面向高效实验的赌博机算法:自适应控制组、用户偏好与上下文漂移 / Bandits for Efficient Experimentation: Adapting to Control Group, Preferences, and Context Drifts
1️⃣ 一句话总结
本文提出了一种名为Dri-MED的智能算法,能够在用户偏好随时间变化、且每次推荐都必须不低于某个基准策略的情况下,高效地为不同用户群体做出个性化推荐,同时显著减少总体决策失误和违规次数。
We consider a variant of the linear contextual stochastic multi-armed bandits, where the learner must provide recommendations to a group of users, each having its personalized preference vector, and in the presence of context distributions that are drifting over time. Under practitioner-friendly assumptions, we reduce this setting to linear bandit with stationary mean but heteroskedastic and non-stationary noise. We further study the case when the learner must ensure the mean reward of each decision must exceed that of a baseline strategy $\boldsymbol{\pi}_0$ at each decision step. We introduce Dri-MED, an algorithm inspired from the linear version of the MED strategy, and carefully adapted to handle the non-stationary heteroskedastic noise. We show that the instance-dependent regret scales as $\tilde{\mathcal O}\left(\frac{\kappa}{\tilde{\Delta}}d^2(\log(T)\right)$, where $\tilde{\Delta}$ is the constraint-aware sub-optimality gap subject to policy $\pi_0$, with variance-aware multiplicative term $\kappa$ that we carefully handle using heteroskedastic regression. We further show Dri-MED enjoys $\tilde{\mathcal{O}}(d)$ expected constraint violations. Our numerical results suggest that Dri-MED significantly outperforms conservative baselines that ignores the drift and preference structure.
面向高效实验的赌博机算法:自适应控制组、用户偏好与上下文漂移 / Bandits for Efficient Experimentation: Adapting to Control Group, Preferences, and Context Drifts
本文提出了一种名为Dri-MED的智能算法,能够在用户偏好随时间变化、且每次推荐都必须不低于某个基准策略的情况下,高效地为不同用户群体做出个性化推荐,同时显著减少总体决策失误和违规次数。
源自 arXiv: 2606.09802