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Home / Proceedings / Proceedings of the AAAI Conference on Artificial Intelligence, 32

Information Directed Sampling for Stochastic Bandits With Graph Feedback

March 15, 2023

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Published Date: 2018-02-08

Registration: ISSN 2374-3468 (Online) ISSN 2159-5399 (Print)

Copyright: Published by AAAI Press, Palo Alto, California USA Copyright © 2018, Association for the Advancement of Artificial Intelligence All Rights Reserved.

Authors

Fang Liu

The Ohio State University


Swapna Buccapatnam

AT&T Labs Research


Ness Shroff

The Ohio State University


DOI:

10.1609/aaai.v32i1.11751


Abstract:

We consider stochastic multi-armed bandit problems with graph feedback, where the decision maker is allowed to observe the neighboring actions of the chosen action. We allow the graph structure to vary with time and consider both deterministic and Erdos-Renyi random graph models. For such a graph feedback model, we first present a novel analysis of Thompson sampling that leads to tighter performance bound than existing work. Next, we propose new Information Directed Sampling based policies that are graph-aware in their decision making. Under the deterministic graph case, we establish a Bayesian regret bound for the proposed policies that scales with the clique cover number of the graph instead of the number of actions. Under the random graph case, we provide a Bayesian regret bound for the proposed policies that scales with the ratio of the number of actions over the expected number of observations per iteration. To the best of our knowledge, this is the first analytical result for stochastic bandits with random graph feedback. Finally, using numerical evaluations, we demonstrate that our proposed IDS policies outperform existing approaches, including adaptions of upper confidence bound, epsilon-greedy and Exp3 algorithms.

Topics: AAAI

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HOW TO CITE:

Fang Liu||Swapna Buccapatnam||Ness Shroff Information Directed Sampling for Stochastic Bandits With Graph Feedback Proceedings of the AAAI Conference on Artificial Intelligence, 32 (2018) .

Fang Liu||Swapna Buccapatnam||Ness Shroff Information Directed Sampling for Stochastic Bandits With Graph Feedback AAAI 2018, .

Fang Liu||Swapna Buccapatnam||Ness Shroff (2018). Information Directed Sampling for Stochastic Bandits With Graph Feedback. Proceedings of the AAAI Conference on Artificial Intelligence, 32, .

Fang Liu||Swapna Buccapatnam||Ness Shroff. Information Directed Sampling for Stochastic Bandits With Graph Feedback. Proceedings of the AAAI Conference on Artificial Intelligence, 32 2018 p..

Fang Liu||Swapna Buccapatnam||Ness Shroff. 2018. Information Directed Sampling for Stochastic Bandits With Graph Feedback. "Proceedings of the AAAI Conference on Artificial Intelligence, 32". .

Fang Liu||Swapna Buccapatnam||Ness Shroff. (2018) "Information Directed Sampling for Stochastic Bandits With Graph Feedback", Proceedings of the AAAI Conference on Artificial Intelligence, 32, p.

Fang Liu||Swapna Buccapatnam||Ness Shroff, "Information Directed Sampling for Stochastic Bandits With Graph Feedback", AAAI, p., 2018.

Fang Liu||Swapna Buccapatnam||Ness Shroff. "Information Directed Sampling for Stochastic Bandits With Graph Feedback". Proceedings of the AAAI Conference on Artificial Intelligence, 32, 2018, p..

Fang Liu||Swapna Buccapatnam||Ness Shroff. "Information Directed Sampling for Stochastic Bandits With Graph Feedback". Proceedings of the AAAI Conference on Artificial Intelligence, 32, (2018): .

Fang Liu||Swapna Buccapatnam||Ness Shroff. Information Directed Sampling for Stochastic Bandits With Graph Feedback. AAAI[Internet]. 2018[cited 2023]; .


ISSN: 2374-3468


Published by AAAI Press, Palo Alto, California USA
Copyright 2022, Association for the Advancement of
Artificial Intelligence 1900 Embarcadero Road, Suite
101, Palo Alto, California 94303 All Rights Reserved

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