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Combinatorial Bandits for Maximum Value Reward Function under Value-Index Feedback

ICLR 2024 · Bandits and online learning › Multi-armed bandits · approach: Optimal stochastic bandit algorithms · 1 citations (OpenAlex)

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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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