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Demystifying Online Clustering of Bandits: Enhanced Exploration Under Stochastic and Smoothed Adversarial Contexts

ICLR 2025 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 0 citations (OpenAlex)

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Proposes UniCLUB/PhaseUniCLUB and set-based UniSCLUB that add uniform exploration to clustering of bandits to remove restrictive context-diversity assumptions, plus a smoothed adversarial context setting with SACLUB/SASCLUB.

Problem

Online clustering of bandits relies on UCB-based cluster inference, which lacks exploration and needs strong context-diversity assumptions (i.i.d. contexts, bounded variance) that are impractical and hurt performance.

Approach

Add an explicit uniform-exploration phase (or phase-based doubling exploration) to CLUB/SCLUB-style graph clustering so the design matrices become well-conditioned, removing the variance assumption; and introduce a smoothed adversarial context setting where adversarial arm means are perturbed by truncated Gaussian noise so explicit exploration is unnecessary.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add uniform exploration to CLUBCLUB · Stochastic contexts; synthetic, MovieLens-25M, Last.fm, and Yelpcumulative regretHelped
Add uniform exploration to SCLUBSCLUB · Stochastic contexts; synthetic, MovieLens-25M, Last.fm, and Yelpcumulative regretHelped
Use user clustering instead of a single shared or separate per-user preference vectorLinUCB-One and LinUCB-Ind · Stochastic contexts; synthetic, MovieLens-25M, Last.fm, and Yelpcumulative regretHelped
Add uniform exploration and assume known cluster gapCLUB · Stochastic contextsregret incurred by clustering (bound): $\widetilde{O}\ab(u\ab(\frac{d}{\gamma^2\lambda_x} + \frac{1}{\lambda_x^2}))$ -> $\widetilde{O}\ab(\frac{ud}{\gamma^2\laHelped

Surprising findings

Limitations

Experimental setup

Datasets: MovieLens-25M Last.fm Yelp

Benchmarks: MovieLens-25M Last.fm Yelp synthetic

Metrics: cumulative regret

Baselines: LinUCB-One LinUCB-Ind CLUB SCLUB GOB.Lin GraphUCB

Builds on: CLUB SCLUB LinUCB

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