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Ensemble Sampling

NeurIPS 2017 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Posterior sampling with diffusion guidance · 46 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Ensemble sampling (adding ensemble of models, sampled uniformly) instead of epsilon-greedysingle neuron bandit · single neuron bandit, K=100 actionsinstant regret: orders of magnitude lower regret with 50 modelsHelped
Increase ensemble size from 10 to 50 models (ablation)ensemble sampling on single neuron bandit · single neuron banditinstant regretHelped
Ensemble sampling instead of dropout-based approximate Thompson samplingtwo-layer neural network bandit · two-layer neural network banditinstant regretHelped
Dropout-based approximation to posterior (instead of epsilon-greedy)two-layer neural network bandit · two-layer neural network banditinstant regretHurt
Annealing epsilon schedule instead of fixed epsilon in epsilon-greedy (ablation)two-layer neural network bandit · two-layer neural network banditinstant regretHelped
Increase ensemble size (more models) for Gaussian bandit (ablation)ensemble sampling on independent Gaussian bandit · Gaussian bandit 50 armsper-period regretHelped
Ensemble size needed to approximate Thompson sampling grows with number of actionsensemble sampling on independent Gaussian bandits · Gaussian bandits varying arms, T=2000, eps=0.03minimum number of modelsNo clear effect

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