Zero-Inflated Bandits
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arXiv
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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866917907846397952 |
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| author | Wei, Haoyu Wan, Runzhe Shi, Lei Song, Rui |
| author_facet | Wei, Haoyu Wan, Runzhe Shi, Lei Song, Rui |
| contents | Many real-world bandit applications are characterized by sparse rewards, which can significantly hinder learning efficiency. Leveraging problem-specific structures for careful distribution modeling is recognized as essential for improving estimation efficiency in statistics. However, this approach remains under-explored in the context of bandits. To address this gap, we initiate the study of zero-inflated bandits, where the reward is modeled using a classic semi-parametric distribution known as the zero-inflated distribution. We develop algorithms based on the Upper Confidence Bound and Thompson Sampling frameworks for this specific structure. The superior empirical performance of these methods is demonstrated through extensive numerical studies. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_15595 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Zero-Inflated Bandits Wei, Haoyu Wan, Runzhe Shi, Lei Song, Rui Machine Learning Econometrics Many real-world bandit applications are characterized by sparse rewards, which can significantly hinder learning efficiency. Leveraging problem-specific structures for careful distribution modeling is recognized as essential for improving estimation efficiency in statistics. However, this approach remains under-explored in the context of bandits. To address this gap, we initiate the study of zero-inflated bandits, where the reward is modeled using a classic semi-parametric distribution known as the zero-inflated distribution. We develop algorithms based on the Upper Confidence Bound and Thompson Sampling frameworks for this specific structure. The superior empirical performance of these methods is demonstrated through extensive numerical studies. |
| title | Zero-Inflated Bandits |
| topic | Machine Learning Econometrics |
| url | https://arxiv.org/abs/2312.15595 |