Bandits for Efficient Experimentation: Adapting to Control Group, Preferences, and Context Drifts

• URL: http://arxiv.org/abs/2606.09802v1
• Date: Mon, 08 Jun 2026 17:53:29 GMT
• Title: Bandits for Efficient Experimentation: Adapting to Control Group, Preferences, and Context Drifts
• Abstract summary: We introduce Dri-MED, an algorithm inspired from the linear version of the MED strategy.<n>We show that Dri-MED significantly outperforms conservative baselines that ignores the drift and preference structure.
• Score: 19.395115096998108
• License: http://creativecommons.org/licenses/by-sa/4.0/
• Abstract: We consider a variant of the linear contextual stochastic multi-armed bandits, where the learner must provide recommendations to a group of users, each having its personalized preference vector, and in the presence of context distributions that are drifting over time. Under practitioner-friendly assumptions, we reduce this setting to linear bandit with stationary mean but heteroskedastic and non-stationary noise. We further study the case when the learner must ensure the mean reward of each decision must exceed that of a baseline strategy $\boldsymbolπ_0$ at each decision step. We introduce Dri-MED, an algorithm inspired from the linear version of the MED strategy, and carefully adapted to handle the non-stationary heteroskedastic noise. We show that the instance-dependent regret scales as $\tilde{\mathcal O}\left(\fracκ{\tildeΔ}d^2(\log(T)\right)$, where $\tildeΔ$ is the constraint-aware sub-optimality gap subject to policy $π_0$, with variance-aware multiplicative term $κ$ that we carefully handle using heteroskedastic regression. We further show Dri-MED enjoys $\tilde{\mathcal{O}}(d)$ expected constraint violations. Our numerical results suggest that Dri-MED significantly outperforms conservative baselines that ignores the drift and preference structure.

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