An improved regret analysis for UCB-N and TS-N

Nishant A. Mehta
5/6/2023
cs.LG

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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 $\log_2(α) + 3$ for $α$ the independence number of the feedback graph.

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@article{mehta2023improved,
  title  = {An improved regret analysis for UCB-N and TS-N},
  author = {Nishant A. Mehta},
  year   = {2023},
  eprint = {2305.04093},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2305.04093v1}
}

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