Optimal and Efficient Dynamic Regret Algorithms for Non-Stationary Dueling Bandits

• URL: http://arxiv.org/abs/2111.03917v1
• Date: Sat, 6 Nov 2021 16:46:55 GMT
• Title: Optimal and Efficient Dynamic Regret Algorithms for Non-Stationary Dueling Bandits
• Authors: Shubham Gupta, Aadirupa Saha
• Abstract summary: We study the problem of emphdynamic regret minimization in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes only a relative binary win-loss' feedback for this pair.
• Score: 27.279654173896372
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: We study the problem of \emph{dynamic regret minimization} in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes only a relative binary `win-loss' feedback for this pair, sampled from an underlying preference matrix at that round. We first study the problem of static-regret minimization for adversarial preference sequences and design an efficient algorithm with $O(\sqrt{KT})$ high probability regret. We next use similar algorithmic ideas to propose an efficient and provably optimal algorithm for dynamic-regret minimization under two notions of non-stationarities. In particular, we establish $\tO(\sqrt{SKT})$ and $\tO({V_T^{1/3}K^{1/3}T^{2/3}})$ dynamic-regret guarantees, $S$ being the total number of `effective-switches' in the underlying preference relations and $V_T$ being a measure of `continuous-variation' non-stationarity. The complexity of these problems have not been studied prior to this work despite the practicability of non-stationary environments in real world systems. We justify the optimality of our algorithms by proving matching lower bound guarantees under both the above-mentioned notions of non-stationarities. Finally, we corroborate our results with extensive simulations and compare the efficacy of our algorithms over state-of-the-art baselines.

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