Improving Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms and Its Applications
نویسندگان
چکیده
We study combinatorial multi-armed bandit with probabilistically triggered arms and semi-bandit feedback (CMAB-T). We resolve a serious issue in the prior CMAB-T studies where the regret bounds contain a possibly exponentially large factor of 1/p∗, where p∗ is the minimum positive probability that an arm is triggered by any action. We address this issue by introducing a triggering probability modulated (TPM) bounded smoothness condition into the general CMAB-T framework, and show that many applications such as influence maximization bandit and combinatorial cascading bandit satisfy this TPM condition. As a result, we completely remove the factor of 1/p∗ from the regret bounds, achieving significantly better regret bounds for influence maximization and cascading bandits than before. Finally, we provide lower bound results showing that the factor 1/p∗ is unavoidable for general CMAB-T problems, suggesting that the TPM condition is crucial in removing this factor.
منابع مشابه
Tighter Regret Bounds for Influence Maximization and Other Combinatorial Semi-Bandits with Probabilistically Triggered Arms
We study combinatorial multi-armed bandit with probabilistically triggered arms and semi-bandit feedback (CMAB-T). We resolve a serious issue in the prior CMAB-T studies where the regret bounds contain a possibly exponentially large factor of 1/p, where p is the minimum positive probability that an arm is triggered by any action. We address this issue by introducing a triggering probability mod...
متن کاملCombinatorial Multi-Armed Bandit and Its Extension to Probabilistically Triggered Arms
We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in the super arm are played and their outcomes are observed. We further consider the extension in which more base arms could be probabilistically triggered base...
متن کاملMore Adaptive Algorithms for Adversarial Bandits
We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret bounds improving previous work. Examples include: 1) a regret bound depending on the variance of only the best arm; 2) a regret bound depending on the first-order...
متن کاملSemi-Bandits with Knapsacks
We unify two prominent lines of work on multi-armed bandits: bandits with knapsacks and combinatorial semi-bandits. The former concerns limited “resources” consumed by the algorithm, e.g., limited supply in dynamic pricing. The latter allows a huge number of actions but assumes combinatorial structure and additional feedback to make the problem tractable. We define a common generalization, supp...
متن کاملCombinatorial Multi-armed Bandit with Probabilistically Triggered Arms: A Case with Bounded Regret
In this paper, we study the combinatorial multi-armed bandit problem (CMAB) with probabilistically triggered arms (PTAs). Under the assumption that the arm triggering probabilities (ATPs) are positive for all arms, we prove that a class of upper confidence bound (UCB) policies, named Combinatorial UCB with exploration rate κ (CUCB-κ), and Combinatorial Thompson Sampling (CTS), which estimates t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2017