Skip to yearly menu bar Skip to main content


Spotlight Poster

Generalized Linear Bandits with Limited Adaptivity

Ayush Sawarni · Nirjhar Das · Siddharth Barman · Gaurav Sinha

West Ballroom A-D #5800
[ ]
Fri 13 Dec 11 a.m. PST — 2 p.m. PST

Abstract: We study the generalized linear contextual bandit problem within the constraints of limited adaptivity. In this paper, we present two algorithms, B-GLinCB and RS-GLinCB, that address, respectively, two prevalent limited adaptivity settings. Given a budget $M$ on the number of policy updates, in the first setting, the algorithm needs to decide upfront $M$ rounds at which it will update its policy, while in the second setting it can adaptively perform $M$ policy updates during its course. For the first setting, we design an algorithm B-GLinCB, that incurs $\tilde{O}(\sqrt{T})$ regret when $M = \Omega( \log{\log T} )$ and the arm feature vectors are generated stochastically. For the second setting, we design an algorithm RS-GLinCB that updates its policy $\tilde{O}(\log^2 T)$ times and achieves a regret of $\tilde{O}(\sqrt{T})$ even when the arm feature vectors are adversarially generated. Notably, in these bounds, we manage to eliminate the dependence on a key instance dependent parameter $\kappa$, that captures non-linearity of the underlying reward model. Our novel approach for removing this dependence for generalized linear contextual bandits might be of independent interest.

Live content is unavailable. Log in and register to view live content