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Identifying Outlier Arms in Multi-Armed Bandit

NeurIPS 2017 · 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
Replace round-robin pulling with weighted round-robin (active arms pulled ρ times as often)WRR vs RR · Synthetic#pulls: WRR saves more than 40% of RR cost in 80% of test cases; >60% in about halfHelped
Replace round-robin pulling with weighted round-robinWRR vs RR · Twittercost reduction vs IB: WRR saves >50% of IB cost in ~80% of cases; RR often worse than IBHelped
Use a heuristic termination (stop when outlier set unchanged for 1/δ pulls) in naive round-robinNRR · Synthetic% exactly correctHurt
Iterative best-arm identification baseline vs. RR/WRRIB · Synthetic#pulls: 1-3 orders of magnitude more pulls than WRR and RRHurt
Set ρ to ρ* from Eq. (6) rather than a manually tuned value (ablation)WRR · Synthetic (n=15, k=2.5)avg #pulls ratio to ρ*: ρ* performance close to best (ratio within about 1.08 of ρ*)No clear effect

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