Memory--Batch Tradeoffs in Lipschitz Bandits
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Abstract (arXiv)
Lipschitz bandits admit near-optimal regret widetilde Od(T(d+1)/(d+2)) with little memory under full adaptivity, or with few batches under unrestricted memory. We characterize the minimax expected pseudo-regret over T rounds with W bits of memory and at most B batches in dimension d. For every memory budget W, we prove a lower bound of order T^fracd+2d+3 (1+(B-1)W)^-frac1d(d+3). When Wgtrsimdlog(eT), algorithms with fixed batch boundaries attain, up to logarithmic factors, the larger of this bound and the optimal B-batch regret with unrestricted memory. The analysis separates fine-scale comparisons from the regional information needed to allocate their samples at low regret. Attaining widetilde Od(T(d+1)/(d+2)) regret requires both B=Omegad(loglog T) and (B-1)W=widetildeOmegad(Td/(d+2)). With one bit of memory, minimax regret is widetildeThetad(TB-1/(d+2)) under adaptive batch boundaries while Thetad(T) under fixed boundaries.
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References · 23
- 2014On the Complexity of Best Arm Identification in Multi-Armed Bandit Modelscited by 286
- 2019Batched Multi-armed Bandits Problemcited by 98
- 2014Lipschitz Bandits: Regret Lower Bounds and Optimal Algorithmscited by 60
- 2020Linear Bandits with Limited Adaptivity and Learning Distributional Optimal Designcited by 51
- 2019Regret Bounds for Batched Banditscited by 49
- 2017The Simulator: Understanding Adaptive Sampling in the Moderate-Confidence Regimecited by 31
- 2014Bandit Algorithms for Tree Searchcited by 25
- 2017Stochastic Multi-armed Bandits in Constant Spacecited by 22
- 2024Generalized Linear Bandits with Limited Adaptivitycited by 22
- 2021Lipschitz Bandits with Batched Feedbackcited by 21
- 2022Memory Bounds for the Experts Problemcited by 20
- 2020Exploration with Limited Memory: Streaming Algorithms for Coin Tossing, Noisy Comparisons, and Multi-Armed Banditscited by 18
11 more
- 2022Online Prediction in Sub-linear Spacecited by 16
- 2023Near Optimal Memory-Regret Tradeoff for Online Learningcited by 15
- 2019Regret Minimisation in Multi-Armed Bandits Using Bounded Arm Memorycited by 13
- 2022A Sharp Memory-Regret Trade-Off for Multi-Pass Streaming Banditscited by 12
- 2023Tight Regret Bounds for Single-pass Streaming Multi-armed Banditscited by 9
- 2020Memory-Constrained No-Regret Learning in Adversarial Banditscited by 5
- 2023The Best Arm Evades: Near-optimal Multi-pass Streaming Lower Bounds for Pure Exploration in Multi-armed Banditscited by 5
- 2024Optimal Streaming Algorithms for Multi-Armed Banditscited by 5
- 2023Tight Memory-Regret Lower Bounds for Streaming Banditscited by 4
- 2026Few Batches or Little Memory, But Not Both: Simultaneous Space and Adaptivity Constraints in Stochastic Banditscited by 1
- 2026Batched Stochastic Linear Bandits with 1-Bit Communication Constraintscited by 1
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