mlsanityData to 7 Oct 2026

Adaptively Exploiting d-Separators with Causal Bandits

arXiv 2202.05100 ↗First posted 10 Feb 2022stat.ML cs.LGcited by 18

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Abstract (arXiv)

Multi-armed bandit problems provide a framework to identify the optimal intervention over a sequence of repeated experiments. Without additional assumptions, minimax optimal performance (measured by cumulative regret) is well-understood. With access to additional observed variables that d-separate the intervention from the outcome (i.e., they are a d-separator), recent "causal bandit" algorithms provably incur less regret. However, in practice it is desirable to be agnostic to whether observed variables are a d-separator. Ideally, an algorithm should be adaptive; that is, perform nearly as well as an algorithm with oracle knowledge of the presence or absence of a d-separator. In this work, we formalize and study this notion of adaptivity, and provide a novel algorithm that simultaneously achieves (a) optimal regret when a d-separator is observed, improving on classical minimax algorithms, and (b) significantly smaller regret than recent causal bandit algorithms when the observed variables are not a d-separator. Crucially, our algorithm does not require any oracle knowledge of whether a d-separator is observed. We also generalize this adaptivity to other conditions, such as the front-door criterion.

Key facts. Cited by 18 papers in the map (data through 7 Oct 2026). Builds on 15 of its 41 references that are in the map. First posted on arXiv 10 Feb 2022.

Builds on

15 of 41 references.

References · 15

  1. 2019Online Learning: A Modern Introduction Using Convex Optimizationcited by 407
  2. 2018Stochastic bandits robust to adversarial corruptionscited by 118
  3. 2016Causal Bandits: Learning Good Interventions via Causal Inferencecited by 100
  4. 2016Corralling a Band of Bandit Algorithmscited by 99
  5. 2017Cost-Optimal Learning of Causal Graphscited by 44
  6. 2017Identifying Best Interventions through Online Importance Samplingcited by 39
  7. 2020Budgeted and Non-budgeted Causal Banditscited by 38
  8. 2021Causal Bandits with Unknown Graph Structurecited by 37
  9. 2016Contextual Bandits with Latent Confounders: An NMF Approachcited by 26
  10. 2018Experimental Design for Cost-Aware Learning of Causal Graphscited by 25
  11. 2020Corralling Stochastic Bandit Algorithmscited by 23
  12. 2020Causal Bandits without prior knowledge using separating setscited by 17
3 more
  1. 2015The Pareto Regret Frontier for Banditscited by 13
  2. 2020Relaxing the I.I.D. Assumption: Adaptively Minimax Optimal Regret via Root-Entropic Regularizationcited by 8
  3. 2018Adaptation to Easy Data in Prediction with Limited Advicecited by 7

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2022: 2; 2023: 5; 2024: 6; 2025: 4; 2026: 1.

18 papers.

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