论文标题
批处理学习在随机线性土匪中的影响
The Impact of Batch Learning in Stochastic Linear Bandits
论文作者
论文摘要
我们考虑了一个特殊的匪徒问题的情况,称为批处理匪徒,其中代理在一定时间段内观察了批次的响应。与以前的工作不同,我们考虑了一个更实际相关的以批量学习为中心的情况。也就是说,我们提供了政策不足的遗憾分析,并为候选政策的遗憾展示了上和下限。我们的主要理论结果表明,批处理学习的影响是相对于在线行为的遗憾,批处理大小的乘法因素。首先,我们研究了随机线性匪徒的两个设置:有限且无限多手臂的土匪。尽管两种设置的遗憾界限都是相同的,但前者的设置结果在温和的假设下保持。另外,我们为2臂匪徒问题作为重要见解提供了更强大的结果。最后,我们通过进行经验实验并反思最佳批量选择来证明理论结果的一致性。
We consider a special case of bandit problems, named batched bandits, in which an agent observes batches of responses over a certain time period. Unlike previous work, we consider a more practically relevant batch-centric scenario of batch learning. That is to say, we provide a policy-agnostic regret analysis and demonstrate upper and lower bounds for the regret of a candidate policy. Our main theoretical results show that the impact of batch learning is a multiplicative factor of batch size relative to the regret of online behavior. Primarily, we study two settings of the stochastic linear bandits: bandits with finitely and infinitely many arms. While the regret bounds are the same for both settings, the former setting results hold under milder assumptions. Also, we provide a more robust result for the 2-armed bandit problem as an important insight. Finally, we demonstrate the consistency of theoretical results by conducting empirical experiments and reflect on optimal batch size choice.