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An Adaptive Approach for Infinitely Many-armed Bandits under Generalized Rotting Constraints

NeurIPS 2024 · Bandits and online learning › Multi-armed bandits · approach: Non-stationary and structured-reward bandits · 0 citations (OpenAlex)

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Studies infinitely many-armed rested rotting bandits under slow (total rotting budget V_T) and abrupt (rotting-instance budget S_T) constraints, proposing a UCB variant with an adaptive sliding window and a threshold, with matching-type regret bounds for beta>=1.

Problem

Minimizing regret in infinitely many-armed bandits where arm mean rewards decrease (rot) each time they are pulled, under generalized initial reward distributions P(mu>1-x)=Theta(x^beta) and generalized rotting constraints (total rotting V_T or number of rotting instances S_T).

Approach

UCB with an adaptive sliding window over doubling-length windows: an arm is withdrawn when the minimum window-UCB over candidate start times falls below a threshold 1-delta, balancing bias from rotting against variance; delta is tuned by beta and V_T or S_T.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use an adaptive sliding window and tuned threshold instead of UCB-TPInfinite-armed rotting bandits with ρ_t=1/(t\log(T)) · Synthetic datasets, uniform initial means (β=1)regretHelped
Use the V_T- and S_T-tuned proposed algorithm rather than the parameter-free proposed algorithmInfinite-armed rotting bandits with ρ_t=1/(t\log(T)) · Synthetic datasets, uniform initial means (β=1)regretHelped
Use an adaptive sliding-window estimator instead of UCB-TP's maximum-rotting-rate estimatorSlow rotting with an oblivious adversary · Slow rotting (V_T), β=1regret upper bound: \tilde{O}(\max\{V_T^{\frac{1}{3}}T^{\frac{2}{3}},\sqrt{T}\}) ≤ \tilde{O}(\max\{\rho^{\frac{1}{3}}T,\sqrt{T}\})Helped
Include the cost of learning the threshold δUCB-Threshold with Adaptive Sliding Window without prior parameter knowledge · Slow and abrupt rottingregret upper bound: +\max\{T^{(2\beta+1)/(2\beta+2)},T^{3/4}\}Hurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic bandit instances with uniform initial mean rewards

Benchmarks: synthetic infinitely many-armed rotting bandit instances

Metrics: cumulative regret

Baselines: UCB-TP SSUCB

Builds on: UCB-TP SSUCB episodic regret analysis for infinitely many-armed bandits Bandit-over-Bandit

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