Research map / Bandits and online learning / Multi-armed bandits
Optimistic Gittins Indices
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use OGI(1) instead of IDS | OGI · Gaussian bandit | mean regret: 55.83 -> 49.19 | Helped |
| Use OGI(1) instead of Thompson sampling | OGI · Gaussian bandit | mean regret: 67.40 -> 49.19 | Helped |
| Use OGI(1) instead of Bayes UCB | OGI · Gaussian bandit | mean regret: 60.30 -> 49.19 | Helped |
| Use specialized Gaussian Gittins approximation in OGI (ablation) | OGI(1) · Gaussian bandit | mean regret: 49.19 -> 47.64 | Helped |
| Replace IDS with OGI(1) for compute | OGI · Gaussian bandit | CPU time per trial (s): 11.18 -> 0.02 | Helped |
| Look ahead 3 steps instead of 1 in OGI (ablation) | OGI · Bernoulli bandit | mean regret: 18.12 -> 18.00 | Helped |
| Use exact Gittins indices instead of 1-step optimistic approximation (ablation) | OGI · Bernoulli bandit | mean regret: 18.12 -> 17.52 | Helped |
| Use OGI(1) instead of IDS | OGI · Bernoulli bandit | mean regret: 19.03 -> 18.12 | Helped |
| Use OGI(1) instead of Thompson sampling | OGI · Bernoulli bandit | mean regret: 27.39 -> 18.12 | Helped |
| Increase lookahead K from 1 to 3 (ablation) | OGI · Bernoulli bandit | approximation error to Gittins index: around 15% -> around 4% | Helped |
| Increase lookahead K from 1 to 3 (ablation) | OGI · Bernoulli bandit | CPU time (s): 0.19 -> 0.89 | Hurt |
| Vary tuning parameter alpha over 50, 100, 150 (ablation) | OGI · Longer horizon 5000 steps, 3 arms | regret | No clear effect |
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