{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/efficient-kernel-ucb-for-contextual-bandits","title":"Efficient Kernel UCB for Contextual Bandits","arxiv_id":"2202.05638","date":"2022-02-11","proceeding":null,"authors":["Houssam Zenati","Alberto Bietti","Eustache Diemert","Julien Mairal","Matthieu Martin","Pierre Gaillard"],"abstract":"In this paper, we tackle the computational efficiency of kernelized UCB algorithms in contextual bandits. While standard methods require a O(CT^3) complexity where T is the horizon and the constant C is related to optimizing the UCB rule, we propose an efficient contextual algorithm for large-scale problems. Specifically, our method relies on incremental Nystrom approximations of the joint kernel embedding of contexts and actions. This allows us to achieve a complexity of O(CTm^2) where m is the number of Nystrom points. To recover the same regret as the standard kernelized UCB algorithm, m needs to be of order of the effective dimension of the problem, which is at most O(\\sqrt(T)) and nearly constant in some cases.","url_abs":"https://arxiv.org/abs/2202.05638v1","url_pdf":"https://arxiv.org/pdf/2202.05638v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"efficient-kernel-ucb-for-contextual-bandits","repo_url":"https://github.com/criteo-research/efficient-kernel-ucb","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"jax","reach":null}],"tasks":[{"task_slug":"computational-efficiency","task_name":"Computational Efficiency"},{"task_slug":"multi-armed-bandits","task_name":"Multi-Armed Bandits"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}