arXiv:2605.29645cs.LGcs.AI2026-05

提出稀疏上下文老虎机的高效算法,显著降低样本需求。

The Sample Complexity of Multiclass and Sparse Contextual Bandits

  • 基于结构化观测设计探索-优化算法,利用奖励稀疏性提升效率。
  • 样本复杂度达最优率,仅需 $\tilde{O}((s/ε^2 + |A|/ε)\log |Π|/δ)$ 次尝试。
  • 适用于多分类、组合半老虎机等场景,适合关注样本效率的研究者。

我们研究独立同分布下的上下文老虎机问题,学习者观察来自未知分布的上下文,从有限动作集 $A$ 中选择动作,并基于老虎机反馈从给定策略类 $Π$ 中识别近似最优策略。针对零一损失的多分类上下文老虎机问题,我们聚焦 $s$-稀疏情形,即每个上下文对应的奖励向量 $L_1$-范数不超过 $s \ll |A|$。主要成果是设计出高概率输出 $ε$-最优策略的算法,样本复杂度为 $\tilde{O}((s/ε^2 + |A|/ε)\log |Π|/δ)$。该结果扩展至一般 Natarajan 类,并通过匹配下界(忽略对数因子)填补了先前工作(Erez et al., 2024, 2025)中额外 $Θ(|A|^9)$ 的依赖空白。我们采用两种互补方法:一是基于上下文决策的决策估计系数分析,证明 $s$-稀疏奖励下模型类具有紧凑的决策估计系数;二是开发低方差探索的可计算算法,自然推广至组合半老虎机,改进了带上下文的多分类列表推荐的样本复杂度保证。

原文摘要 · Abstract (English)

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given class based on bandit feedback. Motivated by bandit multiclass classification with zero-one rewards, we focus on the \emph{$s$-sparse} setting in which, for every context, the reward vector has $L_1$-norm at most $s \ll |A|$. Our main result is the design of algorithms that, with high probability, output an $ε$-optimal policy compared to policy class $Π$ using $\tilde{O} ((s/ε^2 + |A|/ε)\log |Π|/δ)$ samples. We extend this bound to general Natarajan classes and complement it with a matching lower bound (up to logarithmic factors), thereby closing a substantial gap left by prior work (Erez et al., 2024, 2025), which incurred an additional $Θ(|A|^9)$ dependence. We obtain these results via two complementary approaches. First, we analyze contextual bandits through the lens of contextual decision making with structured observations, designing an exploration-by-optimization algorithm whose sample complexity is governed by the \emph{decision-estimation coefficient} (DEC; Foster et al., 2021, 2022). We show that, with $s$-sparse rewards, the induced model class admits a sharp DEC bound that scales with $s$ and directly yields the optimal rate. Since this approach is largely information-theoretic and involves solving complex min-max optimization problems, we also develop a second, more specialized algorithmic method based on a low-variance exploration technique. This approach leads to concrete, tractable algorithms and naturally extends to contextual combinatorial semi-bandits, leading to improved sample complexity guarantees for bandit multiclass list classification.

上下文老虎机稀疏性样本复杂度多分类

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