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Tight Regret Bounds for Single-pass Streaming Multi-armed Bandits

ICML 2023 · Bandits and online learning › Multi-armed bandits · approach: Optimal stochastic bandit algorithms · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Adding O(log log K) or O(log* K) arm memory eps-best arm exploration-and-commit instead of uniform explorationsingle-pass streaming MAB regret minimization · Synthetic Bernoulli arms (uniform and standout streams)relative mean regret vs uniform exploration: log log K variant reached ~0.32-0.67 of benchmark in most settingsHelped
Using the naive uniform elimination (single-arm) instead of uniform explorationstreaming MAB regret minimization · Synthetic Bernoulli arms, all settingsrelative mean regret vs uniform exploration: relative regret mostly 1.9-3.7x benchmarkHurt
Using O(log K)-arm eps-best (exponentially decreasing eps across levels) as the subroutinestreaming MAB regret minimization · standout stream, K=5000 and K=50000 at T=1000K^3relative mean regret vs uniform exploration: 9.12 and 20.45 relative to benchmarkHurt
Using O(log K)-arm eps-best subroutine instead of uniform explorationstreaming MAB regret minimization · uniform stream, median regretrelative median regret vs uniform exploration: e.g. 0.3941 at K=500, T=1000K^3Helped
Using the O(log* K)-arm Aggressive Selective Promotion subroutine instead of uniform explorationstreaming MAB regret minimization · standout stream, K=500 and K=5000 at T=1000K^3relative mean regret vs uniform exploration: 0.5639 to 1.7245 across settingsMixed

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