Mixing Makes Markovian Contexts Cheap for Linear Bandits
Recent work shows that when contexts are drawn i.i.d., linear contextual bandits can be reduced to single-context linear bandits. This ``contexts are cheap'' perspective is highly advantageous, as it allows for sharper finite-time analyses and leverages mature techniques from the linear bandit literature, such as those for misspecification and adversarial corruption. However, this reduction crucially relies on the independence of contexts and does not extend to settings with temporally correlated (e.g., Markovian) contexts, which arise frequently in practice. Motivated by applications with temporally correlated availability, we extend this perspective to linear bandits with Markovian cont...
| Authors | Kaan Buyukkalayci, Osama Hanna, Christina Fragouli |
|---|---|
| Primary category | cs.LG |
| Published | 13 March 2026 |
| Last updated at source | 5 September 2026 |
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