Papers › Mostly Exploration-Free Algorithms for Contextual Bandits
Mostly Exploration-Free Algorithms for Contextual Bandits
Hamsa Bastani, Mohsen Bayati, Khashayar Khosravi
The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in general. However, exploration-free greedy algorithms are desirable in practical settings where exploration may be costly or unethical (e.g., clinical trials). Surprisingly, we find that a simple greedy algorithm can be rate optimal (achieves asymptotically optimal regret) if there is sufficient randomness in the observed contexts (covariates). We prove that this is always the case for a two-armed bandit under a general class of context distributions that satisfy a condition we term covariate diversity. Furthermore, even absent this condition, we show that a greedy algorithm can be rate optimal with positive probability. Thus, standard bandit algorithms may unnecessarily explore. Motivated by these results, we introduce Greedy-First, a new algorithm that uses only observed contexts and rewards to determine whether to follow a greedy algorithm or to explore. We prove that this algorithm is rate optimal without any additional assumptions on the context distribution or the number of arms. Extensive simulations demonstrate that Greedy-First successfully reduces exploration and outperforms existing (exploration-based) contextual bandit algorithms such as Thompson sampling or upper confidence bound (UCB).
In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Tasks
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections