Combinatorial Rising Bandit

• URL: http://arxiv.org/abs/2412.00798v2
• Date: Mon, 03 Feb 2025 09:25:56 GMT
• Title: Combinatorial Rising Bandit
• Authors: Seockbean Song, Youngsik Yoon, Siwei Wang, Wei Chen, Jungseul Ok,
• Abstract summary: We introduce the problem of rising bandit to minimize policy regret and propose a provably efficient algorithm called Combinatorial Rising Upper Confidence Bound (CRUCB)<n>CRUCB is provably efficient by showing that the regret upper bound is close to the regret lower bound.<n>In addition, we empirically demonstrate the effectiveness and superiority of CRUCB not only in synthetic environments but also in realistic applications of deep reinforcement learning.
• Score: 29.357803270943254
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Combinatorial online learning is a fundamental task to decide the optimal combination of base arms in sequential interactions with systems providing uncertain rewards, which is applicable to diverse domains such as robotics, social advertising, network routing and recommendation systems. In real-world scenarios, we often observe rising rewards, where the selection of a base arm not only provides an instantaneous reward but also contributes to the enhancement of future rewards, {\it e.g.}, robots enhancing proficiency through practice and social influence strengthening in the history of successful recommendations. To address this, we introduce the problem of combinatorial rising bandit to minimize policy regret and propose a provably efficient algorithm, called Combinatorial Rising Upper Confidence Bound (CRUCB), of which regret upper bound is close to a regret lower bound. To the best of our knowledge, previous studies do not provide a sub-linear regret lower bound, making it impossible to assess the efficiency of their algorithms. However, we provide the sub-linear regret lower bound for combinatorial rising bandit and show that CRUCB is provably efficient by showing that the regret upper bound is close to the regret lower bound. In addition, we empirically demonstrate the effectiveness and superiority of CRUCB not only in synthetic environments but also in realistic applications of deep reinforcement learning.

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