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Meta-Learning Adversarial Bandit Algorithms

NeurIPS 2023 · Bandits and online learning › Online convex optimization and games · approach: Parameter-free non-stationary online learning · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Meta-learn initialization, step-size, and entropy parameter instead of fixing them task by taskTsallis OMD for adversarial MAB · Adversarial MAB tasks with low entropy of optimal armstask-averaged regret: O(√(sm log d)) versus Θ(√(dm))Helped
Tune the Tsallis entropy parameter over [1/log d,1] rather than fixing a single entropy (ablation)Tsallis OMD for adversarial MAB · Implicit explorationtask-averaged regret: min_{β∈(0,1]}2√(Ĥ_β d^β m/β)+Õ((d^{3/4}m^{3/4}+d√m)/T^{1/4})Helped
Fix the entropy parameter at β=1 (Exp3) rather than tuning it (ablation)Tsallis OMD for adversarial MAB · Implicit exploration, β=1task-averaged regret: 2√(Ĥ_1dm)+Õ(d^{2/3}m^{2/3}/T^{1/3})Mixed
Use guaranteed exploration and unbiased loss estimators instead of implicit exploration estimatorsTsallis OMD for adversarial MAB · MAB with a positive best-arm gaptask-averaged regret: min_{β∈(0,1]}2√(H_β d^β m/β)Helped
Use guaranteed exploration without a positive best-arm gapTsallis OMD for adversarial MAB · MAB with unknown or small gapexpected task-averaged regret: min{min_{β∈(0,1]}2√(H_β d^β m/β)+Õ(d^{3/4}m^{1/3}/Δ),8√(dm)}Mixed
Meta-learn the boundary offset and initializationSelf-concordant-barrier OMD for bandit linear optimization · Unit sphereexpected task-averaged regret: 4d√(2m log(1+(1−E||x̂̄||_2^2)/(2ε+ε^2)))+εmHelped
Use a fixed task-independent initialization and boundary offset rather than meta-learning them (ablation)Self-concordant-barrier OMD for bandit linear optimization · Identical estimated optima across tasks on the sphereexpected task-averaged regret: 1Hurt

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