ICML 2026 Reproduction

Incentivized Exploration with Stochastic Covariates

A two-stage RCB mechanism: executable theory checks, synthetic bandits, and warfarin dosing

OpenReview LTHHiPNbrs
arXiv 2406.04374
Claim 1 falsified

√T and √d show up; √K does not

The proof's learning term has the closed-form rate, but the measured arm dependence is too steep.

Rate / checkMeasuredClaim
T exponent0.450-0.5700.500
d exponent0.3960.500
K exponent1.322 raw, 0.819 normalized0.500
Eq. E.30 bound150/150 points satisfiedupper bound
Claim 2 partly falsified

K cubed is exact; "linear in d" is not in the paper's regime

Theorem 1 gives exact K^3, inverse-quadratic budget, and phi0^-1 scaling. At sigma=0.05, dimension barely changes N.

DependencyMeasured exponent
K3.000
d over 2-2000.079
tau + epsilon-2.000
phi0-1.000

Literal N(epsilon) also makes the cold start longer than every reported experiment: 1.5x to 3.7 million x the horizon.

Claim 3 verified

The mechanism structure reproduces

Fourteen checks on Algorithms 1-2 passed: MPASC to RASC cold start, organic pulls excluded from sample counts, every arm saturated before Stage 2, and IPGS is a valid probability kernel.

14/14structure checks
0.1226RASC frequency vs 0.125
1.042cold-start K exponent
Claim 4 verified

Larger epsilon buys shorter cold starts

Setting 3 reproduces the predicted direction: relaxing the incentive budget lowers N, shortens the cold-start period, and lowers regret, while DBIC satisfaction becomes less exact.

This is the paper's real tradeoff: incentives are bought with exploration rounds, not obtained for free.

epsilonNT_coldRegretDBIC frac.
0.01158250000111881.000
0.033964096253020.988
0.051761175617140.956
Claim 5 falsified on score

Warfarin error rate is close; weighted score is not

The full 5528-patient grid reproduces broad error rates but not the headline RCB weighted risk score. With actual prevalences the physician baseline is 0.224; using the paper's rounded prevalence gives 0.200.

PolicyErrorWeighted score
Physician0.3880.224 actual / 0.200 rounded
RCB eps=0.0250.3840.232
RCB eps=0.0350.3780.245
RCB eps=0.0450.3770.245
Offline oracle0.3240.352
Scope and cost

Independent CPU-scale reproduction bundle

  • 19 executable theorem checks, 14 mechanism checks, 150 regret simulations, and 90 warfarin runs.
  • One HF CPU Job smoke check: Theorem 1 exponents K=3.000, d=0.079, epsilon=-2.000.
  • No official code was released; implementation follows the paper pseudocode and appendices.