Research map / Bandits and online learning / Multi-armed bandits
Coordinate Descent with Bandit Sampling
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| select the coordinate with the largest marginal-decrease lower bound | coordinate descent (max_r) · aloi / Lasso | time to sub-optimality gap exp(-5) (seconds): 27.8 -> 6.2 | Helped |
| select the coordinate with the largest marginal-decrease lower bound | coordinate descent (max_r) · a9a / logistic regression | time to sub-optimality gap exp(-5) (seconds): 11.8 -> 4.5 | Helped |
| select the coordinate with the largest marginal-decrease lower bound | coordinate descent (max_r) · usps / ridge regression | time to sub-optimality gap exp(-5) (seconds): 1 -> 9.5 | Hurt |
| use bandit estimates with periodic full-coordinate refresh and exploration | coordinate descent (B_max_r) · aloi / Lasso | time to sub-optimality gap exp(-5) (seconds): 27.8 -> 11 | Helped |
| use bandit estimates with periodic full-coordinate refresh and exploration | coordinate descent (B_max_r) · a9a / logistic regression | time to sub-optimality gap exp(-5) (seconds): 11.8 -> 1.9 | Helped |
| use bandit estimates with periodic full-coordinate refresh and exploration | coordinate descent (B_max_r) · usps / ridge regression | time to sub-optimality gap exp(-5) (seconds): 1 -> 1 | No clear effect |
| use B_max_r instead of max_r | coordinate descent · aloi / Lasso | time to sub-optimality gap exp(-5) (seconds): 6.2 -> 11 | Hurt |
| use B_max_r instead of max_r | coordinate descent · a9a / logistic regression | time to sub-optimality gap exp(-5) (seconds): 4.5 -> 1.9 | Helped |
| use B_max_r instead of max_r | coordinate descent · usps / ridge regression | time to sub-optimality gap exp(-5) (seconds): 9.5 -> 1 | Helped |
| increase the bin size E | B_max_r on a9a / logistic regression · a9a / logistic regression | iterations to log-suboptimality gap -5 | Hurt |
| increase the exploration parameter ε | B_max_r on a9a / logistic regression · a9a / logistic regression | iterations to log-suboptimality gap -5 | Hurt |
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