Utility-based Dueling Bandits as a Partial Monitoring Game

Pratik Gajane; Tanguy Urvoy

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arXiv · 1507.02750

Utility-based Dueling Bandits as a Partial Monitoring Game

Pratik Gajane·Tanguy Urvoy

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Abstract

Partial monitoring is a generic framework for sequential decision-making with incomplete feedback. It encompasses a wide class of problems such as dueling bandits, learning with expect advice, dynamic pricing, dark pools, and label efficient prediction. We study the utility-based dueling bandit problem as an instance of partial monitoring problem and prove that it fits the time-regret partial monitoring hierarchy as an easy - i.e. Theta (sqrt{T})- instance. We survey some partial monitoring algorithms and see how they could be used to solve dueling bandits efficiently. Keywords: Online learning, Dueling Bandits, Partial Monitoring, Partial Feedback, Multiarmed Bandits

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Pratik Gajane, Tanguy Urvoy. 2015-07-10. Utility-based Dueling Bandits as a Partial Monitoring Game. https://arxiv.org/abs/1507.02750

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