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Geometry Meets Incentives: Sample-Efficient Incentivized Exploration with Linear Contexts
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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
- Algorithm achieves lambda-spectral exploration with sample complexity bar-lambda (d/(sigma+c_d))^{O(1)} log(1/epsilon_d), polynomial in dimension and logarithmic in epsilon_d.
- Any r-regular uniform prior on a convex body satisfies the assumptions with epsilon_d=(r/3)^d, so the exponential barrier disappears for the unit ball.
- Combining with Thompson sampling gives an end-to-end epsilon-BIC algorithm with Bayesian regret poly(d,1/r,1/epsilon)+O~(d sqrt(T)).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the Euclidean unit ball as the action set under the stated prior assumptions | BIC exploration in linear bandits · Linear bandit, Euclidean unit ball | sample 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 ball | sample complexity | Helped |
Surprising findings
- Exponentially small probability of exploring a direction (epsilon_d = (r/3)^d) does not force exponential sample complexity thanks to the curvature of the unit ball.
Limitations
- Analysis specific to unit ball; extension to other smooth bodies left open
- Requires log-concave or non-degeneracy assumptions on prior; no experiments
- End-to-end guarantee is only epsilon-BIC for r-regular priors
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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