Offline Contextual Bandits with Overparameterized Models

David Brandfonbrener, William F. Whitney, Rajesh Ranganath, Joan Bruna

Research output: Chapter in Book/Report/Conference proceedingConference contribution


Recent results in supervised learning suggest that while overparameterized models have the capacity to overfit, they in fact generalize quite well. We ask whether the same phenomenon occurs for offline contextual bandits. Our results are mixed. Value-based algorithms benefit from the same generalization behavior as overparameterized supervised learning, but policy-based algorithms do not. We show that this discrepancy is due to the action-stability of their objectives. An objective is action-stable if there exists a prediction (action-value vector or action distribution) which is optimal no matter which action is observed. While value-based objectives are action-stable, policy-based objectives are unstable. We formally prove upper bounds on the regret of overparameterized value-based learning and lower bounds on the regret for policy-based algorithms. In our experiments with large neural networks, this gap between action-stable value-based objectives and unstable policy-based objectives leads to significant performance differences.

Original languageEnglish (US)
Title of host publicationProceedings of the 38th International Conference on Machine Learning, ICML 2021
PublisherML Research Press
Number of pages10
ISBN (Electronic)9781713845065
StatePublished - 2021
Event38th International Conference on Machine Learning, ICML 2021 - Virtual, Online
Duration: Jul 18 2021Jul 24 2021

Publication series

NameProceedings of Machine Learning Research
ISSN (Electronic)2640-3498


Conference38th International Conference on Machine Learning, ICML 2021
CityVirtual, Online

ASJC Scopus subject areas

  • Artificial Intelligence
  • Software
  • Control and Systems Engineering
  • Statistics and Probability


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