# Directional Optimism for Safe Linear Bandits

arXiv: https://arxiv.org/abs/2308.15006 · HTML: https://mlsanity.com/paper/2308.15006/

## 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 (most cited first, 30 of 31)

- [Constrained Policy Optimization](https://mlsanity.com/paper/1705.10528/) (2017)
- [Bandits with Knapsacks](https://mlsanity.com/paper/1305.2545/) (2013)
- [Learning with Good Feature Representations in Bandits and in RL with a Generative Model](https://mlsanity.com/paper/1911.07676/) (2019)
- [Safe Reinforcement Learning in Constrained Markov Decision Processes](https://mlsanity.com/paper/2008.06626/) (2020)
- [Linear Stochastic Bandits Under Safety Constraints](https://mlsanity.com/paper/1908.05814/) (2019)
- [Linear Contextual Bandits with Knapsacks](https://mlsanity.com/paper/1507.06738/) (2015)
- [Learning Policies with Zero or Bounded Constraint Violation for Constrained MDPs](https://mlsanity.com/paper/2106.02684/) (2021)
- [Stagewise Safe Bayesian Optimization with Gaussian Processes](https://mlsanity.com/paper/1806.07555/) (2018)
- [Stochastic Bandits with Linear Constraints](https://mlsanity.com/paper/2006.10185/) (2020)
- [Conservative Bandits](https://mlsanity.com/paper/1602.04282/) (2016)
- [Conservative Contextual Linear Bandits](https://mlsanity.com/paper/1611.06426/) (2016)
- [Resourceful Contextual Bandits](https://mlsanity.com/paper/1402.6779/) (2014)
- [An efficient algorithm for contextual bandits with knapsacks, and an extension to concave objectives](https://mlsanity.com/paper/1506.03374/) (2015)
- [Safe Linear Thompson Sampling with Side Information](https://mlsanity.com/paper/1911.02156/) (2019)
- [Safe Reinforcement Learning with Linear Function Approximation](https://mlsanity.com/paper/2106.06239/) (2021)
- [DOPE: Doubly Optimistic and Pessimistic Exploration for Safe Reinforcement Learning](https://mlsanity.com/paper/2112.00885/) (2021)
- [Algorithms with Logarithmic or Sublinear Regret for Constrained Contextual Bandits](https://mlsanity.com/paper/1504.06937/) (2015)
- [An Efficient Pessimistic-Optimistic Algorithm for Stochastic Linear Bandits with General Constraints](https://mlsanity.com/paper/2102.05295/) (2021)
- [Stage-wise Conservative Linear Bandits](https://mlsanity.com/paper/2010.00081/) (2020)
- [Safe Linear Stochastic Bandits](https://mlsanity.com/paper/1911.09501/) (2019)
- [Best Arm Identification with Safety Constraints](https://mlsanity.com/paper/2111.12151/) (2021)
- [Learning Safety Constraints from Demonstrations with Unknown Rewards](https://mlsanity.com/paper/2305.16147/) (2023)
- [Safe Convex Learning under Uncertain Constraints](https://mlsanity.com/paper/1903.04626/) (2019)
- [Active Learning with Safety Constraints](https://mlsanity.com/paper/2206.11183/) (2022)
- [Safe Exploration for Efficient Policy Evaluation and Comparison](https://mlsanity.com/paper/2202.13234/) (2022)
- [Strategies for Safe Multi-Armed Bandits with Logarithmic Regret and Risk](https://mlsanity.com/paper/2204.00706/) (2022)
- [Budget-Constrained Bandits over General Cost and Reward Distributions](https://mlsanity.com/paper/2003.00365/) (2020)
- [Interactively Learning Preference Constraints in Linear Bandits](https://mlsanity.com/paper/2206.05255/) (2022)
- [Group Meritocratic Fairness in Linear Contextual Bandits](https://mlsanity.com/paper/2206.03150/) (2022)
- [Safe Learning under Uncertain Objectives and Constraints](https://mlsanity.com/paper/2006.13326/) (2020)

## Built on by (most cited first, 8 of 8)

- [Provably Efficient RL for Linear MDPs under Instantaneous Safety Constraints in Non-Convex Feature Spaces](https://mlsanity.com/paper/2502.18655/) (2025)
- [Provably Efficient RL under Episode-Wise Safety in Constrained MDPs with Linear Function Approximation](https://mlsanity.com/paper/2502.10138/) (2025)
- [SaVeR: Optimal Data Collection Strategy for Safe Policy Evaluation in Tabular MDP](https://mlsanity.com/paper/2406.02165/) (2024)
- [Optimistic Safety for Online Convex Optimization with Unknown Linear Constraints](https://mlsanity.com/paper/2403.05786/) (2024)
- [Constrained Online Decision-Making: A Unified Framework](https://mlsanity.com/paper/2505.07101/) (2025)
- [Learning to Explore with Lagrangians for Bandits under Unknown Linear Constraints](https://mlsanity.com/paper/2410.18844/) (2024)
- [Constrained Linear Thompson Sampling](https://mlsanity.com/paper/2503.02043/) (2025)
- [Safety by Design: Realized-Cost Constraints for Contextual Bandits with Continuous Actions](https://mlsanity.com/paper/2608.26755/) (2026)

## 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.
