Improving Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms and Its Applications
–Neural Information Processing Systems
We study combinatorial multi-armed bandit with probabilistically triggered arms (CMAB-T) and semi-bandit feedback. We resolve a serious issue in the prior CMAB-T studies where the regret bounds contain a possibly exponentially large factor of 1/p*, where p* is the minimum positive probability that an arm is triggered by any action. We address this issue by introducing a triggering probability modulated (TPM) bounded smoothness condition into the influence maximization bandit and combinatorial cascading bandit satisfy this TPM condition. As a result, we completely remove the factor of 1/p* from the regret bounds, achieving significantly better regret bounds for influence maximization and cascading bandits than before. Finally, we provide lower bound results showing that the factor 1/p* is unavoidable for general CMAB-T problems, suggesting that the TPM condition is crucial in removing this factor.
Neural Information Processing Systems
Dec-31-2017
- Country:
- Asia > China
- Europe > United Kingdom
- England > Cambridgeshire > Cambridge (0.04)
- North America > United States
- California > Los Angeles County
- Long Beach (0.04)
- New Jersey > Mercer County
- Princeton (0.04)
- California > Los Angeles County
- Genre:
- Research Report > New Finding (0.34)
- Technology: