Neural Variance-aware Dueling Bandits with Deep Representation and Shallow Exploration
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Abstract (arXiv)
We introduce the first variance-aware algorithms for contextual dueling bandits that leverage shallow exploration strategies with neural networks for nonlinear utility approximation. A key theoretical challenge is the absence of a closed-form estimator, which led prior work to require an extremely large network width m (i.e., m = widetildeOmega(T14)). We address this constraint with a novel analytical approach that combines iterative self-improvement with spectral analysis. Our analysis significantly reduces the network width requirement to m = widetildeOmega(T6), and shows that our algorithms achieve a sublinear regret of widetildeO(d√sumt=1T σt2 + √dT) under both UCB and TS frameworks. Empirical results show that the proposed algorithms are not only computationally efficient and exhibit sublinear regret in practical settings, but also achieve state-of-the-art performance on both synthetic and real-world tasks.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 24 of its 39 references that are in the map. First posted on arXiv 2 Jun 2025.
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24 of 39 references.
References · 24
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- 2020Neural Contextual Bandits with Deep Representation and Shallow Explorationcited by 71
- 2019Randomized Exploration in Generalized Linear Banditscited by 70
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- 2021EE-Net: Exploitation-Exploration Neural Networks in Contextual Banditscited by 44
- 2021Improved Regret Analysis for Variance-Adaptive Linear Bandits and Horizon-Free Linear Mixture MDPscited by 44
12 more
- 2023Variance-Dependent Regret Bounds for Linear Bandits and Reinforcement Learning: Adaptivity and Computational Efficiencycited by 40
- 2022Stochastic Contextual Dueling Bandits under Linear Stochastic Transitivity Modelscited by 37
- 2020Adversarial Dueling Banditscited by 33
- 2022Horizon-Free Reinforcement Learning in Polynomial Time: the Power of Stationary Policiescited by 27
- 2024Feel-Good Thompson Sampling for Contextual Dueling Banditscited by 27
- 2023Variance-Aware Regret Bounds for Stochastic Contextual Dueling Banditscited by 22
- 2019Old Dog Learns New Tricks: Randomized UCB for Bandit Problemscited by 21
- 2022Federated Neural Banditscited by 17
- 2023Combinatorial Neural Banditscited by 16
- 2023Contextual Bandits with Online Neural Regressioncited by 7
- 2024Variance-Aware Linear UCB with Deep Representation for Neural Contextual Banditscited by 3
- 2016Regret Bounds for Non-decomposable Metrics with Missing Labelscited by 2
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Citing papers per year: 2026: 2.
2 papers.