Research #llm 🔬 ResearchAnalyzed: Dec 25, 2025 04:31

Avoiding the Price of Adaptivity: Inference in Linear Contextual Bandits via Stability

Published:Dec 24, 2025 05:00

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1 min read

•ArXiv Stats ML

Analysis

This ArXiv paper addresses a critical challenge in contextual bandit algorithms: the \

Key Takeaways

•Adaptive sampling in contextual bandits can lead to inflated confidence intervals.
•The Lai-Wei stability condition allows for valid inference without the usual price of adaptivity.
•A penalized EXP4 algorithm is proposed that satisfies the stability condition and achieves minimax optimal regret.

Reference

“When stability holds, the ordinary least-squares estimator satisfies a central limit theorem, and classical Wald-type confidence intervals -- designed for i.i.d. data -- become asymptotically valid even under adaptation, \emph{without} incurring the $\\sqrt{d \\log T}$ price of adaptivity.”

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