用偏好顺序代替完整奖励模型,让个性化决策更省探索成本。
Latent Preference Bandits
- 仅需建模不同状态下动作的偏好排序,不依赖精确奖励分布。
- 在相同隐状态但奖励尺度不同的场景中,性能优于传统隐带域算法。
- 适合小样本个性化任务,如医疗治疗推荐、用户行为适配等。
带域算法在充足探索预算下可解决多种序列决策问题。但在个性化任务中,单个个体面临决策点有限,从零学习代价过高。隐带域算法能显著减少探索时间,前提是已知且准确掌握隐状态与动作奖励的联合分布。然而实践中构建此类模型极为困难,且难以找到少数隐状态解释所有个体响应。例如,具有相似潜在状况的患者可能对治疗有相同偏好,但症状评分尺度不同。为此,我们放宽隐带域假设,仅需建模每个隐状态下的动作偏好顺序。这允许同一隐状态下的问题实例在奖励分布上存在差异,只要偏好顺序一致即可。我们提出一种后验采样算法,并实证表明:当奖励分布设定合理时,其性能可媲美完全知晓奖励分布的隐带域算法;而当同一隐状态下的实例奖励尺度不同时,其表现更优。
原文摘要 · Abstract (English)
Bandit algorithms are guaranteed to solve diverse sequential decision-making problems, provided that a sufficient exploration budget is available. However, learning from scratch is often too costly for personalization tasks where a single individual faces only a small number of decision points. Latent bandits offer substantially reduced exploration times for such problems, given that the joint distribution of a latent state and the rewards of actions is known and accurate. In practice, finding such a model is non-trivial, and there may not exist a small number of latent states that explain the responses of all individuals. For example, patients with similar latent conditions may have the same preference in treatments but rate their symptoms on different scales. With this in mind, we propose relaxing the assumptions of latent bandits to require only a model of the \emph{preference ordering} of actions in each latent state. This allows problem instances with the same latent state to vary in their reward distributions, as long as their preference orderings are equal. We give a posterior-sampling algorithm for this problem and demonstrate that its empirical performance is competitive with latent bandits that have full knowledge of the reward distribution when this is well-specified, and outperforms them when reward scales differ between instances with the same latent state.
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