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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
Tight Regret Bounds for Single-pass Streaming Multi-armed...
Chen Wang · 2023-06-04 · via stat.ML updates on arXiv.org

Regret minimization in streaming multi-armed bandits (MABs) has been studied extensively in recent years. In the single-pass setting with $K$ arms and $T$ trials, a regret lower bound of $Ω(T^{2/3})$ has been proved for any algorithm with $o(K)$ memory (Maiti et al. [NeurIPS'21]; Agarwal at al. [COLT'22]). On the other hand, however, the previous best regret upper bound is still $O(K^{1/3} T^{2/3}\log^{1/3}(T))$, which is achieved by the streaming implementation of the simple uniform exploration. The $O(K^{1/3}\log^{1/3}(T))$ gap leaves the open question of the tight regret bound in the single-pass MABs with sublinear arm memory. In this paper, we answer this open problem and complete the picture of regret minimization in single-pass streaming MABs. We first improve the regret lower bound to $Ω(K^{1/3}T^{2/3})$ for algorithms with $o(K)$ memory, which matches the uniform exploration regret up to a logarithm factor in $T$. We then show that the $\log^{1/3}(T)$ factor is not necessary, and we can achieve $O(K^{1/3}T^{2/3})$ regret by finding an $\varepsilon$-best arm and committing to it in the rest of the trials. For regret minimization with high constant probability, we can apply the single-memory $\varepsilon$-best arm algorithms in Jin et al. [ICML'21] to obtain the optimal bound. Furthermore, for the expected regret minimization, we design an algorithm with a single-arm memory that achieves $O(K^{1/3} T^{2/3}\log(K))$ regret, and an algorithm with $O(\log^{*}(n))$-memory with the optimal $O(K^{1/3} T^{2/3})$ regret following the $\varepsilon$-best arm algorithm in Assadi and Wang [STOC'20]. We further tested the empirical performances of our algorithms. The simulation results show that the proposed algorithms consistently outperform the benchmark uniform exploration algorithm by a large margin, and on occasion, reduce the regret by up to 70%.