Laplacian Kernelized Bandit

• URL: http://arxiv.org/abs/2601.00461v1
• Date: Thu, 01 Jan 2026 20:09:23 GMT
• Title: Laplacian Kernelized Bandit
• Authors: Shuang Wu, Arash A. Amini,
• Abstract summary: We study multi-user contextual bandits where users are related by a graph and their reward functions exhibit both non-linear behavior and graph homophily.<n>Our work delivers a unified, theoretically grounded, and practical framework that bridges Laplacian regularization with kernelized bandits for structured exploration.
• Score: 13.39205221620201
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We study multi-user contextual bandits where users are related by a graph and their reward functions exhibit both non-linear behavior and graph homophily. We introduce a principled joint penalty for the collection of user reward functions $\{f_u\}$, combining a graph smoothness term based on RKHS distances with an individual roughness penalty. Our central contribution is proving that this penalty is equivalent to the squared norm within a single, unified \emph{multi-user RKHS}. We explicitly derive its reproducing kernel, which elegantly fuses the graph Laplacian with the base arm kernel. This unification allows us to reframe the problem as learning a single ''lifted'' function, enabling the design of principled algorithms, \texttt{LK-GP-UCB} and \texttt{LK-GP-TS}, that leverage Gaussian Process posteriors over this new kernel for exploration. We provide high-probability regret bounds that scale with an \emph{effective dimension} of the multi-user kernel, replacing dependencies on user count or ambient dimension. Empirically, our methods outperform strong linear and non-graph-aware baselines in non-linear settings and remain competitive even when the true rewards are linear. Our work delivers a unified, theoretically grounded, and practical framework that bridges Laplacian regularization with kernelized bandits for structured exploration.

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