arXiv · 2305.04093
An improved regret analysis for UCB-N and TS-N
Abstract
In the setting of stochastic online learning with undirected feedback graphs, Lykouris et al. (2020) previously analyzed the pseudo-regret of the upper confidence bound-based algorithm UCB-N and the Thompson Sampling-based algorithm TS-N. In this note, we show how to improve their pseudo-regret analysis. Our improvement involves refining a key lemma of the previous analysis, allowing a $\log(T)$ factor to be replaced by a factor $\log_2(\alpha) + 3$ for $\alpha$ the independence number of the feedback graph.
Explore related subjects
Keep this discovery
Nishant A. Mehta. 2023-05-06. An improved regret analysis for UCB-N and TS-N. https://arxiv.org/abs/2305.04093
Cite the original work for its findings. Save a collection to share your selection of sources.