Exploiting Correlation to Achieve Faster Learning Rates in Low-Rank Preference Bandits

By Suprovat Ghoshal, Aadirupa Saha. 2022

13 citations recorded by the source corpus.

We introduce the \emph{Correlated Preference Bandits} problem with random utility-based choice models (RUMs), where the goal is to identify the best item from a given pool of $n$ items through online subsetwise preference feedback. We investigate whether models with a simple correlation structure, e.g. low rank, can result in faster learning rates. While we show that the problem can be impossible to solve for the general `low rank' choice models, faster learning rates can be attained assuming more structured item correlations. In particular, we introduce a new class of \emph{Block-Rank} based RUM model, where the best item is shown to be $(\epsilon,\delta)$-PAC learnable with only $O(r \epsilon^{-2} \log(n/\delta))$ samples. This improves on the standard sample complexity bound of $\tilde{O}(n\epsilon^{-2} \log(1/\delta))$ known for the usual learning algorithms which might not exploit the item-correlations ($r \ll n$). We complement the above sample complexity with a matching lower bound (up to logarithmic factors), justifying the tightness of our analysis. Surprisingly, we also show a lower bound of $\Omega(n\epsilon^{-2}\log(1/\delta))$ when the learner is forced to play just duels instead of larger subsetwise queries. Further, we extend the results to a more general `\emph{noisy Block-Rank}' model, which ensures robustness of our techniques. Overall, our results justify the advantage of playing subsetwise queries over pairwise preferences $(k=2)$, we show the latter provably fails to exploit correlation.

Subfields: Artificial Intelligence, Computer Networks and Communications, Management Science and Operations Research, Reinforcement Learning

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

  1. Aldo Pacchiano
  2. Jonathan Lee
  3. Jiantao Jiao
  4. Banghua Zhu
  5. Aadirupa Saha
  6. Michael I. Jordan
  7. Sergey Levine
  8. David M. Blei

In Computer Networks and Communications

  1. Jonathan Lee
  2. Michael I. Jordan
  3. Jiantao Jiao
  4. Aadirupa Saha
  5. Aldo Pacchiano
  6. Jan Peters
  7. Csaba Szepesvari
  8. Nando de Freitas

In Management Science and Operations Research

  1. Aldo Pacchiano
  2. Jonathan Lee
  3. Jiantao Jiao
  4. Michael I. Jordan
  5. Banghua Zhu
  6. Aadirupa Saha
  7. David M. Blei
  8. Qiang Liu

In Reinforcement Learning

  1. Aldo Pacchiano
  2. Jonathan Lee
  3. Banghua Zhu
  4. Jiantao Jiao
  5. Aadirupa Saha
  6. Michael I. Jordan
  7. Sergey Levine
  8. Pieter Abbeel

Citations in the corpus