arXiv:2501.00891cs.LGcs.AI2025-01ICLR被引 4

提出新算法,让在线聚类强化学习更快更准,无需强假设。

Demystifying Online Clustering of Bandits: Enhanced Exploration Under Stochastic and Smoothed Adversarial Contexts

  • 设计增强探索机制,加速用户聚类识别
  • 弱假设下仍达可比性能,理论分析更实用
  • 适用于真实场景,对现有方法有普适提升

上下文多臂老虎机(MAB)在序列决策中至关重要。在线聚类带权问题通过将相似用户分组,利用共享特征提升学习效率。然而,现有基于上置信界(UCB)的算法难以获取足够统计信息以准确识别未知聚类,导致理论分析需依赖环境上下文“多样性”的强假设,造成设定不切实际、分析复杂且实测性能差。本文针对这一长期未解难题,提出两种解决方案:首先,在独立同分布(i.i.d.)上下文设定下,提出UniCLUB与PhaseUniCLUB两个新算法,引入增强探索机制,显著降低假设强度,同时保持与已有工作相当的后悔界;其次,受平滑分析启发,提出无需i.i.d.假设的更实用设定,使现有聚类算法性能提升。该方法可应用于基于图与基于集合的聚类框架。在合成与真实数据集上的广泛实验表明,所提算法持续优于现有方法。

原文摘要 · Abstract (English)

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features to improve learning efficiency. However, existing algorithms, which rely on the upper confidence bound (UCB) strategy, struggle to gather adequate statistical information to accurately identify unknown user clusters. As a result, their theoretical analyses require several strong assumptions about the "diversity" of contexts generated by the environment, leading to impractical settings, complicated analyses, and poor practical performance. Removing these assumptions has been a long-standing open problem in the clustering of bandits literature. In this paper, we provide two solutions to this open problem. First, following the i.i.d. context generation setting in existing studies, we propose two novel algorithms, UniCLUB and PhaseUniCLUB, which incorporate enhanced exploration mechanisms to accelerate cluster identification. Remarkably, our algorithms require substantially weaker assumptions while achieving regret bounds comparable to prior work. Second, inspired by the smoothed analysis framework, we propose a more practical setting that eliminates the requirement for i.i.d. context generation used in previous studies, thus enhancing the performance of existing algorithms for online clustering of bandits. Our technique can be applied to both graph-based and set-based clustering of bandits frameworks. Extensive evaluations on both synthetic and real-world datasets demonstrate that our proposed algorithms consistently outperform existing approaches.

强化学习在线聚类带权问题

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