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Joint Online Learning and Decision-making via Dual Mirror Descent
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use Thompson Sampling instead of least squares when revenue and contexts have no added randomness | Dual Mirror Descent parameter-learning step · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.0,0.0) | relative average revenue (%): 43.2 -> 98.1 | Helped |
| Use Thompson Sampling with added revenue noise | Dual Mirror Descent parameter-learning step · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.5,0.0) | relative average revenue (%): 98.1 -> 2.3 | Hurt |
| Use Thompson Sampling rather than least squares when revenue noise is (0.1,0.0) | Dual Mirror Descent parameter-learning step · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.1,0.0) | relative average revenue (%): 51.2 -> 13.2 | Hurt |
| Add randomized perturbation to ridge regression when contexts are deterministic and revenue noise is (0.0,0.0) | Ridge regression parameter learner · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.0,0.0) | relative average revenue (%): 44.9 -> 59.3 | Helped |
| Add randomized perturbation to ridge regression when contexts are deterministic and revenue noise is (0.1,0.0) | Ridge regression parameter learner · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.1,0.0) | relative average revenue (%): 52.9 -> 63.2 | Helped |
| Add randomized perturbation to ridge regression when contexts are deterministic and revenue noise is (0.5,0.0) | Ridge regression parameter learner · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.5,0.0) | relative average revenue (%): 65.0 -> 67.7 | Helped |
| Add randomized perturbation to ridge regression when contexts have randomness (0.1) | Ridge regression parameter learner · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.0,0.1) | relative average revenue (%): 95.6 -> 95.5 | No clear effect |
| Add randomized perturbation to ridge regression when revenue noise is (0.1,0.1) | Ridge regression parameter learner · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.1,0.1) | relative average revenue (%): 94.5 -> 94.4 | No clear effect |
| Add randomized perturbation to ridge regression when revenue noise is (0.5,0.1) | Ridge regression parameter learner · Linear contextual bandits, T = 10000, (d × n) = (50,50), (0.5,0.1) | relative average revenue (%): 84.9 -> 85.2 | No clear effect |
| Use least squares with randomness added to contexts rather than deterministic contexts | Dual Mirror Descent parameter-learning step · Linear contextual bandits, T = 10000, (d × n) = (50,50), revenue noise (0.0) | relative average revenue (%): 43.2 -> 91.4 | Helped |
| Use ridge regression with randomness added to contexts rather than deterministic contexts | Dual Mirror Descent parameter-learning step · Linear contextual bandits, T = 10000, (d × n) = (50,50), revenue noise (0.0) | relative average revenue (%): 44.9 -> 95.6 | Helped |
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