Research map / Bandits and online learning / Multi-armed bandits
Combinatorial Bandits for Maximum Value Reward Function under Value-Index Feedback
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Studies combinatorial bandits where the reward of selecting k arms is the maximum sampled value, under a weak value-index feedback that reveals only the max arm's value and index.
Problem
Combinatorial multi-armed bandits in which an action selects k base arms and the reward is the maximum of their sampled values, observed only through value-index feedback (value and index of the maximum arm) rather than semi-bandit feedback.
Approach
Introduces a value-index feedback structure, weaker than semi-bandit feedback yet slightly stronger than full-bandit feedback, and designs bandit algorithms for maximum-value reward functions under it.
Experimental setup
Metrics: regret
Builds on: combinatorial multi-armed bandits semi-bandit feedback
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