2024 COLT COLT 2024

The Best Arm Evades: Near-optimal Multi-pass Streaming Lower Bounds for Pure Exploration in Multi-armed Bandits

Abstract

We give a near-optimal sample-pass trade-off for pure exploration in multi-armed bandits (MABs) via multi-pass streaming algorithms: any streaming algorithm with sublinear memory that uses the optimal sample complexity of $O(n/\Delta^2)$ requires $\Omega(\log{(1/\Delta)}/\log\log{(1/\Delta)})$ passes. Here, $n$ is the number of arms and $\Delta$ is the reward gap between the best and the second-best arms. Our result matches the $O(\log(1/\Delta))$ pass algorithm of Jin et al. [ICML’21] (up to lower order terms) that only uses $O(1)$ memory and answers an open question posed by Assadi and Wang [STOC’20].

🌉 Interdisciplinary Bridge — Machine Learning and Mathematics & Optimization
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio