Research

Rotting Bandits Are No Harder Than Stochastic Ones

May 30, 2019

Abstract

In stochastic multi-armed bandit (MAB), the reward distribution of each arm is assumed to be stationary. This assumption is often violated in practice (e.g., in recommendation systems), where the reward of an arm may change whenever is selected (i.e., rested bandit setting). In this paper, we consider the nonparametric rotting bandit setting, where rewards can only decrease. We introduce the filtering on expanding window average (FEWA) algorithm that constructs moving averages of increasing windows to identify arms that are more likely to return high rewards when pulled once more. We prove that for an unknown horizon T, and without any knowledge on the decreasing behavior of the K arms, FEWA achieves problem-dependent, Õ(log (KT)), and problem-independent, Õ( √ KT), regret bounds. This result substantially improves over the algorithm proposed by Levine et al. (2017), which suffers regret Õ(K1/3T2/3), and it matches standard bounds for the stochastic MAB setting, thus showing that the rotting bandit is not harder. Finally, we report simulations confirming the theoretical improvements of FEWA.

Download the Paper

Related Publications

November 27, 2022

Core Machine Learning

Neural Attentive Circuits

Nicolas Ballas, Bernhard Schölkopf, Chris Pal, Francesco Locatello, Li Erran, Martin Weiss, Nasim Rahaman, Yoshua Bengio

November 27, 2022

November 27, 2022

Near Instance-Optimal PAC Reinforcement Learning for Deterministic MDPs

Andrea Tirinzoni, Aymen Al Marjani, Emilie Kaufmann

November 27, 2022

November 16, 2022

NLP

Memorization Without Overfitting: Analyzing the Training Dynamics of Large Language Models

Kushal Tirumala, Aram H. Markosyan, Armen Aghajanyan, Luke Zettlemoyer

November 16, 2022

November 10, 2022

Computer Vision

Learning State-Aware Visual Representations from Audible Interactions

Unnat Jain, Abhinav Gupta, Himangi Mittal, Pedro Morgado

November 10, 2022

April 08, 2021

Responsible AI

Integrity

Towards measuring fairness in AI: the Casual Conversations dataset

Caner Hazirbas, Joanna Bitton, Brian Dolhansky, Jacqueline Pan, Albert Gordo, Cristian Canton Ferrer

April 08, 2021

April 30, 2018

The Role of Minimal Complexity Functions in Unsupervised Learning of Semantic Mappings | Facebook AI Research

Tomer Galanti, Lior Wolf, Sagie Benaim

April 30, 2018

April 30, 2018

Computer Vision

NAM – Unsupervised Cross-Domain Image Mapping without Cycles or GANs | Facebook AI Research

Yedid Hoshen, Lior Wolf

April 30, 2018

December 11, 2019

Speech & Audio

Computer Vision

Hyper-Graph-Network Decoders for Block Codes | Facebook AI Research

Eliya Nachmani, Lior Wolf

December 11, 2019

Help Us Pioneer The Future of AI

We share our open source frameworks, tools, libraries, and models for everything from research exploration to large-scale production deployment.