Stochastic Graph Bandit Learning with Side-Observations
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866914631454294016 |
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| author | Gong, Xueping Zhang, Jiheng |
| author_facet | Gong, Xueping Zhang, Jiheng |
| contents | In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the best of our knowledge, our algorithm is the first to provide a gap-dependent upper bound in this stochastic setting, bridging the research gap left by the work in [35]. In comparison to [31,33,35], our method offers improved regret upper bounds and does not require knowledge of graphical quantities. We conduct numerical experiments to demonstrate the computational efficiency and effectiveness of our approach in terms of regret upper bounds. These findings highlight the significance of our algorithm in advancing the field of stochastic contextual bandits with graph feedback, opening up avenues for practical applications in various domains. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_15107 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Stochastic Graph Bandit Learning with Side-Observations Gong, Xueping Zhang, Jiheng Machine Learning In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the best of our knowledge, our algorithm is the first to provide a gap-dependent upper bound in this stochastic setting, bridging the research gap left by the work in [35]. In comparison to [31,33,35], our method offers improved regret upper bounds and does not require knowledge of graphical quantities. We conduct numerical experiments to demonstrate the computational efficiency and effectiveness of our approach in terms of regret upper bounds. These findings highlight the significance of our algorithm in advancing the field of stochastic contextual bandits with graph feedback, opening up avenues for practical applications in various domains. |
| title | Stochastic Graph Bandit Learning with Side-Observations |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2308.15107 |