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Adaptive Algorithms for Relaxed Pareto Set Identification

NeurIPS 2023 · Bandits and online learning › Multi-armed bandits · approach: Best-arm identification in linear bandits · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace PSI-Unif-Elim by APE (k=K)PSI algorithm · Random Bernoulli, K=5, D=2average sample complexity: 190625 -> 150844Helped
replace PSI-Unif-Elim by APE (k=K)PSI algorithm · Random Bernoulli, K=5, D=4average sample complexity: 157584 -> 124001Helped
replace PSI-Unif-Elim by APE (k=K)PSI algorithm · Random Bernoulli, K=5, D=8average sample complexity: 27270 -> 20336Helped
relax to identify at most k=1 Pareto arm instead of all (ablation)APE · Random Bernoulli, K=5, D=2average sample complexity: 150844 -> 811Helped
relax to at most k=2 arms instead of k=5 (ablation)APE · Random Bernoulli, K=5, D=4average sample complexity: 124001 -> 6410Helped
relax to at most k=3 arms instead of k=5 (ablation)APE · Random Bernoulli, K=5, D=8average sample complexity: 20336 -> 405Helped
increase k from 2 to 3 (ablation)APE · Random Bernoulli, K=5, D=2average sample complexity: 39530 -> 109020Hurt
increase dimension D from 2 to 8 for APE-5APE · Random Bernoulli, K=5average sample complexity: 150844 -> 20336Helped
use k>3 relaxation vs unrelaxed exact PSIAPE · COV-BOOST real-world scenarioempirical sample complexityHelped
use k=1 or k=2 relaxation (ablation)APE · COV-BOOST real-world scenarioempirical sample complexityHelped
add eps2 relaxation (eps2 from 0.01 to 0.05) (ablation)APE · Random Bernoulli, K=5, D=2average sample complexity: 86%Helped

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