ICLR2026

Semi-Parametric Contextual Pricing with General Smoothness

Yuxuan Han, Xiaocong Xu, Yuxiao Wen, Yanjun Han, Ilan Lobel, Zhengyuan Zhou

摘要

We study the contextual pricing problem, where in each round a seller observes a context, sets a price, and receives a binary purchase signal. We adopt a semi-parametric model in which the demand follows a linear parametric form composed with an unknown link function from a β\beta-Hölder class. Prior work established regret rates of O~(T2/3)\tilde{\mathcal{O}}(T^{2/3}) for β=1\beta=1 and O~(T3/5)\tilde{\mathcal{O}}(T^{3/5}) for β=2\beta=2. Under a uni-modality condition, we propose a unified algorithm that combines the stationary subroutine of Wang & Chen (2025) with local polynomial regression, achieving the general rate O~(Tβ+12β+1)\tilde{\mathcal{O}}(T^{\frac{\beta+1}{2\beta+1}}) for all β1\beta \ge 1. This recovers and strengthens existing results, while also addressing a gap in the prior analysis for β=2\beta=2. Our analysis develops tighter semi-parametric confidence regions, removes derivative lower bound assumptions from earlier work, and offers a sharper exploration–exploitation trade-off. These insights not only extend theoretical guarantees to general β\beta but also improve practical performance by reducing the need for long forced-exploration phases.