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Geometry Meets Incentives: Sample-Efficient Incentivized Exploration with Linear Contexts

NeurIPS 2025 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Practical contextual bandit extensions · 0 citations (OpenAlex)

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Gives a Bayesian incentive-compatible (BIC) exploration algorithm for linear bandits on the unit ball that achieves lambda-spectral exploration with polynomial sample complexity, removing the exponential barrier for initial exploration.

Problem

Incentivized exploration in linear bandits with high-dimensional contexts: prior work needs exponential samples for BIC initial exploration of the action set, preventing efficient incentive-compatible learning.

Approach

Exploits the smoothness/curvature of the unit-ball action set: conditioning on noisy sign signals of the prior mean in a direction increases the conditional mean in that direction multiplicatively (exponential growth), so BIC actions can bootstrap weak initial signals to constant strength, with an eigenvalue-growth lemma ensuring termination in poly(d) steps.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the Euclidean unit ball as the action set under the stated prior assumptionsBIC exploration in linear bandits · Linear bandit, Euclidean unit ballsample complexity: e^{\Omega(d)} time -> O\left(\log\left(\frac{1}{\cvar \epsilon_d c_d}\right)\left(\frac{d^5}{ \lambda^4\cvar^2} + \frac{Helped
Use the proposed algorithm to achieve λ-spectral exploration under Assumption [ref]BIC Exploration · Linear bandit, Euclidean unit ballsample complexityHelped

Surprising findings

Limitations

Experimental setup

Metrics: sample complexity lambda-spectral exploration

Baselines: Hu et al. (2022) linear incentivized exploration Thompson sampling

Builds on: Thompson sampling incentivized exploration with exponential exploration (Mansour et al.) Bayesian persuasion

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