Notice: The reproducibility variables underlying each score are classified using an automated LLM-based pipeline, validated against a manually labeled dataset. LLM-based classification introduces uncertainty and potential bias; scores should be interpreted as estimates. Full accuracy metrics and methodology are described in [1].

Fast Pure Exploration via Frank-Wolfe

Authors: Po-An Wang, Ruo-Chun Tzeng, Alexandre Proutiere

NeurIPS 2021 | Venue PDF | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental We apply FWS to various pure exploration tasks, including best arm identification in unstructured, thresholded, linear, and Lipschitz bandits. Despite its simplicity, FWS is competitive compared to state-of-art algorithms. Using numerical experiments, we show that FWS is competitive with state-of-the-art algorithms for BAI in unstructured, linear, and Lipschitz bandits, see Appendices D-E-F, respectively. To the best of our knowledge, we report the first results for BAI in Lipschitz bandits. We quote some of our results for BAI in linear bandits below. In Table 1, we present the sample complexity (the number of samples gathered before the algorithm stops) averaged over 1000 runs for the various algorithms and for different confidence levels δ {0.1, 0.01, 0.001, 0.0001}.
Researcher Affiliation Academia Po-An Wang KTH Royal Institute of Technology Stockholm, Sweden EMAIL Ruo-Chun Tzeng KTH Royal Institute of Technology Stockholm, Sweden EMAIL Alexandre Proutiere EECS and Digital Futures KTH, Stockholm, Sweden EMAIL
Pseudocode Yes Algorithm 1: FWS algorithm Input: Confidence level δ, sequence {rt}t 1 Initialization: Sample each arm once and update ω(K), x(K) = ( 1 K , . . . , 1 K ), and ˆµ(K) t K While (t Fˆµ(t)(ω(t)) < β(δ, t) or ˆµ(t 1) / Λ) t t + 1 If ( p t/K N or ˆµ(t 1) / Λ) (forced exploration) z(t) ( 1 K , . . . , 1 K ) Else (FW update) z(t) argmax z Σ min h HFˆ µ(t 1)(x(t 1),rt) z x(t 1), h (ties broken arbitrarily) Update x(t) t 1 t x(t 1) + 1 t z(t) Sample the arm At argmaxk xk(t)/ωk(t 1) (ties broken arbitrarily) Update ω(t) and ˆµ(t) Output: i (ˆµ(t))
Open Source Code No The paper references an external GitHub link for a comparison algorithm, LinBAI.jl, but does not provide concrete access to the source code for the FWS algorithm itself.
Open Datasets Yes We consider the example proposed by [35]. The unknown parameter µ = e1 and there are d + 1 arms, e1, , ed, cos(φ)e1 + sin(φ)e2 in Rd, where (e1, , ed) form the standard orthonormal basis. We set d = 6 and φ = 0.1.
Dataset Splits No The paper mentions numerical experiments using an example from [35] and averaging over 1000 runs, but does not specify dataset splits for training, validation, or testing.
Hardware Specification No The paper does not provide any specific hardware details used for running the experiments.
Software Dependencies No The paper does not provide specific software dependencies with version numbers.
Experiment Setup Yes We consider the example proposed by [35]. The unknown parameter µ = e1 and there are d + 1 arms, e1, , ed, cos(φ)e1 + sin(φ)e2 in Rd, where (e1, , ed) form the standard orthonormal basis. We set d = 6 and φ = 0.1. Except for XY-A, all algorithms implement the same stopping rule defined in (7) with threshold β(t, δ) = log((log(t) + 1)/δ) (this threshold was initially suggested in [13], and is also used in [34] for CG-C and Lk-C). For XY-A, we use the stopping rule advocated in the corresponding papers. Refer to Appendix E for the detailed implementations.