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DOPL: Direct Online Preference Learning for Restless Bandits with Preference Feedback

ICLR 2025 · Bandits and online learning › Multi-armed bandits · approach: Non-stationary and structured-reward bandits · 0 citations (OpenAlex)

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Introduces Pref-RMAB, a restless bandit setting where only pairwise preference feedback (Bradley-Terry) is observed, and DOPL, an episodic UCRL-style algorithm with preference inference and a direct LP-based index policy achieving Õ(√(T ln T)) regret.

Problem

Restless multi-armed bandits where scalar rewards are unobservable and only pairwise preference feedback between activated arms is available, under unknown transitions and unknown preference model in an online setting.

Approach

Represent scalar rewards via preference-reference terms under a Bradley-Terry model, infer unobserved pairwise preferences from others (reducing comparisons from O(B^2) to B-1 per epoch), add an optimistic preference bonus, and build a direct index policy from an LP over occupancy measures defined in preference terms.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DOPL instead of the considered baselinesApp Marketing, CPAP Therapy, and ARMMAN · App Marketing, CPAP Therapy, and ARMMANepisodic rewardHelped
Use DOPL instead of the considered baselinesApp Marketing, CPAP Therapy, and ARMMAN · App Marketing, CPAP Therapy, and ARMMANcumulative regretHelped

Limitations

Experimental setup

Datasets: App Marketing (synthetic) CPAP therapy environment ARMMAN maternal healthcare environment

Benchmarks: App Marketing CPAP ARMMAN

Metrics: episodic reward cumulative regret

Baselines: Oracle MLE_WIBQL MLE_LP MLE_QWIC RANDOM

Builds on: UCRL2 Colored-UCRL2 Whittle index Bradley-Terry model direct preference optimization

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