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Optimal Best-arm Identification in Linear Bandits

NeurIPS 2020 · Bandits and online learning › Multi-armed bandits · approach: Best-arm identification in linear bandits · 21 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Lazy TS instead of RAGEFinite-arm best-arm identification · Many arms, K=1000–7500sample complexity: 1206.55 vs 1148.45; 1253.60 vs 1440.75; 1247.05 vs 1540.3; 1296.55 vs 1598.0Mixed
Use Lazy TS instead of RAGE with the improved stopping thresholdFinite-arm best-arm identification · Many arms, K=1000–10000sample complexity: 424.5 vs 1148.45; 458.15 vs 1440.75; 434.65 vs 1540.3; 448.0 vs 1598.0; 452.85 vs 1479.4Helped
Use Lazy TS instead of the Oracle stopping procedureFinite-arm best-arm identification · Many arms, K=1000–10000sample complexity: 424.5 vs 476.45; 458.15 vs 492.15; 434.65 vs 515.6; 448.0 vs 547.65; 452.85 vs 564.85Mixed
Remove averaging and track only the current allocation (ablation)Lazy TS · Many arms, K=1000–10000sample complexity: 424.5 vs 424.5; 458.15 vs 455.95; 434.65 vs 433.6; 448.0 vs 447.45; 452.85 vs 452.95No clear effect
Remove averaging and track only the current allocation (ablation)Lazy TS · Many arms, K=1000–7500 (main setup)sample complexity: 1409 -> 1206.55; 1404 -> 1253.60; 1401 -> 1247.05; 1434 -> 1296.55Helped

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