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Research map / Bandits and online learning / Contextual bandits and Thompson sampling

Impact of Representation Learning in Linear Bandits

ICLR 2021 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Linear and generalized linear bandits · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Learn and use a shared low-dimensional representation across tasks instead of learning each task independentlyFinite-action multi-task linear bandits · Finite-action multi-task linear banditsexpected total regret: \widetilde{O}(T\sqrt{d N}) -> \widetilde{O}(T \sqrt{kN} + \sqrt{dkNT})Helped
Learn and use a shared low-dimensional representation across tasksInfinite-action multi-task linear bandits · Infinite-action multi-task linear banditsexpected total regret: \widetilde{O}(dT\sqrt{N}) -> \widetilde{O}(d^{1.5} k \sqrt{TN} + k T \sqrt N)Helped
Increase the number of tasksMLinGreedy · Synthetic finite-action simulationsregret per taskHelped
Increase representation dimension relative to ambient dimensionMLinGreedy · Synthetic finite-action simulationsregret per taskMixed
Use MLinGreedy instead of the naive independent-task algorithmMNIST pairwise-digit tasks · MNIST, T=10 and T=45regretHelped

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