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A Near-Optimal Change-Detection Based Algorithm for Piecewise-Stationary Combinatorial Semi-Bandits

AAAI 2020 · Bandits and online learning › Multi-armed bandits · approach: Optimal stochastic bandit algorithms · 19 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GLR-CUCB with GLRT change detection and CUCBPiecewise-stationary combinatorial semi-bandits · Synthetic datasetcumulative regretHelped
Use GLR-CUCB with GLRT change detection and CUCBPiecewise-stationary combinatorial semi-bandits · Yahoo! Experiment 1cumulative regretHelped
Use local restart instead of restarting estimates for all base arms (ablation)GLR-CUCB · Yahoo! Experiment 1cumulative regretHelped
Use local restart instead of restarting estimates for all base arms (ablation)GLR-CUCB · Synthetic datasetcumulative regretNo clear effect

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