{"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/thompson-sampling-for-contextual-bandit","title":"Thompson Sampling for Contextual Bandit Problems with Auxiliary Safety Constraints","arxiv_id":"1911.00638","date":"2019-11-02","proceeding":null,"authors":["Samuel Daulton","Shaun Singh","Vashist Avadhanula","Drew Dimmery","Eytan Bakshy"],"abstract":"Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with respect to a currently deployed policy. Many of the existing constraint-aware algorithms consider problems with a single objective (the reward) and a constraint on the reward with respect to a baseline policy. However, many important applications involve multiple competing objectives and auxiliary constraints. In this paper, we propose a novel Thompson sampling algorithm for multi-outcome contextual bandit problems with auxiliary constraints. We empirically evaluate our algorithm on a synthetic problem. Lastly, we apply our method to a real world video transcoding problem and provide a practical way for navigating the trade-off between safety and performance using Bayesian optimization.","url_abs":"https://arxiv.org/abs/1911.00638v1","url_pdf":"https://arxiv.org/pdf/1911.00638v1.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":"thompson-sampling-for-contextual-bandit","repo_url":"https://github.com/PlaytikaOSS/pybandits","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"NOASSERTION"}}],"tasks":[{"task_slug":"bayesian-optimization","task_name":"Bayesian Optimization"},{"task_slug":"decision-making","task_name":"Decision Making"},{"task_slug":"multi-armed-bandits","task_name":"Multi-Armed Bandits"},{"task_slug":"reinforcement-learning","task_name":"Reinforcement Learning"},{"task_slug":"reinforcement-learning-1","task_name":"Reinforcement Learning (RL)"},{"task_slug":"sequential-decision-making","task_name":"Sequential Decision Making"},{"task_slug":"thompson-sampling","task_name":"Thompson Sampling"},{"task_slug":"reinforcement-learning-2","task_name":"reinforcement-learning"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1911.00638","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}