Pith. sign in

REVIEW

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2109.14733 v1 pith:SOSDXB5V submitted 2021-09-29 cs.LG cs.AI

Batched Bandits with Crowd Externalities

classification cs.LG cs.AI
keywords policyalgorithmbmabcrowdregretallowedarmsbandits
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

In Batched Multi-Armed Bandits (BMAB), the policy is not allowed to be updated at each time step. Usually, the setting asserts a maximum number of allowed policy updates and the algorithm schedules them so that to minimize the expected regret. In this paper, we describe a novel setting for BMAB, with the following twist: the timing of the policy update is not controlled by the BMAB algorithm, but instead the amount of data received during each batch, called \textit{crowd}, is influenced by the past selection of arms. We first design a near-optimal policy with approximate knowledge of the parameters that we prove to have a regret in $\mathcal{O}(\sqrt{\frac{\ln x}{x}}+\epsilon)$ where $x$ is the size of the crowd and $\epsilon$ is the parameter error. Next, we implement a UCB-inspired algorithm that guarantees an additional regret in $\mathcal{O}\left(\max(K\ln T,\sqrt{T\ln T})\right)$, where $K$ is the number of arms and $T$ is the horizon.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.