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What Do We Care About in Bandits with Noncompliance? BRACE: Bandits with Recommendations, Abstention, and Certified Effects

arXiv 2603.09532 ↗First posted 10 Mar 2026stat.ML cs.LGcited by 0

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Abstract (arXiv)

Bandits with noncompliance separate the learner's recommendation from the treatment actually delivered, so the learning target itself must be chosen. A platform may care about recommendation welfare in the current mediated workflow, treatment learning for a future direct-control regime, or anytime-valid uncertainty for one of those targets. These objectives need not agree. We formalize this objective-choice problem, identify the direct-control regime in which recommendation and treatment objectives collapse, and show by example that recommendation welfare can strictly exceed every learner-measurable treatment policy when downstream actors use private information. For finite-context square-IV problems we propose BRACE, a parameter-free phase-doubling algorithm that performs IV inversion only after matrix certification and otherwise returns full-range but honest structural intervals. BRACE delivers simultaneous policy-value validity, fixed-gap identification of the operationally optimal recommendation policy, and fixed-gap identification of the structurally optimal treatment policy under contextual homogeneity and invertibility. We complement the theory with a finite-context empirical benchmark spanning direct control, mediated present-versus-future tradeoffs, weak identification, homogeneity failure, and rectangular overidentification. The experiments show that safety appears as regret on easy problems, as abstention and wide valid intervals under weak identification, as a reason to prefer recommendation welfare under homogeneity failure, and as tighter structural uncertainty when extra instruments are available. For rich contexts, we also derive an orthogonal score whose conditional bias factorizes into compliance-model and outcome-model errors, clarifying what must be stabilized for anytime-valid semiparametric IV inference.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 14 of its 40 references that are in the map. First posted on arXiv 10 Mar 2026.

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14 of 40 references.

References · 14

  1. 2022Anytime-valid off-policy inference for contextual banditscited by 37
  2. 2023Semiparametric Efficient Inference in Adaptive Experimentscited by 23
  3. 2020Efficient Adaptive Experimental Design for Average Treatment Effect Estimationcited by 22
  4. 2021Off-policy Confidence Sequencescited by 15
  5. 2017Instrument-Armed Banditscited by 10
  6. 2023An Experimental Design for Anytime-Valid Causal Inference on Multi-Armed Banditscited by 8
  7. 2022Contextual Bandits in a Survey Experiment on Charitable Giving: Within-Experiment Outcomes versus Policy Learningcited by 6
  8. 2024Learning Decision Policies with Instrumental Variables through Double Machine Learningcited by 5
  9. 2024Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameterscited by 5
  10. 2021Incentivizing Compliance with Algorithmic Instrumentscited by 4
  11. 2023A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observationscited by 2
  12. 2024Estimating Heterogeneous Treatment Effects by Combining Weak Instruments and Observational Datacited by 2
2 more
  1. 2025Efficient Adaptive Experimentation with Noncompliancecited by 2
  2. 2016Compliance-Aware Banditscited by 1

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