Research map / Bandits and online learning / Multi-armed bandits
Online Multi-Armed Bandits with Adaptive Inference
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| replace sample-mean Thompson sampling estimate with adaptively weighted doubly robust estimator (DATS) | TS-Normal · Synthetic domains, K=5..50 | average regret | Helped |
| replace sample-mean Thompson sampling estimate with DATS estimator | TS-Normal · Synthetic domains, K=5..50 | stopping time for best-arm identification | Mixed |
| DATS vs TS and UCB on A/B-test-based bandit | TS-Normal / UCB-Normal · Semi-synthetic A/B test, K=6 | cumulative regret | Helped |
| use unbiased IPW estimator instead of sample mean in TS (no adaptive weights) | TS-Normal · Semi-synthetic A/B test, K=6 | cumulative regret | Hurt |
| use plain doubly robust estimator instead of sample mean in TS | TS-Normal · Semi-synthetic A/B test, K=6 | cumulative regret | Hurt |
| add variance-stabilizing adaptive weights to doubly robust estimator (DATS vs TS-DR) (ablation) | TS-DR · Semi-synthetic A/B test, K=6 | cumulative regret | Helped |
| use propensity clipping instead of arm elimination plus uniform exploration (ablation) | DATS · Synthetic domains | regret and stopping time | No clear effect |
| vary uniform-exploration gamma (0.01, 0.05, 0.1) for DATS (ablation) | DATS · Semi-synthetic low SNR | cumulative regret | No clear effect |
| tune gamma for TS-IPW and TS-DR (ablation) | TS-IPW / TS-DR · Semi-synthetic low SNR | cumulative regret | Helped |
Closest papers by meaning
- Statistical Inference on Multi-armed Bandits with Delayed Feedback (ICML 2023 · similarity 0.91)
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