What Do We Care About in Bandits with Noncompliance? BRACE: Bandits with Recommendations, Abstention, and Certified Effects
Organizations: Grouplang
Abstract
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.
Figures & tables
| Scenario | Main lesson | Representative finding |
|---|---|---|
| Direct-control equivalence | When the action–treatment gap disappears, REC and TRT collapse. | The best policy has value under both objectives; ThompsonBounded on REC and 2SLS-epsilon-decay on TRT both recover it. |
| Easy strong IV | Safety is visible mainly as regret when identification is easy. | At the default horizon, BRACE-REC regret is , BRACE-REC-FAST is , and Actual-UCB is . |
| Private-signal operational advantage | REC can be the correct deployable target even when TRT is inferior by construction. | RECERT deploys REC value , while its parallel TRT estimate remains and is not deployed. |
| Workflow redesign / future control | Present-channel deployment and future direct-control welfare can point in different directions. | RECERT deploys REC value while estimating TRT value and abstaining on structural deployment. |
| Weak IV, small gap | Under weak identification, the distinctive safe behavior is abstention rather than low regret. | BRACE variants abstain, while unsafe TRT baselines have wrong-non-abstain rates from about to . |
| Homogeneity failure | REC remains robust, but TRT should be weakened or withheld. | RECERT keeps deployed REC value ; 2SLS-style TRT rules deploy the wrong structural policy with value . |
Appendix figures & tables6 assets
Supplementary material from the paper’s appendix.
Appendix
Contextual Bandits
Contextual bandits learn which action to take from features of each situation when only the chosen action’s reward is observed.
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