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Restless-UCB, an Efficient and Low-complexity Algorithm for Online Restless Bandits

NeurIPS 2020 · Bandits and online learning › Multi-armed bandits · approach: Non-stationary and structured-reward bandits · 12 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Construct an optimistic offline instance from confidence bounds and commit to its policyRestless-UCB · Real-world wireless communication datasetsregretHelped
Construct an optimistic offline instance from confidence bounds and commit to its policyRestless-UCB · Constructed two-arm instancesregretMixed
Use Restless-UCB instead of Colored-UCRL2Online restless bandit · Running time, 3 to 5 armsrunning time: 326s vs 5s; 8892s vs 5s; 129387s vs 5sHelped
Use Restless-UCB instead of TS-4Online restless bandit · Constructed two-arm instancesregretHelped
Use an approximate offline oracle with ratio λRestless-UCB · Online restless banditapproximation regret upper bound: \tilde{O}(T^{2\over 3})Helped

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