142,840 research outputs found
An Information-Theoretic Analysis of Thompson Sampling
We provide an information-theoretic analysis of Thompson sampling that
applies across a broad range of online optimization problems in which a
decision-maker must learn from partial feedback. This analysis inherits the
simplicity and elegance of information theory and leads to regret bounds that
scale with the entropy of the optimal-action distribution. This strengthens
preexisting results and yields new insight into how information improves
performance
Cover Tree Bayesian Reinforcement Learning
This paper proposes an online tree-based Bayesian approach for reinforcement
learning. For inference, we employ a generalised context tree model. This
defines a distribution on multivariate Gaussian piecewise-linear models, which
can be updated in closed form. The tree structure itself is constructed using
the cover tree method, which remains efficient in high dimensional spaces. We
combine the model with Thompson sampling and approximate dynamic programming to
obtain effective exploration policies in unknown environments. The flexibility
and computational simplicity of the model render it suitable for many
reinforcement learning problems in continuous state spaces. We demonstrate this
in an experimental comparison with least squares policy iteration
Perturbed-History Exploration in Stochastic Linear Bandits
We propose a new online algorithm for minimizing the cumulative regret in
stochastic linear bandits. The key idea is to build a perturbed history, which
mixes the history of observed rewards with a pseudo-history of randomly
generated i.i.d. pseudo-rewards. Our algorithm, perturbed-history exploration
in a linear bandit (LinPHE), estimates a linear model from its perturbed
history and pulls the arm with the highest value under that model. We prove a
gap-free bound on the expected -round regret of
LinPHE, where is the number of features. Our analysis relies on novel
concentration and anti-concentration bounds on the weighted sum of Bernoulli
random variables. To show the generality of our design, we extend LinPHE to a
logistic reward model. We evaluate both algorithms empirically and show that
they are practical
Seamlessly Unifying Attributes and Items: Conversational Recommendation for Cold-Start Users
Static recommendation methods like collaborative filtering suffer from the
inherent limitation of performing real-time personalization for cold-start
users. Online recommendation, e.g., multi-armed bandit approach, addresses this
limitation by interactively exploring user preference online and pursuing the
exploration-exploitation (EE) trade-off. However, existing bandit-based methods
model recommendation actions homogeneously. Specifically, they only consider
the items as the arms, being incapable of handling the item attributes, which
naturally provide interpretable information of user's current demands and can
effectively filter out undesired items. In this work, we consider the
conversational recommendation for cold-start users, where a system can both ask
the attributes from and recommend items to a user interactively. This important
scenario was studied in a recent work. However, it employs a hand-crafted
function to decide when to ask attributes or make recommendations. Such
separate modeling of attributes and items makes the effectiveness of the system
highly rely on the choice of the hand-crafted function, thus introducing
fragility to the system. To address this limitation, we seamlessly unify
attributes and items in the same arm space and achieve their EE trade-offs
automatically using the framework of Thompson Sampling. Our Conversational
Thompson Sampling (ConTS) model holistically solves all questions in
conversational recommendation by choosing the arm with the maximal reward to
play. Extensive experiments on three benchmark datasets show that ConTS
outperforms the state-of-the-art methods Conversational UCB (ConUCB) and
Estimation-Action-Reflection model in both metrics of success rate and average
number of conversation turns.Comment: TOIS 202
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