A Short Note on the Relationship of Information Gain and Eluder
Dimension
- URL: http://arxiv.org/abs/2107.02377v1
- Date: Tue, 6 Jul 2021 04:01:22 GMT
- Title: A Short Note on the Relationship of Information Gain and Eluder
Dimension
- Authors: Kaixuan Huang, Sham M. Kakade, Jason D. Lee, Qi Lei
- Abstract summary: We show that eluder dimension and information gain are equivalent in a precise sense for reproducing kernel Hilbert spaces.
We show that this is not a coincidence -- eluder dimension and information gain are equivalent in a precise sense for reproducing kernel Hilbert spaces.
- Score: 86.86653394312134
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Eluder dimension and information gain are two widely used methods of
complexity measures in bandit and reinforcement learning. Eluder dimension was
originally proposed as a general complexity measure of function classes, but
the common examples of where it is known to be small are function spaces
(vector spaces). In these cases, the primary tool to upper bound the eluder
dimension is the elliptic potential lemma. Interestingly, the elliptic
potential lemma also features prominently in the analysis of linear
bandits/reinforcement learning and their nonparametric generalization, the
information gain. We show that this is not a coincidence -- eluder dimension
and information gain are equivalent in a precise sense for reproducing kernel
Hilbert spaces.
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