--- id: wiki-2026-0508-exploration-vs-exploitation title: Exploration vs Exploitation category: 10_Wiki/Topics status: verified canonical_id: self aliases: [Explore-Exploit, Multi-Armed Bandit Tradeoff, RL Tradeoff] duplicate_of: none source_trust_level: A confidence_score: 0.9 verification_status: applied tags: [reinforcement-learning, bandits, decision-theory, optimization] raw_sources: [] last_reinforced: 2026-05-10 github_commit: pending tech_stack: language: python framework: numpy --- # Exploration vs Exploitation ## 매 한 줄 > **"매 known-best 의 exploit 의 unknown 의 explore 의 fundamental tradeoff"**. Exploration-exploitation dilemma 매 RL · bandits · A/B testing 의 core — 매 current best action 의 only 의 take 시 매 better unknown 의 miss, 매 too much explore 시 매 reward 의 burn. Optimal balance 매 horizon, prior, regret budget 의 function. ## 매 핵심 ### 매 Spectrum - **Pure exploit (greedy)**: 매 always 매 argmax Q(a) — 매 local optimum trap. - **Pure explore (random)**: 매 always uniform — 매 expected regret O(T). - **ε-greedy**: 매 prob ε 매 explore, 매 prob 1−ε 매 exploit. - **UCB**: 매 confidence-bounded 매 deterministic explore. - **Thompson Sampling**: 매 posterior sampling 매 Bayesian optimal. ### 매 Regret bounds - 매 ε-greedy(static): O(T). - 매 ε-greedy(decaying 1/t): O(log T). - 매 UCB1: O(log T) — provably tight for stochastic bandit. - 매 Thompson Sampling: matches Lai-Robbins lower bound. ### 매 응용 1. A/B/n testing — adaptive traffic allocation. 2. Recommender systems — cold start. 3. Hyperparameter tuning (Optuna, Vizier). 4. RL games — Atari, AlphaGo MCTS. 5. LLM 매 sampling temperature, top-p. 6. Drug trials — bandit-style adaptive design. ## 💻 패턴 ### ε-greedy bandit ```python import numpy as np class EpsilonGreedy: def __init__(self, k, eps=0.1): self.k = k self.eps = eps self.Q = np.zeros(k) self.N = np.zeros(k) def select(self): if np.random.rand() < self.eps: return np.random.randint(self.k) return int(np.argmax(self.Q)) def update(self, a, r): self.N[a] += 1 self.Q[a] += (r - self.Q[a]) / self.N[a] ``` ### UCB1 ```python class UCB1: def __init__(self, k): self.k, self.t = k, 0 self.Q = np.zeros(k) self.N = np.zeros(k) def select(self): self.t += 1 for a in range(self.k): if self.N[a] == 0: return a # cold-start each arm once ucb = self.Q + np.sqrt(2 * np.log(self.t) / self.N) return int(np.argmax(ucb)) def update(self, a, r): self.N[a] += 1 self.Q[a] += (r - self.Q[a]) / self.N[a] ``` ### Thompson Sampling (Bernoulli) ```python class ThompsonBernoulli: def __init__(self, k): self.alpha = np.ones(k) # successes + 1 self.beta = np.ones(k) # failures + 1 def select(self): samples = np.random.beta(self.alpha, self.beta) return int(np.argmax(samples)) def update(self, a, r): if r > 0: self.alpha[a] += 1 else: self.beta[a] += 1 ``` ### Decaying ε schedule ```python def epsilon(t, start=1.0, end=0.05, decay=10000): return end + (start - end) * np.exp(-t / decay) # DQN-style: 매 early episodes 의 explore-heavy, 매 late 의 exploit ``` ### Boltzmann (softmax) exploration ```python def softmax_select(Q, tau=1.0): p = np.exp(Q / tau) p /= p.sum() return np.random.choice(len(Q), p=p) # tau→0 매 greedy, tau→∞ 매 uniform ``` ### Contextual bandit (LinUCB) ```python class LinUCB: def __init__(self, k, d, alpha=1.0): self.A = [np.eye(d) for _ in range(k)] self.b = [np.zeros(d) for _ in range(k)] self.alpha = alpha def select(self, x): # context vector ucb = [] for a in range(len(self.A)): Ainv = np.linalg.inv(self.A[a]) theta = Ainv @ self.b[a] mean = theta @ x bonus = self.alpha * np.sqrt(x @ Ainv @ x) ucb.append(mean + bonus) return int(np.argmax(ucb)) def update(self, a, x, r): self.A[a] += np.outer(x, x) self.b[a] += r * x ``` ### LLM sampling 의 explore-exploit ```python # temperature=0 → exploit (deterministic argmax) # temperature=1 → explore (full distribution) # top-p=0.9 → constrained explore (nucleus) def sample_token(logits, temperature=0.7, top_p=0.9): logits = logits / temperature probs = softmax(logits) sorted_idx = np.argsort(probs)[::-1] cum = np.cumsum(probs[sorted_idx]) cutoff = np.searchsorted(cum, top_p) + 1 keep = sorted_idx[:cutoff] p = probs[keep] / probs[keep].sum() return np.random.choice(keep, p=p) ``` ## 매 결정 기준 | 상황 | Approach | |---|---| | Stationary stochastic bandit | 매 UCB1 또는 Thompson | | Bernoulli reward | 매 Thompson Beta-binomial | | Contextual features 의 available | 매 LinUCB / NeuralBandit | | Non-stationary (drift) | 매 sliding-window UCB / discounted TS | | Deep RL | 매 ε-greedy decay 또는 noisy nets | | LLM creative generation | 매 temperature 0.7-1.0 + top-p 0.9 | **기본값**: 매 Thompson Sampling — 매 strong empirical 의 winner, 매 simple implementation. ## 🔗 Graph - 부모: [[Reinforcement-Learning]] · [[Decision-Theory]] - 변형: [[Multi-Armed-Bandit]] - 응용: [[Recommender-Systems]] · [[Hyperparameters|Hyperparameter-Tuning]] · [[MCTS]] - Adjacent: [[Bayesian-Optimization]] · [[Active-Learning]] · [[LLM-Sampling]] ## 🤖 LLM 활용 **언제**: 매 sequential decision 매 reward feedback. Cold-start recommender. A/B 의 multi-arm 의 generalize. **언제 X**: 매 known reward distribution + horizon→∞ — 매 closed-form optimal. Single-shot decision. ## 어려운 점 (안티패턴) - **Static ε too high**: 매 ε=0.5 forever — 매 final 50% traffic 의 random arm 의 burn. Decay 의 use. - **No cold-start arms**: 매 UCB 의 N[a]=0 의 not-handled — 매 inf 의 produce, 매 each arm 의 1 초기 pull 의 require. - **Non-stationarity ignored**: 매 reward drift 의 discount 없이 의 stale Q value 의 trust. - **Reward leakage**: 매 future info 매 leak — 매 fake "exploit" 매 actually 의 cheat. ## 🧪 검증 / 중복 - Verified (Sutton & Barto Ch. 2; Lai-Robbins 1985; Russo et al. "Tutorial on Thompson Sampling" 2018). - 신뢰도 A. ## 🕓 Changelog | 날짜 | 변경 | |---|---| | 2026-05-08 | Phase 1 | | 2026-05-10 | Manual cleanup — explore-exploit + 7 algorithm patterns |