Practical Contextual Bandits with Feedback Graphs

Published: 21 Sept 2023, Last Modified: 02 Nov 2023NeurIPS 2023 posterEveryoneRevisionsBibTeX
Keywords: Online learning with feedback graphs, Contextual Bandits, Practical algorithms
Abstract: While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit regimes, provides a promising framework to mitigate the statistical complexity of learning. In this paper, we propose and analyze an approach to contextual bandits with feedback graphs based upon reduction to regression. The resulting algorithms are computationally practical and achieve established minimax rates, thereby reducing the statistical complexity in real-world applications.
Supplementary Material: zip
Submission Number: 3838
Loading