Contextual bandits (CB) are online sequential decision-making problems under partial feedback that underpin many adaptive services. There is a growing demand to deploy CB agents directly on-device, under strict constraints on memory, compute, and energy. However, standard linear CB algorithms are often impractical for resource-constrained devices with their unfavorable scaling in computational and memory costs. Recently, HD-CB, a CB approach based on hyperdimensional computing principles, has been proposed to model and solve CB problems by moving into high-dimensional spaces. HD-CB offers faster convergence, favorable scalability, and improves memory efficiency compared to linear CB algorithms. However, its learning rule is accumulation-based: the values of action vectors grow over time, requiring high precision. While periodic binarization can prevent overflow in low-precision components, it may discard important information about magnitudes and degrade decision quality. This paper introduces probabilistic HD-CB, a low-precision variant that replaces deterministic accumulation with a probabilistic update rule. At each step, only a random subset of vector components is updated, with a time-decaying update probability, and component values are constrained to a predefined range [-k,+k]. This approach enables low-precision components, prevents overflow without periodic binarization, and reduces the expected update cost in proportion to the fraction of updated components. Off-policy evaluation on standardized synthetic CB benchmarks using the Open Bandit Pipeline shows that probabilistic HD-CB consistently outperforms binarized HD-CB at equal precision, while approaching the performance of HD-CB with as few as 3 bits per component.
We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and costs are drawn independently from fixed distributions whose expectations belong to known function classes. We focus on the continuing setting, in which the algorithm operates over the entire horizon even after the budget for cumulative cost is exhausted. In this setting, the objective is to simultaneously control regret and the violation of the budget constraint. Building on the seminal SquareCB framework of Foster et al. [2018], we propose a simple and modular framework that leverages online regression oracles to reduce the constrained problem to a standard unconstrained contextual bandit problem with adaptively defined surrogate reward functions. In contrast to prior works, which focus on stochastic contexts, our reduction yields improved guarantees for more general adversarial contexts, together with an efficient algorithm with a compact and transparent analysis.
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(loglogT) 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 statistically optimal algorithms under O(loglogT) parameter updates that are also computationally efficient in practice.
We study new algorithms for Contextual Bandits with Knapsack. In these problems, there are finitely many types of customers, products, and resources. Each product is made from a fixed combination of resources, and resources have finite capacity. A decision maker must assign each arriving customer one out of a set of multiple possible products. Every assignment of a customer to a product will generate a random reward, which equals an unknown linear function of customer and product features, plus a noise term. The objective is to jointly learn the mean reward function, and to make online assignments to minimize the expected revenue loss relative to an optimal policy that knows the reward function. We propose a natural and simple extension of the Upper-Confidence-Bound (UCB) family of algorithms and apply re-optimization techniques. We show that by taking advantage of re-optimization, our algorithm achieves an average regret of O(T(lnT)3) where T is the horizon length. Our bound significantly reduces the O(T1) bound in the literature for closely related dynamic-pricing problems that are based on re-optimization.