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Double Thompson Sampling for Dueling Bandits

NeurIPS 2016 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Thompson sampling analysis · 40 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Select both compared candidates using independent Thompson samplesD-TS · MSLR Condorcet 5-arm datasetcumulative regretHelped
Use D-TS+ regret-minimizing tie-breaking instead of D-TS random tie-breaking (ablation)D-TS · MSLR non-Condorcet 5-arm datasetcumulative regretHelped
Use regret-minimizing tie-breaking to focus on a winner rather than randomly exploring all Copeland winners (ablation)D-TS · Multiple-winner Copeland settingscumulative regretHelped
Remove RUCB-based elimination of likely non-winner first candidates (ablation)D-TS · Copeland dueling banditscumulative regretHurt
Remove RLCB-based elimination of comparisons that are unlikely to provide information (ablation)D-TS · Non-Condorcet dueling banditscumulative regretHurt
Use random tie-breaking rather than regret-minimizing tie-breaking (ablation)D-TS · MSLR non-Condorcet 5-arm datasetcumulative regretHurt
Use D-TS+ rather than CCBDueling bandit algorithms · MSLR non-Condorcet 5-arm datasetcumulative regret: less than 10% of that of CCBHelped
Use D-TS+ rather than ECW-RMEDDueling bandit algorithms · MSLR Condorcet 5-arm datasetcumulative regretHelped
Use D-TS+ rather than ECW-RMEDDueling bandit algorithms · MSLR non-Condorcet 5-arm datasetregret standard deviation relative to mean: almost 200% -> 13.16%Helped

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