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Leveraging Initial Hints for Free in Stochastic Linear Bandits

Abhimanyu Das
Ashok Cutkosky
ALT 2022 submission (2022) (to appear)
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We study the setting of optimizing with bandit feedback with additional prior knowledge provided to the learner in the form of an initial hint of the optimal action. We present a novel algorithm for stochastic linear bandits that uses this hint to improve its regret to $\tilde O(\sqrt{T})$ when the hint is accurate, while maintaining a minimax-optimal $\tilde O(d\sqrt{T})$ regret independent of the quality of the hint. Furthermore, we provide a Pareto frontier of tight tradeoffs between best-case and worst-case regret, with matching lower bounds. Perhaps surprisingly, our work shows that leveraging a hint shows provable gains without sacrificing worst-case performance, implying that our algorithm adapts to the quality of the hint for free. We also provide an extension of our algorithm to the case of $m$ initial hints, showing that we can achieve a $\tilde O(m^{2/3}\sqrt{T})$ regret.

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