Research map / Bandits and online learning / Multi-armed bandits
Tight Regret Bounds for Single-pass Streaming Multi-armed Bandits
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Adding O(log log K) or O(log* K) arm memory eps-best arm exploration-and-commit instead of uniform exploration | single-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 settings | Helped |
| Using the naive uniform elimination (single-arm) instead of uniform exploration | streaming MAB regret minimization · Synthetic Bernoulli arms, all settings | relative mean regret vs uniform exploration: relative regret mostly 1.9-3.7x benchmark | Hurt |
| Using O(log K)-arm eps-best (exponentially decreasing eps across levels) as the subroutine | streaming MAB regret minimization · standout stream, K=5000 and K=50000 at T=1000K^3 | relative mean regret vs uniform exploration: 9.12 and 20.45 relative to benchmark | Hurt |
| Using O(log K)-arm eps-best subroutine instead of uniform exploration | streaming MAB regret minimization · uniform stream, median regret | relative median regret vs uniform exploration: e.g. 0.3941 at K=500, T=1000K^3 | Helped |
| Using the O(log* K)-arm Aggressive Selective Promotion subroutine instead of uniform exploration | streaming MAB regret minimization · standout stream, K=500 and K=5000 at T=1000K^3 | relative mean regret vs uniform exploration: 0.5639 to 1.7245 across settings | Mixed |
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