Scalable Policy Maximization Under Network Interference
- URL: http://arxiv.org/abs/2505.18118v1
- Date: Fri, 23 May 2025 17:19:12 GMT
- Title: Scalable Policy Maximization Under Network Interference
- Authors: Aidan Gleich, Eric Laber, Alexander Volfovsky,
- Abstract summary: We study optimal-policy learning under interference on a dynamic network.<n>Under common assumptions on the structure of interference, rewards become linear.<n>We develop a scalable Thompson sampling algorithm that maximizes policy impact when a new $n$-node network is observed each round.
- Score: 46.16641537379657
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Many interventions, such as vaccines in clinical trials or coupons in online marketplaces, must be assigned sequentially without full knowledge of their effects. Multi-armed bandit algorithms have proven successful in such settings. However, standard independence assumptions fail when the treatment status of one individual impacts the outcomes of others, a phenomenon known as interference. We study optimal-policy learning under interference on a dynamic network. Existing approaches to this problem require repeated observations of the same fixed network and struggle to scale in sample size beyond as few as fifteen connected units -- both limit applications. We show that under common assumptions on the structure of interference, rewards become linear. This enables us to develop a scalable Thompson sampling algorithm that maximizes policy impact when a new $n$-node network is observed each round. We prove a Bayesian regret bound that is sublinear in $n$ and the number of rounds. Simulation experiments show that our algorithm learns quickly and outperforms existing methods. The results close a key scalability gap between causal inference methods for interference and practical bandit algorithms, enabling policy optimization in large-scale networked systems.
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