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Optimality of Thompson Sampling with Noninformative Priors for Pareto Bandits

ICML 2023 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Thompson sampling analysis · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a prior with k ≥ 2 rather than an optimistic priorSTS · Pareto banditsexpected regretHelped
Use k ≤ 1 rather than k ≥ 2STS · Pareto banditsexpected regretHurt
Use k ≤ 0STS · Pareto banditsexpected regretHurt
Add truncation of the shape estimator, replacing the MLE with min(n, MLE) (ablation)STS with Jeffreys prior (k = 0) · Pareto banditsexpected regretHelped
Add truncation of the shape estimator, replacing the MLE with min(n, MLE) (ablation)STS with reference prior (k = 1) · Pareto banditsexpected regretHelped
Add truncation of the shape estimator (ablation)STS, k = 0 · 4-armed Pareto bandit θ₄cumulative regretHelped
Add truncation of the shape estimator (ablation)STS, k = 1 · 4-armed Pareto bandit θ₄cumulative regretNo clear effect
Add truncation of the shape estimator (ablation)STS, k = 3 · 4-armed Pareto bandit θ₄cumulative regretMixed
Use optimistic priors with k < 0 rather than k = 0, 1, or 3STS · 4-armed Pareto bandit θ₄cumulative regretHurt
Add the proposed truncation procedure (ablation)STS with k = -1 or k = -3 · 4-armed Pareto bandit θ₄cumulative regretNo clear effect
Use k = 3 instead of k = 0STS · 4-armed Pareto bandit θ₄cumulative regretHelped

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