Fast Best-in-Class Regret for Contextual Bandits

arXiv:2510.15483 · stat.ML, cs.LG · Submitted 2026-08-19 · Read on arXiv

Samuel Girard, Aurelien Bibaut, Arthur Gretton, Nathan Kallus, Houssam Zenati

stat.ML, cs.LG

Submitted: 2026-08-19

Updated: 2026-08-20

Terminology

• Regret — 36× in this paper · explained in 3 episodes
• Contextual Bandits — 21× in this paper · explained in 3 episodes
• Conference on Learning Theory — 4× in this paper
• Generalization — 4× in this paper · explained in 13 episodes
• In International Conference on Machine Learning — 4× in this paper
• Verification — 4× in this paper · explained in 2 episodes
• In Advances in Neural Information Processing Systems — 3× in this paper
• Action Space — 2× in this paper · explained in 1 episode
• Robustness — 2× in this paper · explained in 5 episodes
• Abstraction — 1× in this paper · explained in 1 episode
• Accuracy — 1× in this paper · explained in 1 episode
• Adaptive Sampling — 1× in this paper · explained in 1 episode
• Aggregation — 1× in this paper · explained in 1 episode
• Core — 1× in this paper · explained in 2 episodes
• Hilbert Space — 1× in this paper · explained in 2 episodes
• Loss Function — 1× in this paper · explained in 2 episodes
• Minimax Regret — 1× in this paper · explained in 2 episodes
• Model-Agnostic — 1× in this paper · explained in 2 episodes
• Personalization — 1× in this paper · explained in 2 episodes
• Reinforcement Learning — 1× in this paper · explained in 4 episodes
• Sparsity — 1× in this paper · explained in 4 episodes

Sources

• Efficient Optimal Learning for Contextual Bandits
• Instance-Dependent Complexity of Contextual Bandits and Reinforcement Learning: A Disagreement-Based Perspective
• Sequential Off-Policy Learning with Logarithmic Smoothing
• Policy learning "without" overlap: Pessimism and generalized empirical Bernstein's inequality
• Second Order Bounds for Contextual Bandits with Function Approximation
• Estimating means of bounded random variables by betting
• Policy Learning with Adaptively Collected Data

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