LGOct 1, 2023
Identifying Copeland Winners in Dueling Bandits with IndifferencesViktor Bengs, Björn Haddenhorst, Eyke Hüllermeier
We consider the task of identifying the Copeland winner(s) in a dueling bandits problem with ternary feedback. This is an underexplored but practically relevant variant of the conventional dueling bandits problem, in which, in addition to strict preference between two arms, one may observe feedback in the form of an indifference. We provide a lower bound on the sample complexity for any learning algorithm finding the Copeland winner(s) with a fixed error probability. Moreover, we propose POCOWISTA, an algorithm with a sample complexity that almost matches this lower bound, and which shows excellent empirical performance, even for the conventional dueling bandits problem. For the case where the preference probabilities satisfy a specific type of stochastic transitivity, we provide a refined version with an improved worst case sample complexity.
LGDec 1, 2022
AC-Band: A Combinatorial Bandit-Based Approach to Algorithm ConfigurationJasmin Brandt, Elias Schede, Viktor Bengs et al.
We study the algorithm configuration (AC) problem, in which one seeks to find an optimal parameter configuration of a given target algorithm in an automated way. Recently, there has been significant progress in designing AC approaches that satisfy strong theoretical guarantees. However, a significant gap still remains between the practical performance of these approaches and state-of-the-art heuristic methods. To this end, we introduce AC-Band, a general approach for the AC problem based on multi-armed bandits that provides theoretical guarantees while exhibiting strong practical performance. We show that AC-Band requires significantly less computation time than other AC approaches providing theoretical guarantees while still yielding high-quality configurations.
LGFeb 9, 2022
Finding Optimal Arms in Non-stochastic Combinatorial Bandits with Semi-bandit Feedback and Finite BudgetJasmin Brandt, Viktor Bengs, Björn Haddenhorst et al.
We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is to choose a set of arms, whereupon feedback for each arm in the chosen set is received. Unlike existing works, we study this problem in a non-stochastic setting with subset-dependent feedback, i.e., the semi-bandit feedback received could be generated by an oblivious adversary and also might depend on the chosen set of arms. In addition, we consider a general feedback scenario covering both the numerical-based as well as preference-based case and introduce a sound theoretical framework for this setting guaranteeing sensible notions of optimal arms, which a learner seeks to find. We suggest a generic algorithm suitable to cover the full spectrum of conceivable arm elimination strategies from aggressive to conservative. Theoretical questions about the sufficient and necessary budget of the algorithm to find the best arm are answered and complemented by deriving lower bounds for any learning algorithm for this problem scenario.
LGJan 29, 2019
Learning Context-Dependent Choice FunctionsKarlson Pfannschmidt, Pritha Gupta, Björn Haddenhorst et al.
Choice functions accept a set of alternatives as input and produce a preferred subset of these alternatives as output. We study the problem of learning such functions under conditions of context-dependence of preferences, which means that the preference in favor of a certain choice alternative may depend on what other options are also available. In spite of its practical relevance, this kind of context-dependence has received little attention in preference learning so far. We propose a suitable model based on context-dependent (latent) utility functions, thereby reducing the problem to the task of learning such utility functions. Practically, this comes with a number of challenges. For example, the set of alternatives provided as input to a choice function can be of any size, and the output of the function should not depend on the order in which the alternatives are presented. To meet these requirements, we propose two general approaches based on two representations of context-dependent utility functions, as well as instantiations in the form of appropriate end-to-end trainable neural network architectures. Moreover, to demonstrate the performance of both networks, we present extensive empirical evaluations on both synthetic and real-world datasets.