arXiv · 1907.12189
Bandits with Feedback Graphs and Switching Costs
Abstract
We study the adversarial multi-armed bandit problem where partial observations are available and where, in addition to the loss incurred for each action, a \emph{switching cost} is incurred for shifting to a new action. All previously known results incur a factor proportional to the independence number of the feedback graph. We give a new algorithm whose regret guarantee depends only on the domination number of the graph. We further supplement that result with a lower bound. Finally, we also give a new algorithm with improved policy regret bounds when partial counterfactual feedback is available.
Explore related subjects
Keep this discovery
Raman Arora, Teodor V. Marinov, Mehryar Mohri. 2019-07-29. Bandits with Feedback Graphs and Switching Costs. https://arxiv.org/abs/1907.12189
Cite the original work for its findings. Save a collection to share your selection of sources.