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On Stochastic Contextual Bandits with Knapsacks in Small Budget Regime

ICLR 2025 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits

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Studies stochastic contextual bandits with knapsacks (CBwK) in the small budget regime (B = Omega(sqrt(T))) and proposes algorithms for this setting.

Problem

Stochastic contextual bandits with knapsack constraints, where a learner must maximize cumulative reward over T rounds under a budget B, with focus on the small budget regime B = Omega(sqrt(T)).

Approach

Studies CBwK specifically in the small budget regime where the budget scales as Omega(sqrt(T)), rather than the large budget regime commonly assumed; the abstract is truncated so the specific algorithmic contribution is not stated.

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