An explore-then-commit algorithm for submodular maximization under full-bandit feedback
An explore-then-commit algorithm for submodular maximization under full-bandit feedback
复制标题
DOI:
--
复制
发表时间:
2022
期刊:
影响因子:
--
通讯作者:
G. Nie;Mridul Agarwal;A. Umrawal;V. Aggarwal;Christopher J. Quinn
中科院分区:
文献类型:
--
作者:
G. Nie;Mridul Agarwal;A. Umrawal;V. Aggarwal;Christopher J. Quinn
We investigate the problem of combinatorial multiarmed bandits with stochastic submodular (in expectation) rewards and full-bandit feedback, where no extra information other than the reward of selected action at each time step t is ob-served. We propose a simple algorithm, Explore-Then-Commit Greedy (ETCG) and prove that it achieves a (1 − 1 /e ) -regret upper bound of O ( n 13 k 43 T 23 log( T ) 12 ) for a horizon T , number of base elements n , and cardinality constraint k . We also show in experiments with synthetic and real-world data that the ETCG empirically outperforms other full-bandit methods.