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English(EN) Allocation Stability and Wald Inference under Variance-Aware UCB

新论文分析UCB策略的分配稳定性和Wald推断

一篇题为“方差感知UCB下的分配稳定性和Wald推断”的新研究论文探讨了高斯推断从老虎机数据中获得合理性的条件。该研究聚焦于一个双臂、固定视野的方差感知UCB策略,确定了一个与奖励差距和方差相关的严格标准,该标准决定了最优臂计数的稳定性。虽然最优臂计数可能不稳定,但该论文证明,在特定条件下,臂均值线性组合的普通Wald统计量可以达到标准正态极限,尽管对确定性系数的均匀近似取决于最优臂计数的稳定性。 AI

影响 这项研究有助于对老虎机算法的理论理解,可能改进强化学习和在线优化场景中的决策。

排序理由 在arXiv上发表的研究论文,详细介绍了UCB策略的统计方法。[lever_c_demoted from research: ic=1 ai=1.0]

在 arXiv cs.LG 阅读 →

AI 生成摘要 · Google Gemini · 来自 1 个来源。 我们如何撰写摘要 →

新论文分析UCB策略的分配稳定性和Wald推断

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在arXiv上发表的研究论文,详细介绍了UCB策略的统计方法。[lever_c_demoted from research: ic=1 ai=1.0]
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报道来源 [1]

  1. arXiv cs.LG TIER_1 English(EN) · Yingying Fan, Yuxuan Han, Jinchi Lv, Xiaocong Xu, Zhengyuan Zhou ·

    方差感知UCB下的分配稳定性和Wald推断

    arXiv:2412.08843v3 Announce Type: replace-cross Abstract: Allocation stability is often used to justify Gaussian inference from bandit data, but when is it necessary? In this paper, we address this question for a two-armed, fixed-horizon variance-aware UCB policy with bounded rew…