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Oracle-Efficient Combinatorial Semi-Bandits

NeurIPS 2025 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Causal and structured bandits · 0 citations (OpenAlex)

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Proposes oracle-efficient combinatorial semi-bandit algorithms (adaptive and scheduled rare oracle query frameworks) that reduce oracle calls to O(log log T) or O(d log log T) while retaining near-optimal gap-free regret for linear, covariance-dependent, and general monotone rewards.

Problem

Combinatorial semi-bandits require solving an NP-hard combinatorial optimization oracle at every round, so oracle usage (adaptivity and query complexity) grows linearly in T; the paper asks how to keep near-optimal gap-free regret with far fewer oracle calls.

Approach

Two frameworks for rare oracle queries: AROQ triggers an oracle call only when a base arm's epoch-wise selection count doubles-plus-sqrt(Tm/d) threshold is met (per-arm epochs), and SROQ uses a fixed doubly-exponential time grid with an elimination-based batch strategy that queries oracles only at scheduled epochs, with representative actions per base arm.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use adaptive rare oracle queries instead of querying every roundlinear worst-case CMAB · Linear (worst-case)oracle adaptivity and query complexity: \(\Theta(T)\) to \(O(d\log\log(Tm/d))\)Helped
use adaptive rare oracle queries instead of querying every roundlinear worst-case CMAB · Linear (worst-case)regret bound: \(\tilde{O}(\sqrt{mdT})\) for bothNo clear effect
use scheduled rare oracle queries rather than adaptive rare oracle querieslinear worst-case CMAB · Linear (worst-case)adaptivity complexity: \(O(d\log\log(Tm/d))\) to \(\Theta(\log\log T)\)Helped
use scheduled rare oracle queries rather than adaptive rare oracle querieslinear worst-case CMAB · Linear (worst-case)regret bound: \(\tilde{O}(\sqrt{mdT})\) to \(\tilde{O}(m\sqrt{dT})\)Hurt
use covariance-adaptive rare oracle queries instead of querying every roundcovariance-dependent CMAB · Linear (covariance-dependent)oracle adaptivity and query complexity: \(\Theta(T)\) to \(O(d^2\log(Tm))\)Helped
use scheduled rather than adaptive covariance-adaptive rare oracle queriescovariance-dependent CMAB · Linear (covariance-dependent)adaptivity complexity: \(O(d^2\log(Tm))\) to \(\Theta(\log\log T)\)Helped
use scheduled rather than adaptive covariance-adaptive rare oracle queriescovariance-dependent CMAB · Linear (covariance-dependent)worst-case regret bound: \(\tilde{O}(\sqrt{mdT})\) to \(\tilde{O}(m\sqrt{dT})\)Hurt
use general-reward rare oracle queries instead of querying every roundgeneral-reward CMAB · General rewardsoracle adaptivity and query complexity: \(\Theta(T)\) to \(O(d\log\log(Tm/d))\)Helped
use scheduled rather than adaptive rare oracle queriesgeneral-reward CMAB · General rewardsadaptivity complexity: \(O(d\log\log(Tm/d))\) to \(\Theta(\log\log T)\)Helped
use scheduled rather than adaptive rare oracle queriesgeneral-reward CMAB · General rewardsregret bound: \(\tilde{O}(L\sqrt{mdT})\) to \(\tilde{O}(Lm\sqrt{dT})\)Hurt
use SROQ-CMAB rather than AROQ-CMABsynthetic linear-reward experiment (d=20, m=3) · Synthetic linear rewardsruntimeHelped
use AROQ-CMAB rather than CUCBsynthetic linear-reward experiment (d=20, m=3) · Synthetic linear rewardsregretHurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic linear bandit instances (d=20, m=3, means ~ Unif[0,1])

Benchmarks: synthetic linear combinatorial bandit (d=20, m=3)

Metrics: regret oracle adaptivity complexity oracle query complexity runtime

Baselines: CUCB OLS-UCB-C SDCB

Builds on: CUCB OLS-UCB-C SDCB

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