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Context-lumpable stochastic bandits

NeurIPS 2023 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Exploit shared reward rows across unknown context groups rather than learn each context-action pair independentlyContext-lumpable bandits · PAC policy learningsample complexity: \widetilde O(SK/\varepsilon^2) -> \widetilde O(r(S+K)/\varepsilon^2)Helped
Exploit context lumpability using phased elimination and clusteringContext-lumpable bandits · Online regret minimizationcumulative regret: \widetilde O(\sqrt{SKT}) -> \widetilde O(\sqrt{r^3(S+K)T})Helped
Use the proposed PAC algorithm under the context-lumpability assumptionContext-lumpable bandits · PAC policy learningsample complexity: \widetilde O(r(S+K)/\varepsilon^2); \Omega(r(S+K)/\varepsilon^2)No clear effect
Use different data-collection lengths for accuracy levels and maintain good-action sets at each levelProposed online algorithm · Non-uniform block distributioncumulative regret: \widetilde O(\sqrt{r^3(S+K)T})Helped

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