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Gamification of Pure Exploration for Linear Bandits

ICML 2020 · Bandits and online learning › Multi-armed bandits · approach: Pure exploration algorithms · 25 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use W instead of DKM samplingLinear BAI · Hard instance (d=2, α=0.1, δ=0.01)average total pulls: 8705 -> 7135Helped
Use W-Cvx instead of DKM samplingLinear BAI · Hard instance (d=2, α=0.1, δ=0.01)average total pulls: 8705 -> 6854Helped
Use W-Cvx instead of W samplingLinear BAI · Random unit-sphere instances (d=6, 8, 10, 12; δ=0.01)empirical stopping timeHelped
Use W or W-Cvx rather than DKM samplingLinear BAI · Hard instance (d=2, α=0.1, δ=0.01), arm a3average pulls: 1775 -> 104 (W); 1775 -> 77 (W-Cvx)Helped
Target characteristic-time optimal weights rather than XY-optimal weightsOptimal-design lower-bound allocation · Hard instance (ΔMin= 0.0049958)lower bound T_w: 2882 -> 369Helped
Target characteristic-time optimal weights rather than G-optimal weightsOptimal-design lower-bound allocation · Hard instance (ΔMin= 0.0049958)lower bound T_w: 2882 -> 369Helped
Use W or W-Cvx rather than LGapE samplingLinear BAI · Hard counterexample (d=2, α=π/6; δ=0.1, 0.01, 0.0001)empirical stopping timeHurt
Use W or W-Cvx rather than LGapE samplingLinear BAI · Random unit-sphere instances (d=6, 8, 10, 12; δ=0.01)empirical stopping timeHurt

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