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Best Arm Identification in Linear Bandits with Linear Dimension Dependency

ICML 2018 · Bandits and online learning › Multi-armed bandits · approach: Best-arm identification in linear bandits · 32 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Y-ELIMTIL1 instead of XY-AllocationLinear bandit best arm identification · Synthetic Data Set 1, d=10runtime (s): 1869.0 -> 0.2Helped
Use ALBA instead of XY-AdaptiveLinear bandit best arm identification · Synthetic Data Set 1, d=10runtime (s): 44.4 -> 0.3Helped
Increase dimension d from 2 to 10 for XY-AllocationXY-Allocation · Synthetic Data Set 1runtime (s): 11.3 -> 1869.0Hurt
Increase dimension d from 2 to 10 for Y-ELIMTIL1Y-ELIMTIL1 · Synthetic Data Set 1runtime (s): 0.2 -> 0.2No clear effect
Use Y-ELIMTIL1/ALBA where baselines cannot finishY-ELIMTIL1 and ALBA · Synthetic Data Set 2 (d=60-100)terminationHelped
Use Y-ELIMTIL1/ALBA where baselines cannot finishY-ELIMTIL1 and ALBA · Real-world Data Set (d=60-100)terminationHelped
Use ALBA instead of Y-ELIMTIL1 on random vectors, d=70ALBA · Synthetic Data Set 2#samples used / (d*Delta2^-2): 318.94 -> 259.73Helped
Use ALBA instead of Y-ELIMTIL1 on random vectors, d=100ALBA · Synthetic Data Set 2#samples used / (d*Delta2^-2): 383.91 -> 302.99Helped
Use ALBA instead of Y-ELIMTIL1 on advertisement data, d=100ALBA · Real-world Data Set#samples used / (d*Delta2^-2) (x10^-3): 0.84 -> 0.32Hurt
Use ALBA vs Y-ELIMTIL1 in runtime on real-world dataALBA · Real-world Data Setruntime (s): 18.6 -> 22.7Hurt
Use ALBA vs Y-ELIMTIL1 in runtime on random vectors, d=60ALBA · Synthetic Data Set 2runtime (s): 5.2 -> 5.6Hurt
Lower reward gap Delta2 (d=60 real data, 3.386) reduces sample efficiencyboth algorithms · Real-world Data Setnumber of samplesHurt

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