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Statistical Efficiency of Thompson Sampling for Combinatorial Semi-Bandits

NeurIPS 2020 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Thompson sampling analysis · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use CTS-Beta with a tighter regret analysis for independent bounded outcomesCTS-Beta · Independent bounded outcomesregret upper-bound factor before n log(T)/Δ: m -> \log^2(m)Helped
Use a factorized Gaussian prior for sub-Gaussian outcomesCTS-Gaussian · C-sub-Gaussian outcomes, diagonal Cregret upper-bound factor before n log(T)/Δ: m -> {{\log^2(m) }}Helped
Clip sampled scores below at the empirical mean and above at the UCBCTS-Gaussian · Arbitrary dependenciesregret upper-bound factor before n log(T)/Δ: {{\log^2(m) m}} -> mHelped
Use CTS policies rather than CUCB and CUCB-KLShortest path on Chesapeake road network · Shortest path, independent and correlated outcomescumulative regretHelped
Use Clip CTS-Gaussian rather than ESC-B when covariance parameter c is smallMatching on K_{4,4} · Gaussian outcomes, matchingcumulative regretHelped
Use ESC-B rather than Clip CTS-Gaussian when covariance parameter c is largeMatching on K_{4,4} · Gaussian outcomes, matchingcumulative regretHelped
Use a correlated Gaussian prior instead of an independent prior (ablation)CTS-Gaussian · Matching problem with correlated outcomescumulative regretHelped
Use a common prior instead of a correlated prior (ablation)CTS-Gaussian · Worst-case separate action space with independent outcomescumulative regretHurt
Use CUCB rather than Clip CTS-GaussianMatching problem · Computation time per roundcomputation time: 0.50; 0.80; 1.75; 1.79; 3.30; 5.42 -> 0.39; 0.64; 1.23; 1.65; 2.45; 3.88Helped
Use Clip CTS-Gaussian rather than ESC-BMatching problem · Computation time per roundcomputation time: 0.50; 0.80; 1.75; 1.79; 3.30; 5.42 -> 0.45; 1.93; 10.3; 75.6; 541; 4694Helped

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