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Poster
Copeland Dueling Bandits
Masrour Zoghi · Zohar Karnin · Shimon Whiteson · Maarten de Rijke

Thu Dec 10 08:00 AM -- 12:00 PM (PST) @ 210 C #88

A version of the dueling bandit problem is addressed in which a Condorcet winner may not exist. Two algorithms are proposed that instead seek to minimize regret with respect to the Copeland winner, which, unlike the Condorcet winner, is guaranteed to exist. The first, Copeland Confidence Bound (CCB), is designed for small numbers of arms, while the second, Scalable Copeland Bandits (SCB), works better for large-scale problems. We provide theoretical results bounding the regret accumulated by CCB and SCB, both substantially improving existing results. Such existing results either offer bounds of the form O(K log T) but require restrictive assumptions, or offer bounds of the form O(K^2 log T) without requiring such assumptions. Our results offer the best of both worlds: O(K log T) bounds without restrictive assumptions.

Author Information

Masrour Zoghi (University of Amsterdam)
Zohar Karnin (Yahoo Research)
Shimon Whiteson (University of Oxford)
Maarten de Rijke (University of Amsterdam)

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