probabilistically triggered arm
Batch-Size Independent Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms or Independent Arms
In this paper, we study the combinatorial semi-bandits (CMAB) and focus on reducing the dependency of the batch-size $K$ in the regret bound, where $K$ is the total number of arms that can be pulled or triggered in each round. First, for the setting of CMAB with probabilistically triggered arms (CMAB-T), we discover a novel (directional) triggering probability and variance modulated (TPVM) condition that can replace the previously-used smoothness condition for various applications, such as cascading bandits, online network exploration and online influence maximization. Under this new condition, we propose a BCUCB-T algorithm with variance-aware confidence intervals and conduct regret analysis which reduces the $O(K)$ factor to $O(\log K)$ or $O(\log^2 K)$ in the regret bound, significantly improving the regret bounds for the above applications. Second, for the setting of non-triggering CMAB with independent arms, we propose a SESCB algorithm which leverages on the non-triggering version of the TPVM condition and completely removes the dependency on $K$ in the leading regret. As a valuable by-product, the regret analysis used in this paper can improve several existing results by a factor of $O(\log K)$. Finally, experimental evaluations show our superior performance compared with benchmark algorithms in different applications.
Improving Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms and Its Applications
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 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.
Batch-Size Independent Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms or Independent Arms
In this paper, we study the combinatorial semi-bandits (CMAB) and focus on reducing the dependency of the batch-size K in the regret bound, where K is the total number of arms that can be pulled or triggered in each round. First, for the setting of CMAB with probabilistically triggered arms (CMAB-T), we discover a novel (directional) triggering probability and variance modulated (TPVM) condition that can replace the previously-used smoothness condition for various applications, such as cascading bandits, online network exploration and online influence maximization. Under this new condition, we propose a BCUCB-T algorithm with variance-aware confidence intervals and conduct regret analysis which reduces the O(K) factor to O(\log K) or O(\log 2 K) in the regret bound, significantly improving the regret bounds for the above applications. Second, for the setting of non-triggering CMAB with independent arms, we propose a SESCB algorithm which leverages on the non-triggering version of the TPVM condition and completely removes the dependency on K in the leading regret. As a valuable by-product, the regret analysis used in this paper can improve several existing results by a factor of O(\log K) .
Reviews: Improving Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms and Its Applications
Overview: The paper studies combinatorial multi-armed bandit with probabilistically triggered arms and semi-bandit feedback (CMAB-T). The paper improves the existing regret bounds by introducing a new version of the bounded smoothness condition on the reward functions, called triggering probability modulated bounded smoothness condition. The intuition behind this is that hard-to-trigger arms do not contribute much to the expected regret. With this new condition, the authors are able to remove a potentially exponentially large factor in the existing regret bounds. The paper then shows that applications such as influence maximization bandit and combinatorial cascading bandit both satisfy this condition.
Contextual Combinatorial Bandits with Probabilistically Triggered Arms
Liu, Xutong, Zuo, Jinhang, Wang, Siwei, Lui, John C. S., Hajiesmaili, Mohammad, Wierman, Adam, Chen, Wei
We study contextual combinatorial bandits with probabilistically triggered arms (C$^2$MAB-T) under a variety of smoothness conditions that capture a wide range of applications, such as contextual cascading bandits and contextual influence maximization bandits. Under the triggering probability modulated (TPM) condition, we devise the C$^2$-UCB-T algorithm and propose a novel analysis that achieves an $\tilde{O}(d\sqrt{KT})$ regret bound, removing a potentially exponentially large factor $O(1/p_{\min})$, where $d$ is the dimension of contexts, $p_{\min}$ is the minimum positive probability that any arm can be triggered, and batch-size $K$ is the maximum number of arms that can be triggered per round. Under the variance modulated (VM) or triggering probability and variance modulated (TPVM) conditions, we propose a new variance-adaptive algorithm VAC$^2$-UCB and derive a regret bound $\tilde{O}(d\sqrt{T})$, which is independent of the batch-size $K$. As a valuable by-product, our analysis technique and variance-adaptive algorithm can be applied to the CMAB-T and C$^2$MAB setting, improving existing results there as well. We also include experiments that demonstrate the improved performance of our algorithms compared with benchmark algorithms on synthetic and real-world datasets.
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- Asia > China > Hong Kong (0.04)
- North America > United States > Hawaii > Honolulu County > Honolulu (0.04)
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- Information Technology > Artificial Intelligence > Machine Learning (1.00)
- Information Technology > Data Science > Data Mining > Big Data (0.46)
Improving Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms and Its Applications
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.
Thompson Sampling for Combinatorial Multi-armed Bandit with Probabilistically Triggered Arms
We analyze the regret of combinatorial Thompson sampling (CTS) for the combinatorial multi-armed bandit with probabilistically triggered arms under the semi-bandit feedback setting. We assume that the learner has access to an exact optimization oracle but does not know the expected base arm outcomes beforehand. When the expected reward function is Lipschitz continuous in the expected base arm outcomes, we derive $O(\sum_{i =1}^m \log T / (p_i \Delta_i))$ regret bound for CTS, where $m$ denotes the number of base arms, $p_i$ denotes the minimum non-zero triggering probability of base arm $i$ and $\Delta_i$ denotes the minimum suboptimality gap of base arm $i$. We also show that CTS outperforms combinatorial upper confidence bound (CUCB) via numerical experiments.
- Information Technology > Artificial Intelligence > Machine Learning (1.00)
- Information Technology > Data Science > Data Mining > Big Data (0.86)