Link Rate Selection using Constrained Thompson Sampling

Harsh Gupta, Atilla Eryilmaz, R. Srikant

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We consider the optimal link rate selection problem in time-varying wireless channels with unknown channel statistics. The aim of optimal link rate selection is to transmit at the optimal rate at each time slot in order to maximize the expected throughput of the wireless channel/link or equivalently minimize the expected regret. Lack of information about channel state or channel statistics necessitates the use of online/sequential learning algorithms to determine the optimal rate. We present an algorithm called CoTS - Constrained Thompson sampling algorithm which improves upon the current state-of-the-art, is fast and is also general in the sense that it can handle several different constraints in the problem with the same algorithm. We also prove an asymptotic lower bound on the expected regret and a high probability large-horizon upper bound on the regret, which show that the regret grows logarithmically with time in an order sense. We also provide numerical results which establish that CoTS significantly outperforms the current state-of-the-art algorithms.

Original languageEnglish (US)
Title of host publicationINFOCOM 2019 - IEEE Conference on Computer Communications
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages739-747
Number of pages9
ISBN (Electronic)9781728105154
DOIs
StatePublished - Apr 2019
Externally publishedYes
Event2019 IEEE Conference on Computer Communications, INFOCOM 2019 - Paris, France
Duration: Apr 29 2019May 2 2019

Publication series

NameProceedings - IEEE INFOCOM
Volume2019-April
ISSN (Print)0743-166X

Conference

Conference2019 IEEE Conference on Computer Communications, INFOCOM 2019
CountryFrance
CityParis
Period4/29/195/2/19

Keywords

  • Constrained Thompson sampling
  • Optimal link rate selection
  • Regret minimization

ASJC Scopus subject areas

  • Computer Science(all)
  • Electrical and Electronic Engineering

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  • Cite this

    Gupta, H., Eryilmaz, A., & Srikant, R. (2019). Link Rate Selection using Constrained Thompson Sampling. In INFOCOM 2019 - IEEE Conference on Computer Communications (pp. 739-747). [8737610] (Proceedings - IEEE INFOCOM; Vol. 2019-April). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/INFOCOM.2019.8737610