Apple Tasting Revisited: Bayesian Approaches to Partially Monitored Online Binary Classification
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We consider a variant of online binary classification where a learner sequentially assigns labels (0 or 1) to items with unknown true class. If, but only if, the learner chooses label 1 they immediately observe the true label of the item. The learner faces a trade-off between short-term classification accuracy and long-term information gain. This problem has previously been studied under the name of the `apple tasting' problem. We revisit this problem as a partial monitoring problem with side information, and focus on the case where item features are linked to true classes via a logistic regression model. Our principal contribution is a study of the performance of Thompson Sampling (TS) for this problem. Using recently developed information-theoretic tools, we show that TS achieves a Bayesian regret bound of an improved order to previous approaches. Further, we experimentally verify that efficient approximations to TS and Information Directed Sampling via Pólya-Gamma augmentation have superior empirical performance to existing methods.
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