Copeland dueling bandits
A version of the dueling bandit problem is addressed in which a Condorcet winner may not exist. Two algorithms are proposed that instead seek to minimize regret with respect to the Copeland winner, which, unlike the Condorcet winner, is guaranteed to exist. The first, Copeland Confidence Bound (CCB)...
Päätekijät: | , , , |
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Aineistotyyppi: | Conference item |
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2015
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_version_ | 1826307138599780352 |
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author | Zoghi, M Karnin, Z Whiteson, S Rijke, M |
author_facet | Zoghi, M Karnin, Z Whiteson, S Rijke, M |
author_sort | Zoghi, M |
collection | OXFORD |
description | A version of the dueling bandit problem is addressed in which a Condorcet winner may not exist. Two algorithms are proposed that instead seek to minimize regret with respect to the Copeland winner, which, unlike the Condorcet winner, is guaranteed to exist. The first, Copeland Confidence Bound (CCB), is designed for small numbers of arms, while the second, Scalable Copeland Bandits (SCB), works better for large-scale problems. We provide theoretical results bounding the regret accumulated by CCB and SCB, both substantially improving existing results. Such existing results either offer bounds of the form $O(K \log T)$ but require restrictive assumptions, or offer bounds of the form $O(K^2 \log T)$ without requiring such assumptions. Our results offer the best of both worlds: $O(K \log T)$ bounds without restrictive assumptions. |
first_indexed | 2024-03-07T06:58:27Z |
format | Conference item |
id | oxford-uuid:feee8492-89d1-47d2-84d0-c68a74b36d71 |
institution | University of Oxford |
last_indexed | 2024-03-07T06:58:27Z |
publishDate | 2015 |
record_format | dspace |
spelling | oxford-uuid:feee8492-89d1-47d2-84d0-c68a74b36d712022-03-27T13:40:36ZCopeland dueling banditsConference itemhttp://purl.org/coar/resource_type/c_5794uuid:feee8492-89d1-47d2-84d0-c68a74b36d71Symplectic Elements at Oxford2015Zoghi, MKarnin, ZWhiteson, SRijke, MA version of the dueling bandit problem is addressed in which a Condorcet winner may not exist. Two algorithms are proposed that instead seek to minimize regret with respect to the Copeland winner, which, unlike the Condorcet winner, is guaranteed to exist. The first, Copeland Confidence Bound (CCB), is designed for small numbers of arms, while the second, Scalable Copeland Bandits (SCB), works better for large-scale problems. We provide theoretical results bounding the regret accumulated by CCB and SCB, both substantially improving existing results. Such existing results either offer bounds of the form $O(K \log T)$ but require restrictive assumptions, or offer bounds of the form $O(K^2 \log T)$ without requiring such assumptions. Our results offer the best of both worlds: $O(K \log T)$ bounds without restrictive assumptions. |
spellingShingle | Zoghi, M Karnin, Z Whiteson, S Rijke, M Copeland dueling bandits |
title | Copeland dueling bandits |
title_full | Copeland dueling bandits |
title_fullStr | Copeland dueling bandits |
title_full_unstemmed | Copeland dueling bandits |
title_short | Copeland dueling bandits |
title_sort | copeland dueling bandits |
work_keys_str_mv | AT zoghim copelandduelingbandits AT karninz copelandduelingbandits AT whitesons copelandduelingbandits AT rijkem copelandduelingbandits |