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Improved Confidence Bounds for the Linear Logistic Model and Applications to Bandits

ICML 2021 · Bandits and online learning › Multi-armed bandits · approach: Best-arm identification in linear bandits · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the variance-dependent fixed-design confidence bound based on Fisher informationLinear logistic MLE confidence intervals · Fixed-design linear logistic modelconfidence-width dependence: O(κ^{-1}‖x‖_{V_t^{-1}}√log(1/δ)) -> O(‖x‖_{H_t(θ*)^{-1}}√log(t/δ))Helped
Use RAGE-GLM instead of the passive baselineTransductive logistic pure exploration · Zappos pairwise: opensamples: 2.69e+08 -> 9.17e+07Helped
Use RAGE-GLM instead of the passive baselineTransductive logistic pure exploration · Zappos pairwise: comfortsamples: 8.54e+06 -> 4.55e+06Helped
Use RAGE-GLM instead of RAGE-GLM-RTransductive logistic pure exploration · Zappos pairwise: comfortsamples: 3.34e+06 -> 4.55e+06Hurt
Replace the SupCB-GLM leading regret dependence with SupLogistic's confidence-bound designContextual logistic bandits · K-armed contextual banditsleading regret bound: Õ(κ^{-1}√(dT log(K))) -> Õ(√(dT log(K)))Helped
Use the separate Φ bucket to estimate confidence widthsSupLogistic · K-armed contextual banditsconfidence-bound validityHelped
Use a separate bucket for confidence-width estimation rather than estimating widths from the same adaptive bucketSupLogistic · K-armed contextual banditsconfidence-bound validityHelped

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