Provably and Practically Efficient Neural Contextual Bandits
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Abstract (arXiv)
We consider the neural contextual bandit problem. In contrast to the existing work which primarily focuses on ReLU neural nets, we consider a general set of smooth activation functions. Under this more general setting, (i) we derive non-asymptotic error bounds on the difference between an overparameterized neural net and its corresponding neural tangent kernel, (ii) we propose an algorithm with a provably sublinear regret bound that is also efficient in the finite regime as demonstrated by empirical studies. The non-asymptotic error bounds may be of broader interest as a tool to establish the relation between the smoothness of the activation functions in neural contextual bandits and the smoothness of the kernels in kernel bandits.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). Builds on 24 of its 45 references that are in the map. First posted on arXiv 31 May 2022.
Builds on
24 of 45 references.
References · 24
- 2018Neural Tangent Kernel: Convergence and Generalization in Neural Networkscited by 2,597
- 2020Implicit Neural Representations with Periodic Activation Functionscited by 2,214
- 2018A Convergence Theory for Deep Learning via Over-Parameterizationcited by 784
- 2018Gradient Descent Finds Global Minima of Deep Neural Networkscited by 572
- 2019On Exact Computation with an Infinitely Wide Neural Netcited by 572
- 2017On Kernelized Multi-armed Banditscited by 348
- 2019Generalization Bounds of Stochastic Gradient Descent for Wide and Deep Neural Networkscited by 221
- 2013Finite-Time Analysis of Kernelised Contextual Banditscited by 177
- 2018Deep Bayesian Bandits Showdown: An Empirical Comparison of Bayesian Deep Networks for Thompson Samplingcited by 166
- 2016Toward Deeper Understanding of Neural Networks: The Power of Initialization and a Dual View on Expressivitycited by 138
- 2020On the linearity of large non-linear models: when and why the tangent kernel is constantcited by 129
- 2020Neural Thompson Samplingcited by 127
12 more
- 2021Provably Efficient Reinforcement Learning with Linear Function Approximation Under Adaptivity Constraintscited by 124
- 2019Generalization Error Bounds of Gradient Descent for Learning Over-parameterized Deep ReLU Networkscited by 60
- 2021Gaussian Process Bandit Optimization with Few Batchescited by 57
- 2021High-Dimensional Experimental Design and Kernel Banditscited by 55
- 2019Nearly Minimax-Optimal Regret for Linearly Parameterized Banditscited by 54
- 2021Optimal Order Simple Regret for Gaussian Process Banditscited by 52
- 2019A Survey on Practical Applications of Multi-Armed and Contextual Banditscited by 44
- 2021Neural Contextual Bandits without Regretcited by 40
- 2020A Domain-Shrinking based Bayesian Optimization Algorithm with Order-Optimal Regret Performancecited by 38
- 2021Batched Neural Banditscited by 22
- 2021Uniform Generalization Bounds for Overparameterized Neural Networkscited by 21
- 2021Open Problem: Tight Online Confidence Intervals for RKHS Elementscited by 13
Built on by
Citing papers per year: 2023: 1; 2024: 1; 2025: 3; 2026: 1.
6 papers.
- 2026Tighter Regret Lower Bound for Gaussian Process Bandits with Squared Exponential Kernel in Hyperspherecited by 4
- 2024Stochastic Bandits with ReLU Neural Networkscited by 2
- 2025Online Clustering of Dueling Banditscited by 2
- 2025Provable Anytime Ensemble Sampling Algorithms in Nonlinear Contextual Banditscited by 2
- 2023Non-Stationary Contextual Bandit Learning via Neural Predictive Ensemble Samplingcited by 1
- 2025Neural Contextual Bandits Under Delayed Feedback Constraintscited by 0
- 2026Tighter Regret Lower Bound for Gaussian Process Bandits with Squared Exponential Kernel in Hypersphere20 Feb 2026
- 2025Provable Anytime Ensemble Sampling Algorithms in Nonlinear Contextual Bandits12 Oct 2025
- 2025Neural Contextual Bandits Under Delayed Feedback Constraints16 Apr 2025
- 2025Online Clustering of Dueling Bandits4 Feb 2025
- 2024Stochastic Bandits with ReLU Neural Networks12 May 2024
- 2023Non-Stationary Contextual Bandit Learning via Neural Predictive Ensemble Sampling11 Oct 2023