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Batched Multi-armed Bandits Problem

NeurIPS 2019 · Bandits and online learning › Multi-armed bandits · approach: Optimal stochastic bandit algorithms · 41 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use BaSE with a minimax static gridBatched K-armed bandit · Minimax regretexpected 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 gridBatched K-armed bandit · Problem-dependent regretexpected 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 gridBatched K-armed bandit · Minimax and problem-dependent regretregret 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 gridBaSE · Experimental bandit settingsaverage regretHelped
Increase the number of batches to 4BaSE · Experimental bandit settingsaverage regret relative to centralized UCB1Helped
Use BaSE instead of ETCTwo-arm batched bandit · Experiment comparing BaSE and ETCregretHelped

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