arXiv · 2410.08578
Logarithmic Regret for Unconstrained Submodular Maximization Stochastic Bandit
Abstract
We address the online unconstrained submodular maximization problem (Online USM), in a setting with stochastic bandit feedback. In this framework, a decision-maker receives noisy rewards from a non monotone submodular function taking values in a known bounded interval. This paper proposes Double-Greedy - Explore-then-Commit (DG-ETC), adapting the Double-Greedy approach from the offline and online full-information settings. DG-ETC satisfies a $O(d\log(dT))$ problem-dependent upper bound for the $1/2$-approximate pseudo-regret, as well as a $O(dT^{2/3}\log(dT)^{1/3})$ problem-free one at the same time, outperforming existing approaches. In particular, we introduce a problem-dependent notion of hardness characterizing the transition between logarithmic and polynomial regime for the upper bounds.
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Julien Zhou, Pierre Gaillard, Thibaud Rahier, Julyan Arbel. 2024-10-11. Logarithmic Regret for Unconstrained Submodular Maximization Stochastic Bandit. https://arxiv.org/abs/2410.08578
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