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Poster
Combinatorial Cascading Bandits
Branislav Kveton · Zheng Wen · Azin Ashkan · Csaba Szepesvari

Mon Dec 07 04:00 PM -- 08:59 PM (PST) @ 210 C #90 #None

We propose combinatorial cascading bandits, a class of partial monitoring problems where at each step a learning agent chooses a tuple of ground items subject to constraints and receives a reward if and only if the weights of all chosen items are one. The weights of the items are binary, stochastic, and drawn independently of each other. The agent observes the index of the first chosen item whose weight is zero. This observation model arises in network routing, for instance, where the learning agent may only observe the first link in the routing path which is down, and blocks the path. We propose a UCB-like algorithm for solving our problems, CombCascade; and prove gap-dependent and gap-free upper bounds on its n-step regret. Our proofs build on recent work in stochastic combinatorial semi-bandits but also address two novel challenges of our setting, a non-linear reward function and partial observability. We evaluate CombCascade on two real-world problems and show that it performs well even when our modeling assumptions are violated. We also demonstrate that our setting requires a new learning algorithm.

Author Information

Branislav Kveton (Adobe Research)
Zheng Wen (Yahoo Labs)
Azin Ashkan (Technicolor Research)
Csaba Szepesvari (University of Alberta)

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