Contextual Combinatorial Multi-armed Bandits with Volatile Arms and Submodular Reward

Lixing Chen, Jie Xu, Zhuo Lu

Neural Information Processing Systems 

In this paper, we study the stochastic contextual combinatorial multi-armed bandit (CC-MAB) framework that is tailored for volatile arms and submodular reward functions. CC-MAB inherits properties from both contextual bandit and combinatorial bandit: it aims to select a set of arms in each round based on the side information (a.k.a.

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