Conservative Dueling Bandits: Preference Learning under Baseline Constraints

Rohan Deb, Mohammad Ghavamzadeh, Arindam Banerjee

Contextual dueling bandits learn from pairwise comparisons, the same feedback used to fine-tune language models from human preferences. Standard algorithms explore aggressively and can show users two poor options. We study conservative contextual dueling bandits, which require that, at every round, the cumulative score of the better displayed item stay above a $(1-α)$ fraction of a trusted baseline's. An item's score is its probability of beating the best available item, so the constraint depends only on utility differences and needs no absolute rewards. This also changes how safety can be certified: we show that transferring the safety test of the conservative bandit algorithm CLUCB unchanged can incur linear regret, even when the baseline's utilities are known exactly. For linear utilities, we develop MaxInP-BC, which certifies scores through utility gaps and, when it must fall back, pairs the baseline with an informative partner so that fallback rounds still drive learning. It is safe with high probability at all times, with regret $\tilde{O}(d\sqrt{T}/κ)$ plus an additive cost of conservatism that does not grow with the horizon. For general utility classes, we develop…