Semiparametric Contextual Bandits
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Abstract (arXiv)
This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear action-independent term. We design new algorithms that achieve tildeO(d√T) regret over T rounds, when the linear function is d-dimensional, which matches the best known bounds for the simpler unconfounded case and improves on a recent result of Greenewald et al. (2017). Via an empirical evaluation, we show that our algorithms outperform prior approaches when there are non-linear confounding effects on the rewards. Technically, our algorithms use a new reward estimator inspired by doubly-robust approaches and our proofs require new concentration inequalities for self-normalized martingales.
Key facts. Cited by 19 papers in the map (data through 13 Oct 2026). First posted on arXiv 12 Mar 2018.
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Citing papers per year: 2019: 1; 2020: 0; 2021: 2; 2022: 5; 2023: 8; 2024: 0; 2025: 1; 2026: 2.
19 papers.
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- 2021Bias-Robust Bayesian Optimization via Dueling Banditscited by 11
- 2022A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Banditscited by 11
- 2019Contextual Multi-armed Bandit Algorithm for Semiparametric Reward Modelcited by 10
- 2021Model Selection for Generic Contextual Banditscited by 7
- 2023Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Riskcited by 7
- 2022Reinforcement Learning in Modern Biostatistics: Constructing Optimal Adaptive Interventionscited by 6
- 2023RoME: A Robust Mixed-Effects Bandit Algorithm for Optimizing Mobile Health Interventionscited by 5
- 2022Semi-Parametric Contextual Bandits with Graph-Laplacian Regularizationcited by 4
- 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observationscited by 2
- 2022Flexible and Efficient Contextual Bandits with Heterogeneous Treatment Effect Oraclescited by 1
- 2023GBOSE: Generalized Bandit Orthogonalized Semiparametric Estimationcited by 1
- 2023Active and Passive Causal Inference Learningcited by 1
7 more
- 2025Experimental Design for Semiparametric Banditscited by 1
- 2022Statistical Estimation of Confounded Linear MDPs: An Instrumental Variable Approachcited by 0
- 2023Selective Uncertainty Propagation in Offline RLcited by 0
- 2023Ranking with Popularity Bias: User Welfare under Self-Amplification Dynamicscited by 0
- 2023Zero-Inflated Banditscited by 0
- 2026Nearly Optimal Best Arm Identification for Semiparametric Banditscited by 0
- 2026Odds-Ratio Thompson Sampling: A Specification and Design Guide for Contrast-Based Multi-Armed Banditscited by 0
- 2026Odds-Ratio Thompson Sampling: A Specification and Design Guide for Contrast-Based Multi-Armed Bandits17 Sep 2026
- 2026Nearly Optimal Best Arm Identification for Semiparametric Bandits5 Apr 2026
- 2025Experimental Design for Semiparametric Bandits16 Jun 2025
- 2023Zero-Inflated Bandits25 Dec 2023
- 2023RoME: A Robust Mixed-Effects Bandit Algorithm for Optimizing Mobile Health Interventions11 Dec 2023
- 2023Active and Passive Causal Inference Learning18 Aug 2023
- 2023Ranking with Popularity Bias: User Welfare under Self-Amplification Dynamics24 May 2023
- 2023Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk10 Apr 2023
- 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observations20 Mar 2023
- 2023Selective Uncertainty Propagation in Offline RL1 Feb 2023
- 2023GBOSE: Generalized Bandit Orthogonalized Semiparametric Estimation20 Jan 2023
- 2022Statistical Estimation of Confounded Linear MDPs: An Instrumental Variable Approach12 Sep 2022
7 more
- 2022Semi-Parametric Contextual Bandits with Graph-Laplacian Regularization17 May 2022
- 2022Flexible and Efficient Contextual Bandits with Heterogeneous Treatment Effect Oracles30 Mar 2022
- 2022Reinforcement Learning in Modern Biostatistics: Constructing Optimal Adaptive Interventions4 Mar 2022
- 2022A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Bandits3 Feb 2022
- 2021Model Selection for Generic Contextual Bandits7 Jul 2021
- 2021Bias-Robust Bayesian Optimization via Dueling Bandits25 May 2021
- 2019Contextual Multi-armed Bandit Algorithm for Semiparametric Reward Model31 Jan 2019
- 2023Selective Uncertainty Propagation in Offline RLcited by 0
- 2023Selective Uncertainty Propagation in Offline RL1 Feb 2023
- 2021Bias-Robust Bayesian Optimization via Dueling Banditscited by 11
- 2022A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Banditscited by 11
- 2021Model Selection for Generic Contextual Banditscited by 7
- 2023Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Riskcited by 7
- 2022Reinforcement Learning in Modern Biostatistics: Constructing Optimal Adaptive Interventionscited by 6
- 2023RoME: A Robust Mixed-Effects Bandit Algorithm for Optimizing Mobile Health Interventionscited by 5
- 2022Semi-Parametric Contextual Bandits with Graph-Laplacian Regularizationcited by 4
- 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observationscited by 2
- 2023GBOSE: Generalized Bandit Orthogonalized Semiparametric Estimationcited by 1
- 2023Active and Passive Causal Inference Learningcited by 1
- 2025Experimental Design for Semiparametric Banditscited by 1
- 2022Statistical Estimation of Confounded Linear MDPs: An Instrumental Variable Approachcited by 0
12 most cited of 16 All 16 (JSON)
- 2026Odds-Ratio Thompson Sampling: A Specification and Design Guide for Contrast-Based Multi-Armed Bandits17 Sep 2026
- 2026Nearly Optimal Best Arm Identification for Semiparametric Bandits5 Apr 2026
- 2025Experimental Design for Semiparametric Bandits16 Jun 2025
- 2023Zero-Inflated Bandits25 Dec 2023
- 2023RoME: A Robust Mixed-Effects Bandit Algorithm for Optimizing Mobile Health Interventions11 Dec 2023
- 2023Active and Passive Causal Inference Learning18 Aug 2023
- 2023Ranking with Popularity Bias: User Welfare under Self-Amplification Dynamics24 May 2023
- 2023Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk10 Apr 2023
- 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observations20 Mar 2023
- 2023GBOSE: Generalized Bandit Orthogonalized Semiparametric Estimation20 Jan 2023
- 2022Statistical Estimation of Confounded Linear MDPs: An Instrumental Variable Approach12 Sep 2022
- 2022Semi-Parametric Contextual Bandits with Graph-Laplacian Regularization17 May 2022
12 newest of 16 All 16 (JSON)