An Analysis of Ensemble Sampling
Authors: Chao Qin, Zheng Wen, Xiuyuan Lu, Benjamin Van Roy
NeurIPS 2022 | Conference PDF | Archive PDF | Plain Text | LLM Run Details
| Reproducibility Variable | Result | LLM Response |
|---|---|---|
| Research Type | Theoretical | In this paper, we establish a regret bound that ensures desirable behavior when ensemble sampling is applied to the linear bandit problem. This represents the first rigorous regret analysis of ensemble sampling and is made possible by leveraging information-theoretic concepts and novel analytic techniques that may prove useful beyond the scope of this paper. We offer in this paper the first rigorous regret analysis of ES. Like Lu and Van Roy [2017], we study ES applied to linear-Gaussian bandits. This serves as a simple sanity check for the approach. We establish a Bayesian regret bound (Theorem 1) that consists of two terms. |
| Researcher Affiliation | Collaboration | Chao Qin Columbia University cqin22@gsb.columbia.edu Zheng Wen Xiuyuan Lu Benjamin Van Roy Deep Mind {zhengwen,lxlu,benvanroy}@google.com |
| Pseudocode | Yes | Algorithm 1 Ensemble Sampling |
| Open Source Code | No | This paper does not include any experimental results. |
| Open Datasets | No | This paper does not include any experimental results. |
| Dataset Splits | No | This paper does not include any experimental results. |
| Hardware Specification | No | This paper does not include any experimental results. |
| Software Dependencies | No | This paper does not include any experimental results. |
| Experiment Setup | No | This paper does not include any experimental results. |