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MaxExp-UCB: Enhanced Regret Bounds for Normalized Exploration Stochastic Multi-Armed Bandit Problems With High Action Spaces

2024· preprint· en· W4404520129 on OpenAlexaff
V. Raj

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldEngineering
TopicReservoir Engineering and Simulation Methods
Canadian institutionsUniversity of Calgary
Fundersnot available
KeywordsRegretAction (physics)Mathematical optimizationMathematical economicsComputer scienceMathematicsMachine learningPhysics

Abstract

fetched live from OpenAlex

Comprehensive exploration is necessary for collectively exploring the arms, while still exploiting the optimal arm, in K−armed stochastic bandits, specifically for higher arm spaces like the rescue and surveillance operation where relatively higher exploration of the agent is expected in the search space. Under the case of Multi-armed Bandits (MAB), where K, is relatively higher action dimensions, many exploration algorithms like the epsilon-greedy for example use random and direct exploration, where sub-optimal actions may be chosen frequently, thus increasing regret linearly. In this paper, we study on the theoretical aspects of MaxExp-UCB algorithm, which promotes comprehensive exploration while still having a sub-linear regret growth. We introduce normalized exploration across bandit arms as 2 ln(t) N i (t) • δ(K−1) i̸ =i ⋆ N i (t) , and show that, in case of higher K values, the δ(K−1) i̸ =i ⋆ N i (t) term, becomes smaller, promoting further exploration to ensure a comprehensive search across all available arms in our MAB setting. We also conduct a theoretical study on the on the worst-case upper bound of the term δ(K−1) i̸ =i ⋆ N i (t) and prove that the upper bound is ≤ √ t 2δ(K−1) • (t) ∆•T • ln(t) N i (t). Finally, using the previous-worst case-bound, we derive and analyses the pseudo-regret bound in adapting comprehensive exploration and show that our regret has sub-linear properties. Through this we conclude that, our regret analysis is near to UCB regret bound, indicating the effectiveness of MaxExp-UCB in making near-optimal decisions while promoting comprehensive exploration across K-possible arms in MAB setting.

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How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.719
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.059
GPT teacher head0.313
Teacher spread0.254 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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