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Infrequent Exploration in Linear Bandits

NeurIPS 2025 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Thompson sampling analysis · 0 citations (OpenAlex)

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Proposes INFEX, a linear bandit framework that runs a base fully-adaptive policy (LinUCB or LinTS) only on a predetermined schedule and acts greedily otherwise, proving polylogarithmic instance-dependent regret when exploration count grows faster than log t.

Problem

Linear bandits with fixed arm features: fully adaptive exploration (UCB, TS) explores every step, which is costly or unsafe, while greedy policies incur linear regret without contextual diversity. The question is how infrequent exploration affects regret.

Approach

Interleave a scheduled base exploratory algorithm with ridge-greedy actions; show that if the number of exploratory steps is omega(log t), the regret matches the base algorithm's instance-dependent order, via the argument that optimal-arm selection frequency makes greedy estimation of x* accurate. A matching lower bound shows omega(log t) is necessary for predetermined schedules.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use INFEX with LinTS exploration every 5, 20, or 100 steps instead of fully adaptive LinTSLinTS · Linear bandit simulations (d=10, T=10000; K=10, 100, 1000)cumulative regretHelped
Use INFEX with LinUCB exploration every 5 steps instead of fully adaptive LinUCBLinUCB · Linear bandit simulations (d=10, T=10000; K=10, 100, 1000)cumulative regretHelped
Use INFEX with LinTS exploration every 5, 20, or 100 stepsLinTS · Linear bandit simulations (d=10, T=10000; K=10, 100, 1000)computation timeHelped
Use INFEX with LinUCB exploration every 5, 20, or 100 stepsLinUCB · Linear bandit simulations (d=10, T=10000; K=10, 100, 1000)computation timeHelped
Reduce predetermined exploration below the ω(log t) frequency thresholdINFEX · Linear banditsexpected cumulative regret: T^{1 - ε}Hurt

Surprising findings

Limitations

Experimental setup

Benchmarks: synthetic linear bandit instances (d=10, T=10000, K in {10,100,1000})

Metrics: cumulative regret computation time

Baselines: LinUCB LinTS greedy OLSBandit epsilon-greedy

Builds on: LinUCB LinTS OFUL OLSBandit

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