paper-with-me

홈 › Papers

Batch-Size Independent Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms or Independent Arms

2022-08-31 · Xutong Liu, Jinhang Zuo, Siwei Wang, Carlee Joe-Wong, John C. S. Lui, Wei Chen

In this paper, we study the combinatorial semi-bandits (CMAB) and focus on reducing the dependency of the batch-size $K$ in the regret bound, where $K$ is the total number of arms that can be pulled or triggered in each round. First, for the setting of CMAB with probabilistically triggered arms (CMAB-T), we discover a novel (directional) triggering probability and variance modulated (TPVM) condition that can replace the previously-used smoothness condition for various applications, such as cascading bandits, online network exploration and online influence maximization. Under this new condition, we propose a BCUCB-T algorithm with variance-aware confidence intervals and conduct regret analysis which reduces the $O(K)$ factor to $O(\log K)$ or $O(\log^2 K)$ in the regret bound, significantly improving the regret bounds for the above applications. Second, for the setting of non-triggering CMAB with independent arms, we propose a SESCB algorithm which leverages on the non-triggering version of the TPVM condition and completely removes the dependency on $K$ in the leading regret. As a valuable by-product, the regret analysis used in this paper can improve several existing results by a factor of $O(\log K)$. Finally, experimental evaluations show our superior performance compared with benchmark algorithms in different applications.

📄 PDF Abstract BibTeX arXiv:2208.14837

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Batch-Size Independent Regret Bounds for the Combinatorial Multi-Armed Bandit Problem

2019-05-08 · Nadav Merlis, Shie Mannor

We consider the combinatorial multi-armed bandit (CMAB) problem, where the reward function is nonlinear. In this setting, the agent chooses a batch of arms on each round and receives feedback from each arm of the batch. …

Batched Kernelized Bandits: Refinements and Extensions

2026-03-13 · Chenkai Ma, Keqin Chen, Jonathan Scarlett arxiv

In this paper, we consider the problem of black-box optimization with noisy feedback revealed in batches, where the unknown function to optimize has a bounded norm in some Reproducing Kernel Hilbert Space (RKHS). We refe…

Adversarial Combinatorial Bandits with Switching Costs

2024-04-02 · Yanyan Dong, Vincent Y. F. Tan

We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the obl…

Regret Bounds for Batched Bandits

2019-10-11 · Hossein Esfandiari, Amin Karbasi, Abbas Mehrabian, Vahab Mirrokni

We present simple and efficient algorithms for the batched stochastic multi-armed bandit and batched stochastic linear bandit problems. We prove bounds for their expected regrets that improve over the best-known regret b…

Multi-Armed Bandits

Tight Lower Bounds for Combinatorial Multi-Armed Bandits

2020-02-13 · Nadav Merlis, Shie Mannor

The Combinatorial Multi-Armed Bandit problem is a sequential decision-making problem in which an agent selects a set of arms on each round, observes feedback for each of these arms and aims to maximize a known reward fun…

Decision MakingMulti-Armed BanditsSequential Decision Making