Batched Nonparametric Contextual Bandits
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Accesso online: | |
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| _version_ | 1866916985916358656 |
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| author | Jiang, Rong Ma, Cong |
| author_facet | Jiang, Rong Ma, Cong |
| contents | We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We establish a minimax regret lower bound for this setting and propose a novel batch learning algorithm that achieves the optimal regret (up to logarithmic factors). In essence, our procedure dynamically splits the covariate space into smaller bins, carefully aligning their widths with the batch size. Our theoretical results suggest that for nonparametric contextual bandits, a nearly constant number of policy updates can attain optimal regret in the fully online setting. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_17732 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Batched Nonparametric Contextual Bandits Jiang, Rong Ma, Cong Statistics Theory Machine Learning We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We establish a minimax regret lower bound for this setting and propose a novel batch learning algorithm that achieves the optimal regret (up to logarithmic factors). In essence, our procedure dynamically splits the covariate space into smaller bins, carefully aligning their widths with the batch size. Our theoretical results suggest that for nonparametric contextual bandits, a nearly constant number of policy updates can attain optimal regret in the fully online setting. |
| title | Batched Nonparametric Contextual Bandits |
| topic | Statistics Theory Machine Learning |
| url | https://arxiv.org/abs/2402.17732 |