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Optimistic Whittle Index Policy: Online Learning for Restless Bandits

AAAI 2023 · Bandits and online learning › Multi-armed bandits · approach: Non-stationary and structured-reward bandits · 14 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use direct Whittle-index maximization rather than future-value maximization (ablation)UCWhittle · 500 timesteps, N=30 arms, budget B=6runtime: 6.1× speedupHelped
Use direct Whittle-index maximization rather than future-value maximization (ablation)UCWhittle · Three domainsregretNo clear effect
Use optimistic Whittle indices from confidence-bounded transition estimatesUCWhittle · Three domainsregretHelped
Use UCWhittle-value instead of the regret baselinesUCWhittle-value · Low-budget settingsregretHelped
Use ExtremeWhittle instead of a random policyExtremeWhittle · Three domains, early episodesregretHurt
Use WIQL instead of a random policyWIQL · Evaluated time horizons across three domainsregretNo clear effect

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