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Gaussian process classification bandits
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DOI：10.1016/j.patcog.2023.110224.png)
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摘要
En 中文
Classification bandits are multi-armed bandit problems whose task is to classify a given set of arms into either positive or negative class depending on whether the rate of the arms with the expected reward of at least h is not less than w for given thresholds h and w. We study a special classification bandit problem in which arms correspond to points x in d-dimensional real space with expected rewards f(x) which are generated according to a Gaussian process prior. We develop a framework algorithm for the problem using various arm selection policies and propose policies called FCB (Farthest Confidence Bound) and FTSV (Farthest Thompson Sampling Value). We show a smaller sample complexity upper bound for FCB than that for the existing algorithm of the level set estimation, in which whether f(x) is at least h or not must be decided for every arm's x. Arm selection policies depending on an estimated rate of arms with mean rewards of at least h are also proposed and shown to improve empirical sample complexity. According to our experimental results, the rate-estimation versions of FCB and FTSV, together with that of the popular active learning policy which selects the point with the maximum variance, outperform other policies for synthetic functions, and the rate-estimation version of FTSV is also the best performer for our real-world dataset.
Keyword:
Bandit problem
Gaussian process
Classification bandits
Level set estimation
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7.6
论文数:
1.3W
被引数:
4.5W
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