A near-optimal change-detection based algorithm for piecewise-stationary combinatorial semi-bandits

• Main Authors: ZHOU, Huozhi, WANG, Lingda, VARSHNEY, Lav N., LIM, Ee-Peng
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2020
• Subjects: Databases and Information Systems; Theory and Algorithms
• Online Access: https://ink.library.smu.edu.sg/sis_research/4968; https://ink.library.smu.edu.sg/context/sis_research/article/5971/viewcontent/Near_optimal_change_detection_av.pdf
• Institution: Singapore Management University

We investigate the piecewise-stationary combinatorial semi-bandit problem. Compared to the original combinatorial semi-bandit problem, our setting assumes the reward distributions of base arms may change in a piecewise-stationary manner at unknown time steps. We propose an algorithm, GLR-CUCB, which...