Pure exploration and regret minimization in matching bandits
Sentenac, Flore; Yi, Jialin; Calauzènes, Clément; Perchet, Vianney; and Vojnovic, Milan
(2021)
Pure exploration and regret minimization in matching bandits.
In:
Proceedings of the 38th International Conference on Machine Learning.
Proceedings of Machine Learning Research, 139
.
Journal of Machine Learning Research, pp. 9434-9442.
Finding an optimal matching in a weighted graph is a standard combinatorial problem. We consider its semi-bandit version where either a pair or a full matching is sampled sequentially. We prove that it is possible to leverage a rank-1 assumption on the adjacency matrix to reduce the sample complexity and the regret of off-the-shelf algorithms up to reaching a linear dependency in the number of vertices (up to poly log terms).
| Item Type | Chapter |
|---|---|
| Departments | Statistics |
| Date Deposited | 30 Sep 2022 09:39 |
| URI | https://researchonline.lse.ac.uk/id/eprint/116713 |
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ORCID: https://orcid.org/0000-0003-1382-022X