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Combinatorial Causal Bandits

AAAI 2023 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Linear and generalized linear bandits · 5 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use BGLM-OFU with an initialization phase and MLE confidence regionsMarkovian BGLM combinatorial causal bandits · Combinatorial causal bandits, Markovian BGLMregret: O\left(\frac{1}{\kappa} n L^{(1)}_{\max} \sqrt{DT}\log T\right)Helped
Transform the hidden-variable BLM into an equivalent Markovian model and apply BGLM-OFUBLM with hidden variables · Combinatorial causal bandits, BLM with hidden variablesregret: O\left(n\sqrt{DT}\log T\right)Helped
Use linear regression instead of MLE, removing the initialization phase and its associated assumptionBLM-LR for BLM with hidden variables · Combinatorial causal bandits, BLM with hidden variablesregret: O\left(n\sqrt{DT}\log T\right) -> O\left(n^2\sqrt{DT}\log T\right)Hurt

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