for Cross-Learning Contextual Bandits with Unknown Context Distributions (ICML 2025 · similarity 0.90)
- Efficient Contextual Bandits with Uninformed Feedback Graphs (ICML 2024 · similarity 0.90)
- Causal Bandits: The Pareto Optimal Frontier of Adaptivity, a Reduction to Linear Bandits, and Limitations around Unknown Marginals (ICML 2024 · similarity 0.90)
- Regret Bounds for Adversarial Contextual Bandits with General Function Approximation and Delayed Feedback (NeurIPS 2025 · similarity 0.90)
- Sequential Probability Assignment with Contexts: Minimax Regret, Contextual Shtarkov Sums, and Contextual Normalized Maximum Likelihood (NeurIPS 2024 · similarity 0.90)
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