Online Multiclass Boosting with Bandit Feedback
Online Multiclass Boosting with Bandit Feedback
复制标题
带有 Bandit 反馈的在线多类提升
DOI:
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发表时间:
2018
期刊:
影响因子:
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通讯作者:
Ambuj Tewari
中科院分区:
文献类型:
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作者:
Daniel T. Zhang;Young Hun Jung;Ambuj Tewari
We present online boosting algorithms for multiclass classification with bandit feedback, where the learner only receives feedback about the correctness of its prediction. We propose an unbiased estimate of the loss using a randomized prediction, allowing the model to update its weak learners with limited information. Using the unbiased estimate, we extend two full information boosting algorithms (Jung et al., 2017) to the bandit setting. We prove that the asymptotic error bounds of the bandit algorithms exactly match their full information counterparts. The cost of restricted feedback is reflected in the larger sample complexity. Experimental results also support our theoretical findings, and performance of the proposed models is comparable to that of an existing bandit boosting algorithm, which is limited to use binary weak learners.