Avoiding the Price of Adaptivity: Inference in Linear Contextual Bandits via Stability
避免适应性的代价:基于稳定性的线性情境赌博机推断
Statistical inference in contextual bandits is challenging due to the adaptive, non-i.i.d. nature of the data. A growing body of work shows that classical least-squares inference can fail under adaptive sampling, and that valid confidence intervals for linear functionals typically require an inflation of order $\sqrt{d \log T}$. This phenomenon -- often termed the price of adaptivity -- reflects the intrinsic difficulty of reliable inference under general contextual bandit…