Improved Algorithms for Bandit with Graph Feedback via Regret
Decomposition
- URL: http://arxiv.org/abs/2205.15076v2
- Date: Fri, 4 Aug 2023 05:13:42 GMT
- Title: Improved Algorithms for Bandit with Graph Feedback via Regret
Decomposition
- Authors: Yuchen He and Chihao Zhang
- Abstract summary: The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem.
We propose a new algorithmic framework for the problem based on a partition of the feedback graph.
- Score: 2.3034251503343466
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The problem of bandit with graph feedback generalizes both the multi-armed
bandit (MAB) problem and the learning with expert advice problem by encoding in
a directed graph how the loss vector can be observed in each round of the game.
The mini-max regret is closely related to the structure of the feedback graph
and their connection is far from being fully understood. We propose a new
algorithmic framework for the problem based on a partition of the feedback
graph. Our analysis reveals the interplay between various parts of the graph by
decomposing the regret to the sum of the regret caused by small parts and the
regret caused by their interaction. As a result, our algorithm can be viewed as
an interpolation and generalization of the optimal algorithms for MAB and
learning with expert advice. Our framework unifies previous algorithms for both
strongly observable graphs and weakly observable graphs, resulting in improved
and optimal regret bounds on a wide range of graph families including graphs of
bounded degree and strongly observable graphs with a few corrupted arms.
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