Second Order Bounds for Contextual Bandits with Function Approximation
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Abstract (arXiv)
Many works have developed no-regret algorithms for contextual bandits with function approximation, where the mean reward function over context-action pairs belongs to a function class. Although there are many approaches to this problem, one that has gained in importance is the use of algorithms based on the optimism principle such as optimistic least squares. It can be shown the regret of this algorithm scales as square root of the product of the eluder dimension (a statistical measure of the complexity of the function class), the logarithm of the function class size and the time horizon. Unfortunately, even if the variance of the measurement noise of the rewards at each time is changing and is very small, the regret of the optimistic least squares algorithm scales with square root of the time horizon. In this work we are the first to develop algorithms that satisfy regret bounds of scaling not with the square root of the time horizon, but the square root of the sum of the measurement variances in the setting of contextual bandits with function approximation when the variances are unknown. These bounds generalize existing techniques for deriving second order bounds in contextual linear problems.
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 18 of its 46 references that are in the map. First posted on arXiv 24 Sep 2024.
Builds on
18 of 46 references.
References · 18
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6 more
- 2023Variance-Dependent Regret Bounds for Linear Bandits and Reinforcement Learning: Adaptivity and Computational Efficiencycited by 39
- 2024More Benefits of Being Distributional: Second-Order Bounds for Reinforcement Learningcited by 23
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- 2021Parallelizing Contextual Banditscited by 4
Built on by
Citing papers per year: 2024: 2; 2025: 6; 2026: 1.
9 papers.
- 2024How Does Variance Shape the Regret in Contextual Bandits?cited by 9
- 2025Single Index Bandits: Generalized Linear Contextual Bandits with Unknown Reward Functionscited by 6
- 2025Vector-valued self-normalized concentration inequalities beyond sub-Gaussianitycited by 4
- 2025Catoni Contextual Bandits are Robust to Heavy-tailed Rewardscited by 3
- 2024Finite Sample Bounds for Non-Parametric Regression: Optimal Sample Efficiency and Space Complexitycited by 0
- 2025Constrained Online Decision-Making: A Unified Frameworkcited by 0
- 2025Second-Order Bounds for [0,1]-Valued Regression via Betting Losscited by 0
- 2025Fast Best-in-Class Regret for Contextual Banditscited by 0
- 2026Breaking the Total Variance Barrier: Sharp Sample Complexity for Linear Heteroscedastic Bandits with Fixed Action Setcited by 0
- 2026Breaking the Total Variance Barrier: Sharp Sample Complexity for Linear Heteroscedastic Bandits with Fixed Action Set26 Jul 2026
- 2025Vector-valued self-normalized concentration inequalities beyond sub-Gaussianity5 Nov 2025
- 2025Fast Best-in-Class Regret for Contextual Bandits17 Oct 2025
- 2025Second-Order Bounds for [0,1]-Valued Regression via Betting Loss16 Jul 2025
- 2025Single Index Bandits: Generalized Linear Contextual Bandits with Unknown Reward Functions15 Jun 2025
- 2025Constrained Online Decision-Making: A Unified Framework11 May 2025
- 2025Catoni Contextual Bandits are Robust to Heavy-tailed Rewards4 Feb 2025
- 2024Finite Sample Bounds for Non-Parametric Regression: Optimal Sample Efficiency and Space Complexity19 Dec 2024
- 2024How Does Variance Shape the Regret in Contextual Bandits?16 Oct 2024