arXiv:2511.10619cs.LGstat.ML2025-11

改进型老虎机问题新算法,实现更强理论保证并适用于超参调优等场景

Algorithm Design and Stronger Guarantees for the Improving Multi-Armed Bandits Problem

  • 提出两类参数化算法族,基于奖励曲线凹性设计自适应策略
  • 在良好条件下达到与臂数k最优依赖关系的样本复杂度
  • 兼顾理想情况下的最优解识别与糟糕情况下的鲁棒性

改进型多臂老虎机问题是对不确定性下努力分配的正式建模,源于新技术投资、临床试验和学习曲线中的超参数选择等场景。每次拉杆获得的奖励随次数单调递增但收益递减。现有工作虽已设计相关算法,但最坏情况下的保证较弱:确定性算法存在Ω(k)的乘法近似因子下界,随机算法则为Ω(√k)。本文提出两类新的参数化算法族,并利用离线数据界定了从每类中学习近优算法的样本复杂度。第一类包含先前工作的最优随机算法;当奖励曲线满足特定凹性强条件时,适当选择该类算法可实现关于臂数k的最优依赖性。第二类算法在良好实例上保证最优臂识别,在差劣实例上退化为最坏情况下的保障。

原文摘要 · Abstract (English)

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection from learning curves. Each pull of an arm provides reward that increases monotonically with diminishing returns. A growing line of work has designed algorithms for improving bandits, albeit with somewhat pessimistic worst-case guarantees. Indeed, strong lower bounds of $Ω(k)$ and $Ω(\sqrt{k})$ multiplicative approximation factors are known for both deterministic and randomized algorithms (respectively) relative to the optimal arm, where $k$ is the number of bandit arms. In this work, we propose two new parameterized families of bandit algorithms and bound the sample complexity of learning the near-optimal algorithm from each family using offline data. We also perform empirical evaluations on standard hyperparameter tuning benchmarks. The first family we define includes the optimal randomized algorithm from prior work. We show that an appropriately chosen algorithm from this family can achieve stronger guarantees, with optimal dependence on $k$, when the arm reward curves satisfy additional properties related to the strength of concavity. Our second family contains algorithms that both guarantee best-arm identification on well-behaved instances and revert to worst-case guarantees on poorly-behaved instances.

强化学习优化算法多臂老虎机理论保证

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