Algorithmic and Minimax Complexities in Kernel Bandits

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Original abstract

Gaussian-process upper confidence bound (GP-UCB) and decision-estimation-coefficient (DEC) methods may appear, at first sight, to belong to different theories. This paper places the two viewpoints in a common algorithmic-information language for frequentist RKHS bandits. GP-UCB fixes an algorithmic, rather than true, Gaussian-process prior and exploits realized-trajectory complexity together with computational tractability, whereas MAMS optimizes a robust class-wide MAIR/DEC envelope. Through the unified MAIR framework and heterogeneous positive-semidefinite algorithmic priors, we generalize both the GP-UCB analysis and the MAMS algorithm, propose a safeguarded master that combines their advantages, and provide a kernel-bandit construction showing that algorithmic complexity can be more informative than class-wide minimax or DEC certificates in overparameterized models. The resulting message is that algorithmic information and class-wide minimax coefficients answer different questions and can lead to different gaps; kernel bandits provide a clean setting in which this distinction becomes mathematically visible.

Links and sources

• Official / arXiv page
• PDF from original source

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