NeurIPS 2023poster5 citations

Practical Contextual Bandits with Feedback Graphs

Mengxiao Zhang, Yuheng Zhang, Olga Vrousgou, Haipeng Luo, Paul Mineiro

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.

Online learning with feedback graphsContextual BanditsPractical algorithms
BibTeX
@inproceedings{
zhang2023practical,
title={Practical Contextual Bandits with Feedback Graphs},
author={Mengxiao Zhang and Yuheng Zhang and Olga Vrousgou and Haipeng Luo and Paul Mineiro},
booktitle={Thirty-seventh Conference on Neural Information Processing Systems},
year={2023},
url={https://openreview.net/forum?id=l6pYRbuHpO}
}
Practical Contextual Bandits with Feedback Graphs · NeurIPS 2023