Practical and Optimal Algorithm for Linear Contextual Bandits with Rare Parameter Updates
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Abstract (arXiv)
We study linear contextual bandits under rare parameter updates: the learner may incorporate reward feedback into its parameter estimate only at a small number of update times, while still observing contexts online and selecting actions sequentially. This viewpoint clarifies a practical distinction that is often blurred in the literature: many "strictly batched" methods additionally restrict within-interval context adaptivity, meaning that the action rule inside an interval cannot depend on the sequence of realized contexts/actions in that interval (beyond the current round's context). For linear contextual bandits, we propose two practical algorithms with only O(loglog T) parameter updates. Our first algorithm BLCE-G attains minimax-optimal regret (up to polylogarithmic factors in T) simultaneously in both the small-K and large-K regimes under a static schedule. Our second algorithm BLCE removes the near G-optimal design step -- a dominant computational bottleneck in prior strictly batched static-grid methods -- yet preserves minimax-optimal regret and achieves the lowest known runtime complexity among optimal algorithms. We further extend these rare-update and computational principles to generalized linear contextual bandits. Overall, our results yield minimax-optimal algorithms for linear contextual bandits and a near-optimal generalized-linear extension under O(loglog T) parameter updates, while remaining computationally efficient in practice.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 14 of its 29 references that are in the map. First posted on arXiv 31 May 2026.
Builds on
14 of 29 references.
References · 14
- 2019Batched Multi-armed Bandits Problemcited by 98
- 2020Sequential Batch Learning in Finite-Action Linear Contextual Banditscited by 63
- 2019Nearly Minimax-Optimal Regret for Linearly Parameterized Banditscited by 54
- 2020Linear Bandits with Limited Adaptivity and Learning Distributional Optimal Designcited by 51
- 2019Regret Bounds for Batched Banditscited by 49
- 2020Asymptotically Optimal Information-Directed Samplingcited by 33
- 2020Double Explore-then-Commit: Asymptotic Optimality and Beyondcited by 24
- 2024Generalized Linear Bandits with Limited Adaptivitycited by 22
- 2021Parallelizing Thompson Samplingcited by 20
- 2022Contexts can be Cheap: Solving Stochastic Contextual Bandits with Linear Bandit Algorithmscited by 19
- 2021Bandit Algorithms for Precision Medicinecited by 12
- 2021Almost Optimal Batch-Regret Tradeoff for Batch Linear Contextual Banditscited by 9
2 more
- 2024Optimal Batched Linear Banditscited by 7
- 2025Optimal and Practical Batched Linear Bandit Algorithmcited by 2
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Citing papers per year: 2026: 2.
2 papers.