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Research map / Bandits and online learning / Contextual bandits and Thompson sampling

Dynamical Linear Bandits

ICML 2023 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Practical contextual bandit extensions · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Account for hidden linear dynamics and persist optimistic actions across epochsD-LINUCB · Synthetic DLBcumulative regretHelped
Account for hidden linear dynamics and persist optimistic actions across epochsD-LINUCB · Real-world advertising simulatorcumulative regretHelped
Ignore the system dynamics and hidden stateLinUCB · Synthetic DLBcumulative regretHurt
Ignore the system dynamics and hidden stateD-LINUCB · Synthetic DLBcumulative regretHurt
Use lambda = log T instead of lambda = 1 (ablation)D-LINUCB · Synthetic DLBcumulative regretHelped
Use lambda = log T instead of lambda = 1 (ablation)D-LINUCB · Real-world advertising simulatorcumulative regretHelped
Overestimate the spectral-radius bound (ablation)D-LINUCB · Synthetic DLBcumulative regretHurt
Underestimate the spectral-radius bound using rho-bar in {0.1, 0.05} (ablation)D-LINUCB · Synthetic DLBcumulative regretNo clear effect
Set the spectral-radius bound to zero (ablation)D-LINUCB · Synthetic DLBcumulative regretHurt
Use the human-expert policy that prioritizes instantaneous action effectsHuman expert · Real-world advertising simulatorcumulative regretHurt

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