Semi-Parametric Contextual Bandits with Graph-Laplacian Regularization
- URL: http://arxiv.org/abs/2205.08295v1
- Date: Tue, 17 May 2022 12:51:54 GMT
- Title: Semi-Parametric Contextual Bandits with Graph-Laplacian Regularization
- Authors: Young-Geun Choi, Gi-Soo Kim, Seunghoon Paik and Myunghee Cho Paik
- Abstract summary: "SemiGraphTS" is a novel contextual Thompson-sampling algorithm for a graph-based semi-parametric reward model.
We derive an upper bound of the cumulative regret that can be expressed as a multiple of a factor depending on the graph structure.
- Score: 9.864260997723976
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: Non-stationarity is ubiquitous in human behavior and addressing it in the
contextual bandits is challenging. Several works have addressed the problem by
investigating semi-parametric contextual bandits and warned that ignoring
non-stationarity could harm performances. Another prevalent human behavior is
social interaction which has become available in a form of a social network or
graph structure. As a result, graph-based contextual bandits have received much
attention. In this paper, we propose "SemiGraphTS," a novel contextual
Thompson-sampling algorithm for a graph-based semi-parametric reward model. Our
algorithm is the first to be proposed in this setting. We derive an upper bound
of the cumulative regret that can be expressed as a multiple of a factor
depending on the graph structure and the order for the semi-parametric model
without a graph. We evaluate the proposed and existing algorithms via
simulation and real data example.
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