2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information

2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information
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Paper Detail

Paper IDMLSP-25.4
Paper Title DOUBLE-LINEAR THOMPSON SAMPLING FOR CONTEXT-ATTENTIVE BANDITS
Authors Djallel Bouneffouf, IBM Research, United States; Raphael Feraud, Orange, France; Sohini Upadhyay, IBM Research, United States; Yasaman Khazaeni, Irina Rish, Universite de montreal, United States
SessionMLSP-25: Reinforcement Learning 1
LocationGather.Town
Session Time:Thursday, 10 June, 13:00 - 13:45
Presentation Time:Thursday, 10 June, 13:00 - 13:45
Presentation Poster
Topic Machine Learning for Signal Processing: [MLR-REI] Reinforcement learning
IEEE Xplore Open Preview  Click here to view in IEEE Xplore
Abstract In this paper, we analyze and extend an online learning framework known as Context-Attentive Bandit , motivated by various practical applications, from medical diagnosis to dialog systems, where due to observation costs only a small subset of a potentially large number of context variables can be observed at each iteration; however, the agent has a freedom to choose which variables to observe. We derive a novel algorithm, called Context-Attentive Thompson Sampling (CATS) , which builds upon the Linear Thompson Sampling approach, adapting it to Context-Attentive Bandit setting. We provide a theoretical regret analysis and an extensive empirical evaluation demonstrating advantages of the proposed approach over several baseline methods on a variety of real-life datasets.