Thompson Sampling for Stochastic Bandits with Graph Feedback
Paper i proceeding, 2017

We present a novel extension of Thompson Sampling for stochastic sequential decision problems with graph feedback, even when the graph structure itself is unknown and/or changing. We provide theoretical guarantees on the Bayesian regret of the algorithm, linking its performance to the underlying properties of the graph. Thompson Sampling has the advantage of being applicable without the need to construct complicated upper confidence bounds for different problems. We illustrate its performance through extensive experimental results on real and simulated networks with graph feedback. More specifically, we tested our algorithms on power law, planted partitions and Erdo ̋s–Renyi graphs, as well as on graphs derived from Facebook and Flixster data. These all show that our algorithms clearly outperform related methods that employ upper confidence bounds, even if the latter use more information about the graph.

Författare

Aristide Tossou

Chalmers, Data- och informationsteknik, Datavetenskap

Christos Dimitrakakis

Chalmers, Data- och informationsteknik, Datavetenskap

Devdatt Dubhashi

Chalmers, Data- och informationsteknik, Datavetenskap

31st AAAI Conference on Artificial Intelligence, AAAI 2017, San Francisco, United States, 4-10 February 2017

2660-2666

Ämneskategorier

Datavetenskap (datalogi)