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Queueing Matching Bandits with Preference Feedback
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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
- UCB-QMB and TS-QMB achieve stability with average queue length O(min{N,K}/epsilon), matching the known-parameter MaxWeight oracle asymptotically.
- Regret bounds of Otilde(min{sqrt(T) Q_max, T^{3/4}}) for the proposed algorithms, while baselines show superlinear regret in experiments due to growing queues.
- Experiments on synthetic instances (N=4, K=2, L=2, d=2) show the proposed algorithms outperform Q-UCB, DAM-UCB, MaxWeight-UCB and ETC-GS, except the oracle.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use UCB-QMB instead of previously suggested queueing-bandit and matching-bandit methods | Queueing matching bandits · Synthetic queueing system | average queue length | Helped |
| Use TS-QMB instead of previously suggested queueing-bandit and matching-bandit methods | Queueing matching bandits · Synthetic queueing system | regret | Helped |
| Use UCB-QMB or TS-QMB rather than the known-service-rate MaxWeight oracle | Queueing matching bandits · Synthetic queueing system | average queue length | No clear effect |
Limitations
- Constant depends on kappa with 1/kappa = O(L^2) worst case; dependence on kappa not optimal.
- No lower bounds for queue length or regret are established.
- Combinatorial MaxWeight optimization is NP-hard in general, requiring approximation oracles.
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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