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arXiv 提交日期: 2026-04-27
📄 Abstract - A Finite Time Analysis of Thompson Sampling for Bayesian Optimization with Preferential Feedback

Preference feedback, in the form of pairwise comparisons rather than scalar scores, has seen increasing use in applications such as human-, laboratory-, and expert-in-the-loop design, as well as scientific discovery. We propose a Thompson Sampling (TS) approach to Bayesian optimization with preferential feedback that models comparisons using a monotone link on latent utility differences and leverages the dueling kernel induced by a base kernel. We provide a finite-time analysis showing that the performance of the proposed method matches that of standard TS for conventional Bayesian optimization with scalar feedback. The analysis exploits the anchor invariance of TS for challenger selection and introduces a double-TS pairing variant. We also demonstrate the performance of the method on both synthetic and real-world examples.

顶级标签: theory machine learning
详细标签: thompson sampling bayesian optimization preference feedback finite time analysis dueling kernel 或 搜索:

基于偏好反馈的贝叶斯优化中汤普森采样的有限时间分析 / A Finite Time Analysis of Thompson Sampling for Bayesian Optimization with Preferential Feedback


1️⃣ 一句话总结

本文提出了一种用于处理偏好反馈(如成对比较而非数值评分)的贝叶斯优化方法,通过结合汤普森采样和一种基于潜在效用差异的单调链接函数来建模比较,并在有限时间分析中证明其性能与标准标量反馈的贝叶斯优化相当,同时在合成数据和真实案例中验证了其有效性。

源自 arXiv: 2604.25025