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Diffusion Models Meet Contextual Bandits with Large Action Spaces

Published 15 Feb 2024 in cs.LG, cs.AI, and stat.ML | (2402.10028v1)

Abstract: Efficient exploration is a key challenge in contextual bandits due to the large size of their action space, where uninformed exploration can result in computational and statistical inefficiencies. Fortunately, the rewards of actions are often correlated and this can be leveraged to explore them efficiently. In this work, we capture such correlations using pre-trained diffusion models; upon which we design diffusion Thompson sampling (dTS). Both theoretical and algorithmic foundations are developed for dTS, and empirical evaluation also shows its favorable performance.

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Summary

  • The paper presents Diffusion Thompson Sampling (dTS), integrating diffusion models with Thompson Sampling for enhanced decision-making in large action spaces.
  • It establishes theoretical upper bounds for Bayes regret by leveraging the inherent structure in actions through generative modeling.
  • Empirical results validate dTS by demonstrating improved computational efficiency and superior performance in online learning tasks.

Diffusion Models Enhance Contextual Bandits in Large Action Spaces

Introduction to Diffusion Modeling in Contextual Bandits

Contextual bandits are a cornerstone of online learning where an algorithm gradually learns the best actions to take given the context it observes, with the ultimate goal of maximizing a particular reward. This framework, while powerful, faces significant challenges as the size of possible actions (action space) grows. Traditional approaches to this problem, such as Thompson Sampling (TS), often struggle with large action spaces due to the sheer computational and statistical inefficiencies that arise during uninformed exploration. However, when actions are not isolated and exhibit structural correlations, there's a unique opportunity to overcome these inefficiencies. Enter diffusion models, a sophisticated class of generative models that offer a new dimension to capturing these correlations in contextual bandits.

Leveraging Diffusion Models

The paper introduces a novel algorithm, Diffusion Thompson Sampling (dTS), which integrates pre-trained diffusion models within the TS framework, demonstrating a significant advancement in handling contextual bandits with large action spaces. This approach is not only theoretically sound but also shows promising empirical performance. The algorithm’s foundational base revolves around the concept that actions often share underlying patterns that can be better understood and exploited through diffusion models.

Theoretical Insights and Algorithmic Innovations

The paper meticulously develops both the theoretical and algorithmic aspects of dTS. Theoretically, it extends the understanding of contextual bandits by providing an upper bound for Bayes regret, incorporating the diffusion model as a prior. This regret bound takes into account the problem's structure and the quality of the priors, thereby highlighting the efficiency of using diffusion models over standard methods. Algorithmically, the introduction of dTS provides a computationally efficient method for online learning in contextual bandits with large action spaces, showing superior performance through empirical evaluation.

Future Developments in AI and Contextual Bandits

The exploration of diffusion models within contextual bandits opens new avenues for research and application. The paper's findings suggest the potential for these models to revolutionize the way algorithms approach online learning problems with large action spaces. The flexibility of dTS, particularly its ability to incorporate complex action dependencies, marks a significant step forward. Future research might explore deeper into non-linear diffusion models, both empirically and theoretically, to unravel further the capabilities and limits of this approach.

It is also critical to speculate on the translation of these advancements into practical applications, where the ability to handle large action spaces efficiently can significantly impact areas such as recommendation systems, targeted advertising, and personalized content delivery. With the continuous evolution of generative AI and its integration into decision-making frameworks, the potential for creating more responsive, efficient, and intelligent systems seems boundless.

Conclusion

In summary, the integration of diffusion models into the Thompson Sampling algorithm for contextual bandits with large action spaces offers a promising direction for online learning. By efficiently capturing action correlations, dTS not only addresses computational and statistical challenges but also pioneers a path for leveraging generative models in decision-making problems. The implications for both theoretical research and practical applications in AI are extensive, pointing towards a future where decision-making algorithms can more adeptly navigate the complexity of large-scale, dynamic environments.

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