Directional Optimism for Safe Linear Bandits
Not on the map. Why?
Abstract (arXiv)
The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem has received considerable attention in recent years. By leveraging a novel approach that we call directional optimism, we find that it is possible to achieve improved regret guarantees for both well-separated problem instances and action sets that are finite star convex sets. Furthermore, we propose a novel algorithm for this setting that improves on existing algorithms in terms of empirical performance, while enjoying matching regret guarantees. Lastly, we introduce a generalization of the safe linear bandit setting where the constraints are convex and adapt our algorithms and analyses to this setting by leveraging a novel convex-analysis based approach.
Key facts. Cited by 8 papers in the map (data through 14 Oct 2026). Builds on 31 of its 53 references that are in the map. First posted on arXiv 29 Aug 2023.
Builds on
31 of 53 references.
References · 31
- 2017Constrained Policy Optimizationcited by 983
- 2013Bandits with Knapsackscited by 164
- 2019Learning with Good Feature Representations in Bandits and in RL with a Generative Modelcited by 127
- 2020Safe Reinforcement Learning in Constrained Markov Decision Processescited by 115
- 2019Linear Stochastic Bandits Under Safety Constraintscited by 90
- 2015Linear Contextual Bandits with Knapsackscited by 82
- 2021Learning Policies with Zero or Bounded Constraint Violation for Constrained MDPscited by 80
- 2018Stagewise Safe Bayesian Optimization with Gaussian Processescited by 79
- 2020Stochastic Bandits with Linear Constraintscited by 68
- 2016Conservative Banditscited by 59
- 2016Conservative Contextual Linear Banditscited by 57
- 2014Resourceful Contextual Banditscited by 45
19 more
- 2015An efficient algorithm for contextual bandits with knapsacks, and an extension to concave objectivescited by 43
- 2019Safe Linear Thompson Sampling with Side Informationcited by 37
- 2021Safe Reinforcement Learning with Linear Function Approximationcited by 35
- 2021DOPE: Doubly Optimistic and Pessimistic Exploration for Safe Reinforcement Learningcited by 35
- 2015Algorithms with Logarithmic or Sublinear Regret for Constrained Contextual Banditscited by 29
- 2021An Efficient Pessimistic-Optimistic Algorithm for Stochastic Linear Bandits with General Constraintscited by 29
- 2020Stage-wise Conservative Linear Banditscited by 28
- 2019Safe Linear Stochastic Banditscited by 27
- 2021Best Arm Identification with Safety Constraintscited by 25
- 2023Learning Safety Constraints from Demonstrations with Unknown Rewardscited by 19
- 2019Safe Convex Learning under Uncertain Constraintscited by 17
- 2022Active Learning with Safety Constraintscited by 16
- 2022Safe Exploration for Efficient Policy Evaluation and Comparisoncited by 15
- 2022Strategies for Safe Multi-Armed Bandits with Logarithmic Regret and Riskcited by 15
- 2020Budget-Constrained Bandits over General Cost and Reward Distributionscited by 14
- 2022Interactively Learning Preference Constraints in Linear Banditscited by 11
- 2022Group Meritocratic Fairness in Linear Contextual Banditscited by 9
- 2020Safe Learning under Uncertain Objectives and Constraintscited by 7
- 2020Decentralized Multi-Agent Linear Bandits with Safety Constraintscited by 6
Built on by
Citing papers per year: 2024: 3; 2025: 4; 2026: 1.
8 papers.
- 2025Provably Efficient RL for Linear MDPs under Instantaneous Safety Constraints in Non-Convex Feature Spacescited by 7
- 2025Provably Efficient RL under Episode-Wise Safety in Constrained MDPs with Linear Function Approximationcited by 6
- 2024SaVeR: Optimal Data Collection Strategy for Safe Policy Evaluation in Tabular MDPcited by 3
- 2024Optimistic Safety for Online Convex Optimization with Unknown Linear Constraintscited by 1
- 2025Constrained Online Decision-Making: A Unified Frameworkcited by 1
- 2024Learning to Explore with Lagrangians for Bandits under Unknown Linear Constraintscited by 0
- 2025Constrained Linear Thompson Samplingcited by 0
- 2026Safety by Design: Realized-Cost Constraints for Contextual Bandits with Continuous Actionscited by 0
- 2026Safety by Design: Realized-Cost Constraints for Contextual Bandits with Continuous Actions27 Aug 2026
- 2025Constrained Online Decision-Making: A Unified Framework11 May 2025
- 2025Constrained Linear Thompson Sampling3 Mar 2025
- 2025Provably Efficient RL for Linear MDPs under Instantaneous Safety Constraints in Non-Convex Feature Spaces25 Feb 2025
- 2025Provably Efficient RL under Episode-Wise Safety in Constrained MDPs with Linear Function Approximation14 Feb 2025
- 2024Learning to Explore with Lagrangians for Bandits under Unknown Linear Constraints24 Oct 2024
- 2024SaVeR: Optimal Data Collection Strategy for Safe Policy Evaluation in Tabular MDP4 Jun 2024
- 2024Optimistic Safety for Online Convex Optimization with Unknown Linear Constraints9 Mar 2024