Latent Bandits Revisited
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Abstract (arXiv)
A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally. This setting is a natural midpoint between online and offline learning---complex models can be learned offline with the agent identifying latent state online---of practical relevance in, say, recommender systems. In this work, we propose general algorithms for this setting, based on both upper confidence bounds (UCBs) and Thompson sampling. Our methods are contextual and aware of model uncertainty and misspecification. We provide a unified theoretical analysis of our algorithms, which have lower regret than classic bandit policies when the number of latent states is smaller than actions. A comprehensive empirical study showcases the advantages of our approach.
Key facts. Cited by 43 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Jun 2020.
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Citing papers per year: 2021: 12; 2022: 5; 2023: 10; 2024: 8; 2025: 6; 2026: 2.
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- 2021Feel-Good Thompson Sampling for Contextual Bandits and Reinforcement Learningcited by 65
- 2021Meta-Thompson Samplingcited by 62
- 2021Hierarchical Bayesian Banditscited by 33
- 2021No Regrets for Learning the Prior in Banditscited by 29
- 2021Metadata-based Multi-Task Bandits with Bayesian Hierarchical Modelscited by 24
- 2022Deep Hierarchy in Banditscited by 18
- 2021Thompson Sampling with a Mixture Priorcited by 15
- 2022Learning Mixtures of Linear Dynamical Systemscited by 15
- 2022Mixed-Effect Thompson Samplingcited by 14
- 2021Achieving the Pareto Frontier of Regret Minimization and Best Arm Identification in Multi-Armed Banditscited by 13
- 2023Scalable Neural Contextual Bandit for Recommender Systemscited by 12
- 2023Optimal Algorithms for Latent Bandits with Cluster Structurecited by 11
31 more
- 2021Analysis of Thompson Sampling for Partially Observable Contextual Multi-Armed Banditscited by 10
- 2024Pretraining Decision Transformers with Reward Prediction for In-Context Multi-task Structured Bandit Learningcited by 10
- 2021Interaction-Grounded Learningcited by 9
- 2022Non-stationary Bandits and Meta-Learning with a Small Set of Optimal Armscited by 8
- 2021Combining Online Learning and Offline Learning for Contextual Bandits with Deficient Supportcited by 7
- 2023Thompson Sampling with Diffusion Generative Priorcited by 7
- 2024Meta Clustering of Neural Banditscited by 7
- 2021Thompson Sampling for Bandits with Clustered Armscited by 6
- 2021Feature and Parameter Selection in Stochastic Linear Banditscited by 5
- 2023Exploiting Causal Graph Priors with Posterior Sampling for Reinforcement Learningcited by 5
- 2024Diffusion Models Meet Contextual Banditscited by 5
- 2024Partially Observable Contextual Bandits with Linear Payoffscited by 5
- 2023Online learning in bandits with predicted contextcited by 4
- 2024Prior-Dependent Allocations for Bayesian Fixed-Budget Best-Arm Identification in Structured Banditscited by 4
- 2025Transfer Learning in Latent Contextual Bandits with Covariate Shift Through Causal Transportabilitycited by 4
- 2023Context-lumpable stochastic banditscited by 3
- 2022Information-Gathering in Latent Banditscited by 2
- 2024Efficient Learning of POMDPs with Known Observation Model in Average-Reward Settingcited by 1
- 2024Competing Bandits in Decentralized Contextual Matching Marketscited by 1
- 2025A Classification View on Meta Learning Banditscited by 1
- 2025Revisiting Clustering of Neural Bandits: Selective Reinitialization for Mitigating Loss of Plasticitycited by 1
- 2023Adversarial Online Collaborative Filteringcited by 0
- 2023Stochastic Contextual Bandits with Graph-based Contextscited by 0
- 2023High Accuracy and Low Regret for User-Cold-Start Using Latent Banditscited by 0
- 2023Finite-Time Logarithmic Bayes Regret Upper Boundscited by 0
- 2024Identifiable Latent Bandits: Leveraging observational data for personalized decision-makingcited by 0
- 2025Leveraging priors on distribution functions for multi-arm banditscited by 0
- 2025Representative Action Selection for Large Action Space Bandit Familiescited by 0
- 2025Latent Preference Banditscited by 0
- 2026Latent Order Banditscited by 0
- 2026CUPID in the Model Zoo: Online Matchmaking for Selecting Your Dream LLMcited by 0
- 2026CUPID in the Model Zoo: Online Matchmaking for Selecting Your Dream LLM30 May 2026
- 2026Latent Order Bandits8 May 2026
- 2025Latent Preference Bandits7 Aug 2025
- 2025Revisiting Clustering of Neural Bandits: Selective Reinitialization for Mitigating Loss of Plasticity14 Jun 2025
- 2025Representative Action Selection for Large Action Space Bandit Families23 May 2025
- 2025A Classification View on Meta Learning Bandits6 Apr 2025
- 2025Leveraging priors on distribution functions for multi-arm bandits6 Mar 2025
- 2025Transfer Learning in Latent Contextual Bandits with Covariate Shift Through Causal Transportability27 Feb 2025
- 2024Competing Bandits in Decentralized Contextual Matching Markets18 Nov 2024
- 2024Efficient Learning of POMDPs with Known Observation Model in Average-Reward Setting2 Oct 2024
- 2024Partially Observable Contextual Bandits with Linear Payoffs17 Sep 2024
- 2024Meta Clustering of Neural Bandits10 Aug 2024
31 more
- 2024Identifiable Latent Bandits: Leveraging observational data for personalized decision-making23 Jul 2024
- 2024Pretraining Decision Transformers with Reward Prediction for In-Context Multi-task Structured Bandit Learning7 Jun 2024
- 2024Diffusion Models Meet Contextual Bandits15 Feb 2024
- 2024Prior-Dependent Allocations for Bayesian Fixed-Budget Best-Arm Identification in Structured Bandits8 Feb 2024
- 2023Exploiting Causal Graph Priors with Posterior Sampling for Reinforcement Learning11 Oct 2023
- 2023Online learning in bandits with predicted context26 Jul 2023
- 2023Scalable Neural Contextual Bandit for Recommender Systems26 Jun 2023
- 2023Context-lumpable stochastic bandits22 Jun 2023
- 2023Finite-Time Logarithmic Bayes Regret Upper Bounds15 Jun 2023
- 2023High Accuracy and Low Regret for User-Cold-Start Using Latent Bandits12 May 2023
- 2023Stochastic Contextual Bandits with Graph-based Contexts2 May 2023
- 2023Adversarial Online Collaborative Filtering11 Feb 2023
- 2023Optimal Algorithms for Latent Bandits with Cluster Structure17 Jan 2023
- 2023Thompson Sampling with Diffusion Generative Prior12 Jan 2023
- 2022Information-Gathering in Latent Bandits8 Jul 2022
- 2022Mixed-Effect Thompson Sampling30 May 2022
- 2022Non-stationary Bandits and Meta-Learning with a Small Set of Optimal Arms25 Feb 2022
- 2022Deep Hierarchy in Bandits3 Feb 2022
- 2022Learning Mixtures of Linear Dynamical Systems26 Jan 2022
- 2021Hierarchical Bayesian Bandits12 Nov 2021
- 2021Analysis of Thompson Sampling for Partially Observable Contextual Multi-Armed Bandits23 Oct 2021
- 2021Achieving the Pareto Frontier of Regret Minimization and Best Arm Identification in Multi-Armed Bandits16 Oct 2021
- 2021Feel-Good Thompson Sampling for Contextual Bandits and Reinforcement Learning2 Oct 2021
- 2021Thompson Sampling for Bandits with Clustered Arms6 Sep 2021
- 2021Metadata-based Multi-Task Bandits with Bayesian Hierarchical Models13 Aug 2021
- 2021Combining Online Learning and Offline Learning for Contextual Bandits with Deficient Support24 Jul 2021
- 2021No Regrets for Learning the Prior in Bandits13 Jul 2021
- 2021Thompson Sampling with a Mixture Prior10 Jun 2021
- 2021Feature and Parameter Selection in Stochastic Linear Bandits9 Jun 2021
- 2021Interaction-Grounded Learning9 Jun 2021
- 2021Meta-Thompson Sampling11 Feb 2021
- 2023Thompson Sampling with Diffusion Generative Priorcited by 7
- 2024Diffusion Models Meet Contextual Banditscited by 5
- 2024Diffusion Models Meet Contextual Bandits15 Feb 2024
- 2023Thompson Sampling with Diffusion Generative Prior12 Jan 2023
- 2021Feel-Good Thompson Sampling for Contextual Bandits and Reinforcement Learningcited by 65
- 2021Meta-Thompson Samplingcited by 62
- 2021Hierarchical Bayesian Banditscited by 33
- 2021No Regrets for Learning the Prior in Banditscited by 29
- 2021Metadata-based Multi-Task Bandits with Bayesian Hierarchical Modelscited by 24
- 2022Deep Hierarchy in Banditscited by 18
- 2021Thompson Sampling with a Mixture Priorcited by 15
- 2022Learning Mixtures of Linear Dynamical Systemscited by 15
- 2022Mixed-Effect Thompson Samplingcited by 14
- 2021Achieving the Pareto Frontier of Regret Minimization and Best Arm Identification in Multi-Armed Banditscited by 13
- 2023Scalable Neural Contextual Bandit for Recommender Systemscited by 12
- 2023Optimal Algorithms for Latent Bandits with Cluster Structurecited by 11
12 most cited of 40 All 40 (JSON)
- 2026CUPID in the Model Zoo: Online Matchmaking for Selecting Your Dream LLM30 May 2026
- 2026Latent Order Bandits8 May 2026
- 2025Latent Preference Bandits7 Aug 2025
- 2025Revisiting Clustering of Neural Bandits: Selective Reinitialization for Mitigating Loss of Plasticity14 Jun 2025
- 2025Representative Action Selection for Large Action Space Bandit Families23 May 2025
- 2025A Classification View on Meta Learning Bandits6 Apr 2025
- 2025Leveraging priors on distribution functions for multi-arm bandits6 Mar 2025
- 2025Transfer Learning in Latent Contextual Bandits with Covariate Shift Through Causal Transportability27 Feb 2025
- 2024Competing Bandits in Decentralized Contextual Matching Markets18 Nov 2024
- 2024Efficient Learning of POMDPs with Known Observation Model in Average-Reward Setting2 Oct 2024
- 2024Partially Observable Contextual Bandits with Linear Payoffs17 Sep 2024
- 2024Meta Clustering of Neural Bandits10 Aug 2024
12 newest of 40 All 40 (JSON)