Bandits 4

Moderator: Wei-Fang Sun

Abstract:

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Wed 21 July 19:00 - 19:20 PDT

(Oral)
Multi-layered Network Exploration via Random Walks: From Offline Optimization to Online Learning

Xutong Liu · Jinhang Zuo · Xiaowei Chen · Wei Chen · John C. S. Lui

Multi-layered network exploration (MuLaNE) problem is an important problem abstracted from many applications. In MuLaNE, there are multiple network layers where each node has an importance weight and each layer is explored by a random walk. The MuLaNE task is to allocate total random walk budget $B$ into each network layer so that the total weights of the unique nodes visited by random walks are maximized. We systematically study this problem from offline optimization to online learning. For the offline optimization setting where the network structure and node weights are known, we provide greedy based constant-ratio approximation algorithms for overlapping networks, and greedy or dynamic-programming based optimal solutions for non-overlapping networks. For the online learning setting, neither the network structure nor the node weights are known initially. We adapt the combinatorial multi-armed bandit framework and design algorithms to learn random walk related parameters and node weights while optimizing the budget allocation in multiple rounds, and prove that they achieve logarithmic regret bounds. Finally, we conduct experiments on a real-world social network dataset to validate our theoretical results.

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Wed 21 July 19:20 - 19:25 PDT

(Spotlight)
Combinatorial Blocking Bandits with Stochastic Delays

Alexia Atsidakou · Orestis Papadigenopoulos · Soumya Basu · Constantine Caramanis · Sanjay Shakkottai

Recent work has considered natural variations of the {\em multi-armed bandit} problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable) model is that of {\em blocking bandits}, where an arm becomes unavailable for a deterministic number of rounds after each play. In this work, we extend the above model in two directions: (i) We consider the general combinatorial setting where more than one arms can be played at each round, subject to feasibility constraints. (ii) We allow the blocking time of each arm to be stochastic. We first study the computational/unconditional hardness of the above setting and identify the necessary conditions for the problem to become tractable (even in an approximate sense). Based on these conditions, we provide a tight analysis of the approximation guarantee of a natural greedy heuristic that always plays the maximum expected reward feasible subset among the available (non-blocked) arms. When the arms' expected rewards are unknown, we adapt the above heuristic into a bandit algorithm, based on UCB, for which we provide sublinear (approximate) regret guarantees, matching the theoretical lower bounds in the limiting case of absence of delays.

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Wed 21 July 19:25 - 19:30 PDT

(Spotlight)
Sparsity-Agnostic Lasso Bandit

Min-hwan Oh · Garud Iyengar · Assaf Zeevi

We consider a stochastic contextual bandit problem where the dimension $d$ of the feature vectors is potentially large, however, only a sparse subset of features of cardinality $s_0 \ll d$ affect the reward function. Essentially all existing algorithms for sparse bandits require a priori knowledge of the value of the sparsity index $s_0$. This knowledge is almost never available in practice, and misspecification of this parameter can lead to severe deterioration in the performance of existing methods. The main contribution of this paper is to propose an algorithm that does not require prior knowledge of the sparsity index $s_0$ and establish tight regret bounds on its performance under mild conditions. We also comprehensively evaluate our proposed algorithm numerically and show that it consistently outperforms existing methods, even when the correct sparsity index is revealed to them but is kept hidden from our algorithm.

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Wed 21 July 19:30 - 19:35 PDT

(Spotlight)
Quantile Bandits for Best Arms Identification

Mengyan Zhang · Cheng Soon Ong

We consider a variant of the best arm identification task in stochastic multi-armed bandits. Motivated by risk-averse decision-making problems, our goal is to identify a set of $m$ arms with the highest $\tau$-quantile values within a fixed budget. We prove asymmetric two-sided concentration inequalities for order statistics and quantiles of random variables that have non-decreasing hazard rate, which may be of independent interest. With these inequalities, we analyse a quantile version of Successive Accepts and Rejects (Q-SAR). We derive an upper bound for the probability of arm misidentification, the first justification of a quantile based algorithm for fixed budget multiple best arms identification. We show illustrative experiments for best arm identification.

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Wed 21 July 19:35 - 19:40 PDT

(Spotlight)
Beyond $log^2(T)$ regret for decentralized bandits in matching markets

Soumya Basu · Karthik Abinav Sankararaman · Abishek Sankararaman

We design decentralized algorithms for regret minimization in the two sided matching market with one-sided bandit feedback that significantly improves upon the prior works (Liu et al.\,2020a, Sankararaman et al.\,2020, Liu et al.\,2020b). First, for general markets, for any $\varepsilon > 0$, we design an algorithm that achieves a $O(\log^{1+\varepsilon}(T))$ regret to the agent-optimal stable matching, with unknown time horizon $T$, improving upon the $O(\log^{2}(T))$ regret achieved in (Liu et al.\,2020b). Second, we provide the optimal $\Theta(\log(T))$ agent-optimal regret for markets satisfying {\em uniqueness consistency} -- markets where leaving participants don't alter the original stable matching. Previously, $\Theta(\log(T))$ regret was achievable (Sankararaman et al.\,2020, Liu et al.\,2020b) in the much restricted {\em serial dictatorship} setting, when all arms have the same preference over the agents. We propose a phase based algorithm, where in each phase, besides deleting the globally communicated dominated arms the agents locally delete arms with which they collide often. This \emph{local deletion} is pivotal in breaking deadlocks arising from rank heterogeneity of agents across arms. We further demonstrate superiority of our algorithm over existing works through simulations.

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Wed 21 July 19:40 - 19:45 PDT

(Spotlight)
Massively Parallel and Asynchronous Tsetlin Machine Architecture Supporting Almost Constant-Time Scaling

Kuruge Darshana Abeyrathna · Bimal Bhattarai · Morten Goodwin · Saeed Rahimi Gorji · Ole-Christoffer Granmo · Lei Jiao · Rupsa Saha · Rohan Kumar Yadav

Using logical clauses to represent patterns, Tsetlin Machine (TM) have recently obtained competitive performance in terms of accuracy, memory footprint, energy, and learning speed on several benchmarks. Each TM clause votes for or against a particular class, with classification resolved using a majority vote. While the evaluation of clauses is fast, being based on binary operators, the voting makes it necessary to synchronize the clause evaluation, impeding parallelization. In this paper, we propose a novel scheme for desynchronizing the evaluation of clauses, eliminating the voting bottleneck. In brief, every clause runs in its own thread for massive native parallelism. For each training example, we keep track of the class votes obtained from the clauses in local voting tallies. The local voting tallies allow us to detach the processing of each clause from the rest of the clauses, supporting decentralized learning. This means that the TM most of the time will operate on outdated voting tallies. We evaluated the proposed parallelization across diverse learning tasks and it turns out that our decentralized TM learning algorithm copes well with working on outdated data, resulting in no significant loss in learning accuracy. Furthermore, we show that the approach provides up to 50 times faster learning. Finally, learning time is almost constant for reasonable clause amounts (employing from 20 to 7,000 clauses on a Tesla V100 GPU). For sufficiently large clause numbers, computation time increases approximately proportionally. Our parallel and asynchronous architecture thus allows processing of more massive datasets and operating with more clauses for higher accuracy.

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Wed 21 July 19:45 - 19:50 PDT

(Spotlight)