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Optimistic Gittins Indices

NeurIPS 2016 · Bandits and online learning › Multi-armed bandits · approach: Bandit formulations for ML problems · 14 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use OGI(1) instead of IDSOGI · Gaussian banditmean regret: 55.83 -> 49.19Helped
Use OGI(1) instead of Thompson samplingOGI · Gaussian banditmean regret: 67.40 -> 49.19Helped
Use OGI(1) instead of Bayes UCBOGI · Gaussian banditmean regret: 60.30 -> 49.19Helped
Use specialized Gaussian Gittins approximation in OGI (ablation)OGI(1) · Gaussian banditmean regret: 49.19 -> 47.64Helped
Replace IDS with OGI(1) for computeOGI · Gaussian banditCPU time per trial (s): 11.18 -> 0.02Helped
Look ahead 3 steps instead of 1 in OGI (ablation)OGI · Bernoulli banditmean regret: 18.12 -> 18.00Helped
Use exact Gittins indices instead of 1-step optimistic approximation (ablation)OGI · Bernoulli banditmean regret: 18.12 -> 17.52Helped
Use OGI(1) instead of IDSOGI · Bernoulli banditmean regret: 19.03 -> 18.12Helped
Use OGI(1) instead of Thompson samplingOGI · Bernoulli banditmean regret: 27.39 -> 18.12Helped
Increase lookahead K from 1 to 3 (ablation)OGI · Bernoulli banditapproximation error to Gittins index: around 15% -> around 4%Helped
Increase lookahead K from 1 to 3 (ablation)OGI · Bernoulli banditCPU time (s): 0.19 -> 0.89Hurt
Vary tuning parameter alpha over 50, 100, 150 (ablation)OGI · Longer horizon 5000 steps, 3 armsregretNo clear effect

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