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Poster
in
Workshop: Bayesian Deep Learning

An Empirical Study of Neural Kernel Bandits

Michal Lisicki · Arash Afkanpour · Graham Taylor


Abstract:

Neural bandits have enabled practitioners to operate efficiently on problems with non-linear reward functions. While in general contextual bandits commonly utilize Gaussian process (GP) predictive distributions for decision making, the most successful neural variants use only the last layer parameters in the derivation. Research on neural kernels (NK) has recently established a correspondence between deep networks and GPs that take into account all the parameters of a NN and can be trained more efficiently than most Bayesian NNs. We propose to directly apply NK-induced distributions to guide an upper confidence bound or Thompson sampling-based policy. We show that NK bandits achieve state-of-the-art performance on highly non-linear structured data. Furthermore, we analyze practical considerations such as training frequency and model partitioning. We believe our work will help better understand the impact of utilizing NKs in applied settings.

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