Research map / Bandits and online learning / Multi-armed bandits
Batched Multi-armed Bandits Problem
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use BaSE with a minimax static grid | Batched K-armed bandit · Minimax regret | expected cumulative regret: C\log K\sqrt{\log(KT)}\cdot \sqrt{K}T^{\frac{1}{2-2^{1-M}}} | Helped |
| Use BaSE with a geometric static grid | Batched K-armed bandit · Problem-dependent regret | expected cumulative regret: C\log K\log (KT)\cdot \frac{KT^{1/M}}{\min_{i\neq \star} \Delta_i} | Helped |
| Use an adaptive grid rather than a static grid | Batched K-armed bandit · Minimax and problem-dependent regret | regret lower bound: cM^{-2}\cdot \sqrt{K}T^{\frac{1}{2-2^{1-M}}}; cM^{-2}\cdot KT^{\frac{1}{M}} | No clear effect |
| Use the minimax grid instead of the geometric or arithmetic grid | BaSE · Experimental bandit settings | average regret | Helped |
| Increase the number of batches to 4 | BaSE · Experimental bandit settings | average regret relative to centralized UCB1 | Helped |
| Use BaSE instead of ETC | Two-arm batched bandit · Experiment comparing BaSE and ETC | regret | Helped |
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