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#1 Exploration via Feature Perturbation in Contextual Bandits [PDF] [Copy] [Kimi] [REL]

Authors: Seouh-won Yi, Min-hwan Oh

We propose *feature perturbation*, a simple yet effective exploration strategy for contextual bandits that injects randomness directly into feature inputs, instead of randomizing unknown parameters or adding noise to rewards. Remarkably, this algorithm achieves $\widetilde{\mathcal{O}}(d\sqrt{T})$ worst-case regret bound for generalized linear contextual bandits, while avoiding the $\widetilde{\mathcal{O}}(d^{3/2}\sqrt{T})$ regret typical of existing randomized bandit algorithms. Because our algorithm eschews parameter sampling, it is both computationally efficient and naturally extends to non-parametric or neural network models. We verify these advantages through empirical evaluations, demonstrating that feature perturbation not only surpasses existing methods but also unifies strong practical performance with the near-optimal regret guarantees.

Subject: NeurIPS.2025 - Spotlight