Assouad, Fano, and Le Cam with Interaction: A Unifying Lower Bound Framework and Characterization for Bandit Learnability

• URL: http://arxiv.org/abs/2410.05117v1
• Date: Mon, 7 Oct 2024 15:14:58 GMT
• Title: Assouad, Fano, and Le Cam with Interaction: A Unifying Lower Bound Framework and Characterization for Bandit Learnability
• Authors: Fan Chen, Dylan J. Foster, Yanjun Han, Jian Qian, Alexander Rakhlin, Yunbei Xu,
• Abstract summary: We develop a unified framework for lower bound methods in statistical estimation and interactive decision making. We introduce a novel measure, decision dimension, which facilitates the complexity of new lower bounds for interactive decision making.
• Score: 71.82666334363174
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In this paper, we develop a unified framework for lower bound methods in statistical estimation and interactive decision making. Classical lower bound techniques -- such as Fano's inequality, Le Cam's method, and Assouad's lemma -- have been central to the study of minimax risk in statistical estimation, yet they are insufficient for the analysis of methods that collect data in an interactive manner. The recent minimax lower bounds for interactive decision making via the Decision-Estimation Coefficient (DEC) appear to be genuinely different from the classical methods. We propose a unified view of these distinct methodologies through a general algorithmic lower bound method. We further introduce a novel complexity measure, decision dimension, which facilitates the derivation of new lower bounds for interactive decision making. In particular, decision dimension provides a characterization of bandit learnability for any structured bandit model class. Further, we characterize the sample complexity of learning convex model class up to a polynomial gap with the decision dimension, addressing the remaining gap between upper and lower bounds in Foster et al. (2021, 2023).

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