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Research map / Bandits and online learning / Multi-armed bandits

Combinatorial semi-bandit with known covariance

NeurIPS 2016 · Bandits and online learning › Multi-armed bandits · approach: Non-stationary and structured-reward bandits · 24 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase the maximal off-diagonal correlation gamma of arm noise (more correlated arms within an action)OLS-UCB regret on parallel paths problem · Parallel paths problem, 5 pathsregretHurt
Use OLS-based UCB with subgaussian covariance-aware confidence (adapting to arm independence) instead of worst-case CombUCB1 exploration termcombinatorial semi-bandit regret · independent armsregret upper bound order: O(d sqrt(m) log T / Delta) (ESCB-2) tightened to O(d log^2 m log T / Delta)Helped

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