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Scalar Posterior Sampling with Applications

NeurIPS 2018 · Probabilistic and scientific modeling › Bayesian optimization · approach: Regret bounds for Bayesian optimization · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace dynamic episode schedule (TSDE) with deterministic doubling schedule (DS-PSRL)PSRL · RiverSwim scalar, experiment 1number of policy switches: 159 -> 14Helped
replace TSDE schedule with DS-PSRL schedule when multi-step exploration is neededPSRL · RiverSwim scalar, experiment 2number of policy switches: 315 -> 14Helped
use DS-PSRL instead of t-mod-1 and TSDE when contradicting optimal policies make frequent switching oscillatePSRL · RiverSwim scalar, experiment 2average rewardHelped
use DS-PSRL instead of TSDE when transition probabilities are identical for all statesPSRL · RiverSwim scalar, experiment 1average rewardNo clear effect
switch to DS-PSRL schedule with more parameters (Dirichlet prior)PSRL · RiverSwim multiple parameters, 15 states 43 paramsnumber of policy switches: 274 -> 14Helped
switch to DS-PSRL schedule with more parameters (Dirichlet prior)PSRL · RiverSwim multiple parameters, 20 states 58 paramsnumber of policy switches: 301 -> 14Helped
increase number of parameters, DS-PSRL versus TSDEPSRL · RiverSwim multiple parametersaverage rewardHelped
switch every time step (t-mod-1) versus DS-PSRL and TSDE schedulesPSRL · LQ problemaverage costNo clear effect
use DS-PSRL schedule instead of TSDE in LQ problemPSRL · LQ problemnumber of policy switches: 60 -> 10Helped

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