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Constrained Linear Thompson Sampling

Neural Information Processing Systems

We study safe linear bandits (SLBs), where an agent selects actions from a convex set to maximize an unknown linear objective subject to unknown linear constraints in each round. Existing methods for SLBs provide strong regret guarantees, but require solving expensive optimization problems. To address this, we propose Constrained Linear Thompson Sampling (COLTS), a sampling-based framework that selects actions by solving perturbed linear programs, which significantly reduces computational costs while matching the regret and risk of prior methods. We develop two main variants: S-COLTS, which ensures zero risk and eO( d3T) regret given a safe action, and R-COLTS, which achieves eO( d3T)regret and risk with no instance information. In simulations, these methods match or outperform state of the art SLB approaches while substantially improving scalability. On the technical front, we introduce a novel coupled noise design that ensures frequent'local optimism' about the true optimum, and a scaling-based analysis to handle the per-round variability of constraints.


Batched Stochastic Linear Bandits with 1-Bit Communication Constraints

arXiv.org Machine Learning

We study stochastic linear bandits under a natural combination of batching and communication constraints: the time horizon is partitioned into batches of equal size $B$, and during each batch the learner sends $B$ requested arm pulls to an agent, who then observes the corresponding $B$ rewards and responds with a single bit of feedback to the learner. For each batch, the learner specifies the 1-bit quantization rule the agent uses, which may depend on all previously received bits but not on any past rewards directly. This setting addresses a significant yet unexplored ``middle ground'' between previous models having per-round quantization only or total bit budgets only. We establish a minimax lower bound showing that $Ω(B\min\{d,\log\lvert \mathcal{A} \rvert\})$ regret is unavoidable due to the 1-bit communication bottleneck, even in the absence of noise. Combined with standard statistical limits, this yields a general lower bound of $\widetildeΩ(B\min\{d,\log\lvert \mathcal{A} \rvert\} + \sqrt{dT \min\{d,\log\lvert \mathcal{A} \rvert\}})$. We develop two phased-elimination algorithms based on $G$-optimal designs and 1-bit mean estimation. The first achieves $\widetilde{O}(dB + d\sqrt{T})$ regret, matching the lower bound up to logarithmic factors when $\lvert \mathcal{A} \rvert = \exp(Ω(d))$, and the second incorporates a safe-arm identification and warm-start procedure to obtain $\widetilde{O}(B\log\lvert \mathcal{A} \rvert + d^{3/2}\sqrt{B} + \sqrt{dT\log\lvert \mathcal{A} \rvert})$ regret, which is near-optimal in broad scaling regimes of $(\lvert \mathcal{A} \rvert, B, d, T)$. Together, our results demonstrate that a single bit of feedback per batch suffices to nearly match the minimax regret of unconstrained linear bandits in broad scaling regimes, even for batch sizes as large as $Θ(\sqrt{T})$.