Causality in Bandits: A Survey

The literature on bandits has developed largely independently of advances in causal inference. Work in the last few years has started investigating the close connections between these two areas and that has led to fruitful ideas that have produced advances in bandit algorithms. We present the first survey focusing specifically on the intersection of these two areas. We first provide a taxonomy for categorizing research in this area, and then place important works within this structure. We also describe various algorithms and methods, and provide the highlights. Finally, we point out promising directions for future research in this area.