cs.LGJun 30, 2026

Contextual Slate GLM Bandits with Limited Adaptivity

Authors: Tanmay GoyalSukruta Prakash MidigeshiGaurav Sinha

Organizations: Microsoft Research India

Abstract

We investigate the contextual slate bandit problem with generalized linear rewards under limited adaptivity. At each round, the learner is presented with NN sets of items, where each item is represented by a dd-dimensional feature vector. The learner then constructs a slate by selecting one item per set; the resulting slate yields a scalar reward sampled from a Generalized Linear Model (GLM). We propose algorithms under two limited-adaptivity settings: (a) Batched and (b) Rarely-Switching. For the batched setting, we introduce B-SlateGLinCB, which partitions the time horizon into O(loglogT)\mathcal{O}(\log\log T) batches such that each batch's policy relies only on data from previous batches. For the rarely-switching setting, we propose RS-SlateGLinCB, which adaptively performs only O(NdlogT)\mathcal{O}(Nd\log T) parameter updates. Under a diversity assumption on the item sequences, we prove that B-SlateGLinCB and RS-SlateGLinCB achieve regret bounds of O(Nd3/2T)\mathcal{O}(Nd^{3/2}\sqrt{T}) and O(NdT)\mathcal{O}(Nd\sqrt{T}), respectively. Notably, both bounds are independent of the non-linearity parameter κκ that is typically found to scale the regret of GLM bandit algorithms. Our algorithms are computationally efficient, requiring only poly(N)\text{poly}(N) time per round despite 2Ω(N)2^{Ω(N)} possible slates. Simulations show our algorithms outperform existing baselines with limited adaptivity and remain competitive with Slate-GLM-OFU, a fully adaptive state-of-the-art algorithm. Notably, a slightly modified B-SlateGLinCB empirically matches this baseline. Finally, we demonstrate strong performance in a practical in-context example selection task for language models.

Explore similar work

May 31, 2026stat.ML

Practical and Optimal Algorithm for Linear Contextual Bandits with Rare Parameter Updates

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)O(\log\log T) parameter updates. Our first algorithm BLCE-G attains minimax-optimal regret (up to polylogarithmic factors in TT) simultaneously in both the small-KK and large-KK 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)O(\log\log T) parameter updates that are also computationally efficient in practice.
Sanghoon Yu, Min-hwan Oh
Sep 14, 2026cs.LG

Nearly Minimax-Optimal Regret for Linear Contextual Bandits with Arbitrary Adaptive Action Sets

We study stochastic linear contextual bandits with arbitrary action menus that may depend on the fixed parameter and the interaction history. We establish matching upper and lower bounds, up to logarithmic factors. Let dd be the dimension, KK be the menu size, and TT the time horizon. For 2Kd2\le K\le d, we prove an upper bound O~(K1/4dT)\widetilde O(K^{1/4}\sqrt{dT}). When Td2T\ge d^2, we further prove a lower bound Ω(K1/4dT)Ω(K^{1/4}\sqrt{dT}). Thus, for Td2T\ge d^2 and 2Kd2\le K\le d, the upper and lower bounds match up to logarithmic factors, and the polynomial dependence on KK is optimal. Compared with the previous O~(dKT)\widetilde O(\sqrt{dKT}) bound, our upper bound improves the dependence on KK by a factor of K1/4K^{1/4}. For KdK\ge d, we prove an upper bound O~d,T(dTmin{d,(dlogK)1/4})\widetilde O_{d,T}\left(\sqrt{dT}\min\{\sqrt d,(d\log K)^{1/4}\}\right) and a lower bound Ω(dTmin{d,(dlogKlog(2d))1/4})Ω\left(\sqrt{dT}\min\left\{\sqrt d,\left(\frac{d\log K}{\log(2d)}\right)^{1/4}\right\}\right). Here, O~d,T\widetilde O_{d,T} omits logarithmic factors only in dd and TT. In particular, for polynomially large KdK\ge d, the upper and lower bounds both scale as d3/4Td^{3/4}\sqrt T up to logarithmic factors, improving the standard O~(dT)\widetilde O(d\sqrt T) rate by a factor of d1/4d^{1/4}. As KK grows further, the regret smoothly recovers the dTd\sqrt T scale once logK\log K reaches order dd.
Tianyuan Jin
Jun 18, 2026stat.ML

Stochastic Linear Contextual Bandits with Bounded Noise: A Set-Membership Approach

This paper considers stochastic linear contextual bandits (SLCB) with bounded reward noise. Existing works typically assume sub-Gaussian reward noise and bounded expected rewards, under which the optimal regret bound scales as O~(T)\tilde{O}(\sqrt{T}) in terms of horizon TT. However, in many applications, realized/observed rewards are also naturally bounded, implying bounded reward noise. Bounded noise is more informative than the sub-Gaussian condition but has not been leveraged explicitly in the SLCB literature. In this paper, we propose a novel algorithm SME-OFU by utilizing an uncertainty quantification method called set-membership estimation (SME) and applying the principle of optimism in the face of uncertainty (OFU). Our algorithm enjoys an improved regret bound O(logT)O(\log T). Notice that this does not contradict the existing optimal bound O~(T)\tilde{O}(\sqrt{T}) for sub-Gaussian noise because bounded noise is a stronger condition. Finally, simulations show empirical improvements of SME-OFU over a benchmark algorithm designed for sub-Gaussian noise when the reward noise is bounded.
Haonan Xu, Yingying Li