Research map / Learning theory and algorithms / Sample complexity
Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use Murphy Sampling instead of LCB | Sequential minimum-mean testing on H_< · Gaussian bandit, K=10, means linearly spaced between -1 and 1 | sample complexity | Helped |
| Use Murphy Sampling instead of vanilla Thompson Sampling | Sequential minimum-mean testing on H_> · Gaussian bandit, K=5, means linearly spaced between 0.5 and 1 | sample complexity | Helped |
| Use the Aggregate stopping rule instead of Box | Sequential minimum-mean testing on H_< · Gaussian bandit, K=10, means linearly spaced between -1 and 1 | sample complexity | Helped |
| Use the Box stopping rule instead of GLRT | Sequential minimum-mean testing on H_< · Gaussian bandit, K=10, means linearly spaced between -1 and 1 | sample complexity | Helped |
| Aggregate samples from subsets of arms rather than use Box stopping | Murphy Sampling and LCB · Gaussian bandit, K=100, k arms with mean -1 and K-k arms with mean 0 | sample complexity | Helped |
| Use GLRT stopping instead of Aggregate stopping | Murphy Sampling and LCB · Gaussian bandit, K=100, k arms with mean -1 and K-k arms with mean 0 | sample complexity | Mixed |
| Use Aggregate stopping instead of GLRT | Murphy Sampling and LCB · Gaussian bandit, K=100, k arms linearly spaced between -1 and 0; remaining arms have mean 0 | sample complexity | Helped |
| Use Murphy Sampling instead of LCB | Sequential minimum-mean testing on H_< · Gaussian bandit, K=100, k arms with mean -1 and K-k arms with mean 0 | sample complexity | Helped |
| Use Murphy Sampling instead of regular Thompson Sampling | Sequential minimum-mean testing on H_> · Gaussian bandit, K=5, means linearly spaced between 0.5 and 1 | sampling proportions | Helped |
| Aggregate samples from subsets when constructing an upper confidence bound on the minimum | UCB Aggregate versus UCB Box · Bernoulli bandit with k arms of mean 0.1 and four arms with means [0.2 0.3 0.4 0.5] | upper confidence bound on the minimum | Helped |
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