Contextual Bandits with Continuous Actions: Smoothing, Zooming, and Adapting
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Abstract (arXiv)
We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions, while the other requires standard Lipschitz assumptions. Both bounds exhibit data-dependent "zooming" behavior and, with no tuning, yield improved guarantees for benign problems. We also study adapting to unknown smoothness parameters, establishing a price-of-adaptivity and deriving optimal adaptive algorithms that require no additional information.
Key facts. Cited by 42 papers in the map (data through 7 Oct 2026). First posted on arXiv 5 Feb 2019.
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Citing papers per year: 2021: 6; 2022: 4; 2023: 11; 2024: 12; 2025: 5; 2026: 4.
42 papers.
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- 2022Jump-Start Reinforcement Learningcited by 102
- 2022Off-Policy Evaluation for Large Action Spaces via Embeddingscited by 53
- 2024Feedback Efficient Online Fine-Tuning of Diffusion Modelscited by 52
- 2022Contextual Bandits with Large Action Spaces: Made Practicalcited by 32
- 2021Lipschitz Bandits with Batched Feedbackcited by 21
- 2022Contextual Bandits with Smooth Regret: Efficient Learning in Continuous Action Spacescited by 17
- 2024Logarithmic Smoothing for Pessimistic Off-Policy Evaluation, Selection and Learningcited by 16
- 2023Reliable Off-Policy Learning for Dosage Combinationscited by 15
- 2023Importance-Weighted Offline Learning Done Rightcited by 15
- 2023Oracle-Efficient Pessimism: Offline Policy Optimization in Contextual Banditscited by 14
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Banditscited by 10
- 2021A Map of Bandits for E-commercecited by 9
30 more
- 2023A Lipschitz Bandits Approach for Continuous Hyperparameter Optimizationcited by 9
- 2023Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricingcited by 8
- 2024Probabilities of Causation for Continuous and Vector Variablescited by 8
- 2024Contextual Bandits for Unbounded Context Distributionscited by 8
- 2021Universal and data-adaptive algorithms for model selection in linear contextual banditscited by 5
- 2024Information Capacity Regret Bounds for Bandits with Mediator Feedbackcited by 4
- 2024A Parametric Contextual Online Learning Theory of Brokeragecited by 4
- 2024Adaptive Smooth Non-Stationary Banditscited by 4
- 2021Optimal Regret Algorithm for Pseudo-1d Bandit Convex Optimizationcited by 3
- 2023Optimal Exploration is no harder than Thompson Samplingcited by 3
- 2024Batched Nonparametric Contextual Banditscited by 3
- 2024DISCO: An End-to-End Bandit Framework for Personalised Discount Allocationcited by 3
- 2025Multiplayer Information Asymmetric Bandits in Metric Spacescited by 3
- 2021Coarse-Grained Smoothness for RL in Metric Spacescited by 2
- 2023Infinite Action Contextual Bandits with Reusable Data Exhaustcited by 2
- 2024Batched Stochastic Bandit for Nondegenerate Functionscited by 2
- 2024A Complete Characterization of Learnability for Stochastic Noisy Banditscited by 2
- 2025Learning to Decide with Just Enough: Information-Theoretic Context Summarization for CMDPscited by 2
- 2026Taming the Monster Every Context: Complexity Measure and Unified Framework for Offline-Oracle Efficient Contextual Banditscited by 2
- 2024GuideLight: "Industrial Solution" Guidance for More Practical Traffic Signal Control Agentscited by 1
- 2025Lipschitz Bandits with Stochastic Delayed Feedbackcited by 1
- 2021An Analysis of Reinforcement Learning for Malaria Controlcited by 0
- 2023Efficient Learning for Selecting Top-m Context-Dependent Designscited by 0
- 2023From Random Search to Bandit Learning in Metric Measure Spacescited by 0
- 2023Learning to Relax: Setting Solver Parameters Across a Sequence of Linear System Instancescited by 0
- 2025Batched Bandits with Heavy-Tailed Rewardscited by 0
- 2025Contextual Dynamic Pricing with Heterogeneous Buyerscited by 0
- 2026RIE-Greedy: Regularization-Induced Exploration for Contextual Banditscited by 0
- 2026Instance-Adaptive Online Multicalibrationcited by 0
- 2026Nonparametric Contextual Pricing and Inventory Learning under Censored Demandcited by 0
- 2026Nonparametric Contextual Pricing and Inventory Learning under Censored Demand31 Aug 2026
- 2026Instance-Adaptive Online Multicalibration10 May 2026
- 2026RIE-Greedy: Regularization-Induced Exploration for Contextual Bandits11 Mar 2026
- 2026Taming the Monster Every Context: Complexity Measure and Unified Framework for Offline-Oracle Efficient Contextual Bandits10 Feb 2026
- 2025Contextual Dynamic Pricing with Heterogeneous Buyers10 Dec 2025
- 2025Batched Bandits with Heavy-Tailed Rewards4 Oct 2025
- 2025Learning to Decide with Just Enough: Information-Theoretic Context Summarization for CMDPs2 Oct 2025
- 2025Lipschitz Bandits with Stochastic Delayed Feedback30 Sep 2025
- 2025Multiplayer Information Asymmetric Bandits in Metric Spaces11 Mar 2025
- 2024A Complete Characterization of Learnability for Stochastic Noisy Bandits12 Oct 2024
- 2024Contextual Bandits for Unbounded Context Distributions19 Aug 2024
- 2024GuideLight: "Industrial Solution" Guidance for More Practical Traffic Signal Control Agents15 Jul 2024
30 more
- 2024Adaptive Smooth Non-Stationary Bandits11 Jul 2024
- 2024DISCO: An End-to-End Bandit Framework for Personalised Discount Allocation10 Jun 2024
- 2024Probabilities of Causation for Continuous and Vector Variables30 May 2024
- 2024Logarithmic Smoothing for Pessimistic Off-Policy Evaluation, Selection and Learning23 May 2024
- 2024A Parametric Contextual Online Learning Theory of Brokerage22 May 2024
- 2024Batched Stochastic Bandit for Nondegenerate Functions9 May 2024
- 2024Batched Nonparametric Contextual Bandits27 Feb 2024
- 2024Feedback Efficient Online Fine-Tuning of Diffusion Models26 Feb 2024
- 2024Information Capacity Regret Bounds for Bandits with Mediator Feedback15 Feb 2024
- 2023Optimal Exploration is no harder than Thompson Sampling9 Oct 2023
- 2023Learning to Relax: Setting Solver Parameters Across a Sequence of Linear System Instances3 Oct 2023
- 2023Importance-Weighted Offline Learning Done Right27 Sep 2023
- 2023Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricing14 Sep 2023
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Bandits11 Jul 2023
- 2023Oracle-Efficient Pessimism: Offline Policy Optimization in Contextual Bandits13 Jun 2023
- 2023Reliable Off-Policy Learning for Dosage Combinations31 May 2023
- 2023From Random Search to Bandit Learning in Metric Measure Spaces19 May 2023
- 2023Efficient Learning for Selecting Top-m Context-Dependent Designs6 May 2023
- 2023Infinite Action Contextual Bandits with Reusable Data Exhaust16 Feb 2023
- 2023A Lipschitz Bandits Approach for Continuous Hyperparameter Optimization3 Feb 2023
- 2022Contextual Bandits with Smooth Regret: Efficient Learning in Continuous Action Spaces12 Jul 2022
- 2022Contextual Bandits with Large Action Spaces: Made Practical12 Jul 2022
- 2022Jump-Start Reinforcement Learning5 Apr 2022
- 2022Off-Policy Evaluation for Large Action Spaces via Embeddings13 Feb 2022
- 2021Universal and data-adaptive algorithms for model selection in linear contextual bandits8 Nov 2021
- 2021Coarse-Grained Smoothness for RL in Metric Spaces23 Oct 2021
- 2021Lipschitz Bandits with Batched Feedback19 Oct 2021
- 2021An Analysis of Reinforcement Learning for Malaria Control19 Jul 2021
- 2021A Map of Bandits for E-commerce1 Jul 2021
- 2021Optimal Regret Algorithm for Pseudo-1d Bandit Convex Optimization15 Feb 2021
- 2024Feedback Efficient Online Fine-Tuning of Diffusion Modelscited by 52
- 2024Feedback Efficient Online Fine-Tuning of Diffusion Models26 Feb 2024
- 2022Jump-Start Reinforcement Learningcited by 102
- 2022Off-Policy Evaluation for Large Action Spaces via Embeddingscited by 53
- 2022Contextual Bandits with Large Action Spaces: Made Practicalcited by 32
- 2021Lipschitz Bandits with Batched Feedbackcited by 21
- 2022Contextual Bandits with Smooth Regret: Efficient Learning in Continuous Action Spacescited by 17
- 2024Logarithmic Smoothing for Pessimistic Off-Policy Evaluation, Selection and Learningcited by 16
- 2023Reliable Off-Policy Learning for Dosage Combinationscited by 15
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Banditscited by 10
- 2021A Map of Bandits for E-commercecited by 9
- 2023A Lipschitz Bandits Approach for Continuous Hyperparameter Optimizationcited by 9
- 2023Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricingcited by 8
- 2024Probabilities of Causation for Continuous and Vector Variablescited by 8
12 most cited of 38 All 38 (JSON)
- 2026Nonparametric Contextual Pricing and Inventory Learning under Censored Demand31 Aug 2026
- 2026Instance-Adaptive Online Multicalibration10 May 2026
- 2026Taming the Monster Every Context: Complexity Measure and Unified Framework for Offline-Oracle Efficient Contextual Bandits10 Feb 2026
- 2025Contextual Dynamic Pricing with Heterogeneous Buyers10 Dec 2025
- 2025Batched Bandits with Heavy-Tailed Rewards4 Oct 2025
- 2025Learning to Decide with Just Enough: Information-Theoretic Context Summarization for CMDPs2 Oct 2025
- 2025Lipschitz Bandits with Stochastic Delayed Feedback30 Sep 2025
- 2025Multiplayer Information Asymmetric Bandits in Metric Spaces11 Mar 2025
- 2024A Complete Characterization of Learnability for Stochastic Noisy Bandits12 Oct 2024
- 2024Contextual Bandits for Unbounded Context Distributions19 Aug 2024
- 2024GuideLight: "Industrial Solution" Guidance for More Practical Traffic Signal Control Agents15 Jul 2024
- 2024Adaptive Smooth Non-Stationary Bandits11 Jul 2024
12 newest of 38 All 38 (JSON)