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Queueing Matching Bandits with Preference Feedback

NeurIPS 2024 · Bandits and online learning › Online convex optimization and games · approach: Online allocation with constraints · 0 citations (OpenAlex)

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Proposes UCB- and Thompson-sampling-based MaxWeight algorithms for multi-class multi-server queues where servers choose among assigned jobs via a feature-based MNL preference model, proving queue stability and sublinear regret.

Problem

Stabilizing multi-queue multi-server systems when job-server service rates are unknown and depend on servers' stochastic (MNL) preferences over the set of jobs assigned to them, learned from preference feedback.

Approach

Model service rates as a feature-based MNL choice function over the assortment of agents assigned to each server, and combine MaxWeight scheduling with UCB or Thompson-sampling estimates of server preferences learned via online Newton steps, giving both queue stability and regret bounds.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use UCB-QMB instead of previously suggested queueing-bandit and matching-bandit methodsQueueing matching bandits · Synthetic queueing systemaverage queue lengthHelped
Use TS-QMB instead of previously suggested queueing-bandit and matching-bandit methodsQueueing matching bandits · Synthetic queueing systemregretHelped
Use UCB-QMB or TS-QMB rather than the known-service-rate MaxWeight oracleQueueing matching bandits · Synthetic queueing systemaverage queue lengthNo clear effect

Limitations

Experimental setup

Datasets: synthetic

Benchmarks: synthetic queueing simulation (N=4, K=2, L=2, d=2)

Metrics: average queue length cumulative regret

Baselines: Q-UCB DAM-UCB MaxWeight-UCB ETC-GS MaxWeight oracle with known parameters

Builds on: MaxWeight MNL bandits queueing bandits online newton step

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