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 optimal super-arm


Finite-Time Guarantees for Multi-Agent Combinatorial Bandits with Nonstationary Rewards

arXiv.org Artificial Intelligence

We study a sequential resource allocation problem where a decision maker selects subsets of agents at each period to maximize overall outcomes without prior knowledge of individual-level effects. Our framework applies to settings such as community health interventions, targeted digital advertising, and workforce retention programs, where intervention effects evolve dynamically. Agents may exhibit habituation (diminished response from frequent selection) or recovery (enhanced response from infrequent selection). The technical challenge centers on nonstationary reward distributions that lead to changing intervention effects over time. The problem requires balancing two key competing objectives: heterogeneous individual rewards and the exploration-exploitation tradeoff in terms of learning for improved future decisions as opposed to maximizing immediate outcomes. Our contribution introduces the first framework incorporating this form of nonstationary rewards in the combinatorial multi-armed bandit literature. We develop algorithms with theoretical guarantees on dynamic regret and demonstrate practical efficacy through a diabetes intervention case study. Our personalized community intervention algorithm achieved up to three times as much improvement in program enrollment compared to baseline approaches, validating the framework's potential for real-world applications. This work bridges theoretical advances in adaptive learning with practical challenges in population-level behavioral change interventions.


Combinatorial Multi-armed Bandits: Arm Selection via Group Testing

arXiv.org Machine Learning

This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving this problem typically involve two key sub-routines: (1) a parameter estimation routine that sequentially estimates a set of base-arm parameters, and (2) a super-arm selection policy for selecting a subset of base arms deemed optimal based on these parameters. State-of-the-art algorithms assume access to an exact oracle for super-arm selection with unbounded computational power. At each instance, this oracle evaluates a list of score functions, the number of which grows as low as linearly and as high as exponentially with the number of arms. This can be prohibitive in the regime of a large number of arms. This paper introduces a novel realistic alternative to the perfect oracle. This algorithm uses a combination of group-testing for selecting the super arms and quantized Thompson sampling for parameter estimation. Under a general separability assumption on the reward function, the proposed algorithm reduces the complexity of the super-arm-selection oracle to be logarithmic in the number of base arms while achieving the same regret order as the state-of-the-art algorithms that use exact oracles. This translates to at least an exponential reduction in complexity compared to the oracle-based approaches.