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Bandits with Feedback Graphs and Switching Costs

NeurIPS 2019 · Bandits and online learning › Online convex optimization and games · approach: Best-of-both-worlds bandit algorithms · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use adaptive mini-batches sized according to the probability of sampling revealing actions and explore an approximate dominating setOnline learning with a fixed undirected feedback graph and switching costs · Fixed feedback graphpseudo-regret upper bound: \tilde O(\alpha(G)^{\frac 1 3} T^{\frac 2 3}) -> \tilde O(\gamma(G)^{\frac 1 3}T^{\frac 2 3})Helped
Use mini-batched corralling of star-graph algorithms instead of the general adaptive mini-batch algorithmOnline learning with a fixed feedback graph and switching costs · Fixed feedback graphpseudo-regret upper bound: \tilde O\left(\sqrt{|R|} \, T^{\frac 2 3}\right) versus \tilde O(\gamma(G)^{\frac 1 3}T^{\frac 2 3})Hurt
Use partial counterfactual feedback with adaptive mini-batchingPolicy regret algorithm · m-memory adaptive adversarypolicy regret upper bound: \tilde O((m\gamma(G))^{\frac 1 3}T^{\frac 2 3})Helped
Use a revealing action as the exploration target and set its mini-batch size according to its sampling probabilityStar-graph algorithm · Star graphpseudo-regret upper bound: \tilde O(T^{\frac 2 3}) versus \tilde O(\alpha(G)^{\frac 1 3} T^{\frac 2 3})Helped

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