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)...

Cijeli opis

Bibliografski detalji
Glavni autori: Zoghi, M, Karnin, Z, Whiteson, S, Rijke, M
Format: Conference item
Izdano: 2015
_version_ 1826307138599780352
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