Causal Bandits with Unknown Graph Structure

Yangyi Lu, Amirhossein Meisami, Ambuj Tewari

Keywords: bandit, causal bandit, causality

Abstract: In causal bandit problems the action set consists of interventions on variables of a causal graph. Several researchers have recently studied such bandit problems and pointed out their practical applications. However, all existing works rely on a restrictive and impractical assumption that the learner is given full knowledge of the causal graph structure upfront. In this paper, we develop novel causal bandit algorithms without knowing the causal graph. Our algorithms work well for causal trees, causal forests and a general class of causal graphs. The regret guarantees of our algorithms greatly improve upon those of standard multi-armed bandit (MAB) algorithms under mild conditions. Lastly, we prove our mild conditions are necessary: without them one cannot do better than standard MAB algorithms.

Code Of Conduct: I certify that all co-authors of this work have read and commit to adhering to the NeurIPS Statement on Ethics, Fairness, Inclusivity, and Code of Conduct.