Research map / Bandits and online learning / Online convex optimization and games
Meta-Learning Adversarial Bandit Algorithms
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Meta-learn initialization, step-size, and entropy parameter instead of fixing them task by task | Tsallis OMD for adversarial MAB · Adversarial MAB tasks with low entropy of optimal arms | task-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 exploration | task-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=1 | task-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 estimators | Tsallis OMD for adversarial MAB · MAB with a positive best-arm gap | task-averaged regret: min_{β∈(0,1]}2√(H_β d^β m/β) | Helped |
| Use guaranteed exploration without a positive best-arm gap | Tsallis OMD for adversarial MAB · MAB with unknown or small gap | expected 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 initialization | Self-concordant-barrier OMD for bandit linear optimization · Unit sphere | expected task-averaged regret: 4d√(2m log(1+(1−E||x̂̄||_2^2)/(2ε+ε^2)))+εm | Helped |
| 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 sphere | expected task-averaged regret: 1 | Hurt |
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