惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

The GitHub Blog
The GitHub Blog
雷峰网
雷峰网
小众软件
小众软件
博客园 - 【当耐特】
J
Java Code Geeks
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
Hugging Face - Blog
Hugging Face - Blog
腾讯CDC
Engineering at Meta
Engineering at Meta
aimingoo的专栏
aimingoo的专栏
A
About on SuperTechFans
H
Help Net Security
博客园_首页
P
Proofpoint News Feed
GbyAI
GbyAI
大猫的无限游戏
大猫的无限游戏
N
Netflix TechBlog - Medium
爱范儿
爱范儿
MyScale Blog
MyScale Blog
Blog — PlanetScale
Blog — PlanetScale
The Cloudflare Blog
MongoDB | Blog
MongoDB | Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
Google DeepMind News
Google DeepMind News

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Nearly Minimax Optimal Regret for Multinomial Logistic Ba...
Joongkyu Lee, Min-hwan Oh · 2024-05-16 · via stat.ML updates on arXiv.org

In this paper, we study the contextual multinomial logit (MNL) bandit problem in which a learning agent sequentially selects an assortment based on contextual information, and user feedback follows an MNL choice model. There has been a significant discrepancy between lower and upper regret bounds, particularly regarding the maximum assortment size $K$. Additionally, the variation in reward structures between these bounds complicates the quest for optimality. Under uniform rewards, where all items have the same expected reward, we establish a regret lower bound of $Ω(d\sqrt{T/K})$ and propose a constant-time algorithm, OFU-MNL+, that achieves a matching upper bound of $\tilde{O}(d\sqrt{T/K})$. We also provide instance-dependent minimax regret bounds under uniform rewards. Under non-uniform rewards, we prove a lower bound of $Ω(d\sqrt{T})$ and an upper bound of $\tilde{O}(d\sqrt{T})$, also achievable by OFU-MNL+. Our empirical studies support these theoretical findings. To the best of our knowledge, this is the first work in the contextual MNL bandit literature to prove minimax optimality -- for either uniform or non-uniform reward setting -- and to propose a computationally efficient algorithm that achieves this optimality up to logarithmic factors.