MD
M.S. Damyanov
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Adaptive Feature Selection For Sparse Linear Bandits
Experimental study on strategies for Online Feature Selection in High-Dimensional Bandit Settings
The Multi-armed Bandit (MAB) is a classic problem in reinforcement learning that exemplifies the exploration-exploitation dilemma - deciding when to gather more information and when to act on current knowledge. In its sparse variant, the feature vectors often contain many irrelevant components, which is common in real-world scenarios and poses a significant efficiency bottleneck. Querying the entire vector is often unnecessary when only a small subset of it is informative. In this work, we introduce two novel algorithms for dynamic feature selection in sparse linear bandit settings. These algorithms adaptively select relevant features at each round, enabling more efficient learning and decision-making. Empirical results demonstrate that our methods consistently outperform standard approaches such as LinUCB in sparse environments.
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The Multi-armed Bandit (MAB) is a classic problem in reinforcement learning that exemplifies the exploration-exploitation dilemma - deciding when to gather more information and when to act on current knowledge. In its sparse variant, the feature vectors often contain many irrelevant components, which is common in real-world scenarios and poses a significant efficiency bottleneck. Querying the entire vector is often unnecessary when only a small subset of it is informative. In this work, we introduce two novel algorithms for dynamic feature selection in sparse linear bandit settings. These algorithms adaptively select relevant features at each round, enabling more efficient learning and decision-making. Empirical results demonstrate that our methods consistently outperform standard approaches such as LinUCB in sparse environments.