Asymptotically Optimal Strategies For Combinatorial Semi-Bandits in Polynomial Time

• URL: http://arxiv.org/abs/2102.07254v1
• Date: Sun, 14 Feb 2021 22:14:28 GMT
• Title: Asymptotically Optimal Strategies For Combinatorial Semi-Bandits in Polynomial Time
• Authors: Thibaut Cuvelier and Richard Combes and Eric Gourdin
• Abstract summary: We consider semi-bandits with uncorrelated Gaussian rewards. We propose the first method to compute the solution of the Graves-Lai problem in time for many structures of interest.
• Score: 6.093245378608679
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We consider combinatorial semi-bandits with uncorrelated Gaussian rewards. In this article, we propose the first method, to the best of our knowledge, that enables to compute the solution of the Graves-Lai optimization problem in polynomial time for many combinatorial structures of interest. In turn, this immediately yields the first known approach to implement asymptotically optimal algorithms in polynomial time for combinatorial semi-bandits.

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