Batch-Size Independent Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms or Independent Arms
Xutong Liu, Jinhang Zuo, Siwei Wang, Carlee Joe-Wong, John C. S. Lui, Wei Chen
Abstract
In this paper, we study the combinatorial semi-bandits (CMAB) and focus on reducing the dependency of the batch-size in the regret bound, where 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 factor to or 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 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 . Finally, experimental evaluations show our superior performance compared with benchmark algorithms in different applications.
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Cited by top-tier papers11
- Contextual Combinatorial Bandits with Probabilistically Triggered ArmsXutong Liu, Jinhang Zuo, Siwei Wang, John C. S. Lui et al.ICML 2023 · 26 citations
- Minimax Regret for Cascading BanditsDaniel Vial, Sujay Sanghavi, Sanjay Shakkottai, R. SrikantNeurIPS 2022 · 18 citations
- Federated Contextual Cascading Bandits with Asynchronous Communication and Heterogeneous UsersHantao Yang, Xutong Liu, Zhiyong Wang, Hong Xie et al.AAAI 2024 · 10 citations
- Combinatorial Multivariant Multi-Armed Bandits with Applications to Episodic Reinforcement Learning and BeyondXutong Liu, Siwei Wang, Jinhang Zuo, Han Zhong et al.ICML 2024 · 9 citations
- Online Corrupted User Detection and Regret MinimizationZhiyong Wang, Jize Xie, Tong Yu, Shuai Li et al.NeurIPS 2023 · 8 citations
Builds on5
- Improved Variance-Aware Confidence Sets for Linear Bandits and Linear Mixture MDPZihan Zhang, Jiaqi Yang, Xiangyang Ji, Simon S. DuNeurIPS 2021 · 50 citations
- Online Influence Maximization under Linear Threshold ModelShuai Li, Fang Kong, Kejie Tang, Qizhi Li et al.NeurIPS 2020 · 45 citations
- Budgeted Online Influence MaximizationPierre Perrault, Jennifer Healey, Zheng Wen, Michal ValkoICML 2020 · 20 citations
- Minimax Regret for Cascading BanditsDaniel Vial, Sujay Sanghavi, Sanjay Shakkottai, R. SrikantNeurIPS 2022 · 18 citations
- Multi-layered Network Exploration via Random Walks: From Offline Optimization to Online LearningXutong Liu, Jinhang Zuo, Xiaowei Chen, Wei Chen et al.ICML 2021 · 17 citations
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