B3算法在有限预算下高效识别最优选项,无需预知总次数。
Box Thirding: Anytime Best Arm Identification under Insufficient Sampling
- 每轮比较三支候选,优者继续、中者留待、劣者淘汰。
- 在新纽约客漫画标题竞赛数据集上,简单后悔值低于现有方法。
- 适合大规模选项中快速找最优,尤其预算紧张时。
我们提出Box Thirding(B3),一种灵活高效的固定预算最佳臂识别(BAI)算法。适用于任意时间点输出结果及大规模臂数场景(N过大无法在有限预算T内穷举评估)。算法采用迭代三元比较:每轮比较三支臂,表现最优者继续探索,中等者延后比较,最差者剔除。即使未预先知晓预算T,B3的ε-最优臂误判概率仍可媲美需预设T的逐次减半法(SH),后者仅在随机选取的c0支臂子集中应用。实验表明,在新纽约客漫画标题竞赛数据集上,B3在有限预算下显著降低简单后悔值,优于现有方法。
原文摘要 · Abstract (English)
We introduce Box Thirding (B3), a flexible and efficient algorithm for Best Arm Identification (BAI) under fixed-budget constraints. It is designed for both anytime BAI and scenarios with large N, where the number of arms is too large for exhaustive evaluation within a limited budget T. The algorithm employs an iterative ternary comparison: in each iteration, three arms are compared--the best-performing arm is explored further, the median is deferred for future comparisons, and the weakest is discarded. Even without prior knowledge of T, B3 achieves an epsilon-best arm misidentification probability comparable to Successive Halving (SH), which requires T as a predefined parameter, applied to a randomly selected subset of c0 arms that fit within the budget. Empirical results show that B3 outperforms existing methods under limited-budget constraints in terms of simple regret, as demonstrated on the New Yorker Cartoon Caption Contest dataset.
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