Skip to yearly menu bar Skip to main content


Poster
in
Workshop: Causal Inference Challenges in Sequential Decision Making: Bridging Theory and Practice

Bandits with Partially Observable Confounded Data

Guy Tennenholtz · Uri Shalit · Shie Mannor · Yonathan Efroni


Abstract:

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We construct a linear bandit algorithm that takes advantage of the projected information, and prove regret bounds. Our results demonstrate the ability to take advantage of confounded offline data. Particularly, we prove regret bounds that improve current bounds by a factor related to the visible dimensionality of the contexts in the data. Our results indicate that confounded offline data can significantly improve online learning algorithms. Finally, we demonstrate various characteristics of our approach through synthetic simulations.

Chat is not available.