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Oracle-Efficient Combinatorial Semi-Bandits
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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
- AROQ-CMAB and SROQ-CMAB achieve regret Õ(√(mdT)) and Õ(m√(dT)) respectively with O(d log log(Tm/d)) and Θ(log log T) adaptivity complexity, versus Θ(T) for CUCB.
- In the synthetic experiment (d=20, m=3), the proposed algorithms show significantly lower oracle adaptivity and query complexities and faster runtime than CUCB, with slightly higher regret.
- Covariance-adaptive variants achieve regret Õ(√(d max_a Σ σ_i²(a) T)) with Θ(log log T) adaptivity and O(d² log log T) query complexity.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use adaptive rare oracle queries instead of querying every round | linear 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 round | linear worst-case CMAB · Linear (worst-case) | regret bound: \(\tilde{O}(\sqrt{mdT})\) for both | No clear effect |
| use scheduled rare oracle queries rather than adaptive rare oracle queries | linear 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 queries | linear 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 round | covariance-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 queries | covariance-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 queries | covariance-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 round | general-reward CMAB · General rewards | oracle adaptivity and query complexity: \(\Theta(T)\) to \(O(d\log\log(Tm/d))\) | Helped |
| use scheduled rather than adaptive rare oracle queries | general-reward CMAB · General rewards | adaptivity complexity: \(O(d\log\log(Tm/d))\) to \(\Theta(\log\log T)\) | Helped |
| use scheduled rather than adaptive rare oracle queries | general-reward CMAB · General rewards | regret bound: \(\tilde{O}(L\sqrt{mdT})\) to \(\tilde{O}(Lm\sqrt{dT})\) | Hurt |
| use SROQ-CMAB rather than AROQ-CMAB | synthetic linear-reward experiment (d=20, m=3) · Synthetic linear rewards | runtime | Helped |
| use AROQ-CMAB rather than CUCB | synthetic linear-reward experiment (d=20, m=3) · Synthetic linear rewards | regret | Hurt |
Surprising findings
- SROQ-CMAB incurs somewhat larger regret than CUCB in experiments, consistent with its extra √m factor in theory.
- AROQ-CMAB also incurs slightly higher regret than CUCB, reflecting an extra logarithmic factor.
Limitations
- SROQ variants pay an extra √m factor in regret relative to worst-case optimal bounds.
- Covariance-adaptive algorithms achieve asymptotic regret bounds and require warm-up exploration of all arm pairs.
- Experiments are limited to a single synthetic setting (d=20, m=3).
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
Closest papers by meaning
- Towards Efficient and Optimal Covariance-Adaptive Algorithms for Combinatorial Semi-Bandits (NeurIPS 2024 · similarity 0.91)
- Optimal and Efficient Contextual Combinatorial Semi-bandits with General Function Approximation (NeurIPS 2026 · similarity 0.90)
- Adversarial Combinatorial Semi-bandits with Graph Feedback (ICML 2025 · similarity 0.90)
- Adaptive Regret for Bandits Made Possible: Two Queries Suffice (ICLR 2024 · similarity 0.90)
- Combinatorial Stochastic-Greedy Bandit (AAAI 2024 · similarity 0.89)
- Multi-Armed Bandits With Best-Action Queries (NeurIPS 2026 · similarity 0.89)
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