Online Budget Allocation with Censored Semi-Bandit Feedback
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2025
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| _version_ | 1866911421528276992 |
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| author | Bachoc, François Cesa-Bianchi, Nicolò Cesari, Tommaso Colomboni, Roberto |
| author_facet | Bachoc, François Cesa-Bianchi, Nicolò Cesari, Tommaso Colomboni, Roberto |
| contents | We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in Δ_K$. Task $k$ succeeds with probability $F_k(X_{t,k})$, where $F_1,\dots,F_K$ are nondecreasing budget-to-success curves, and upon success yields a random reward with unknown mean $μ_k$. The learner observes which tasks succeed, and observes a task's reward only upon success (censored semi-bandit feedback). This model captures, for instance, splitting payments across crowdsourcing workers or distributing bids across simultaneous auctions, and subsumes stochastic multi-armed bandits and semi-bandits.
We design an optimism-based algorithm that operates under censored semi-bandit feedback. Our main result shows that in diminishing-returns regimes, the regret of this algorithm scales polylogarithmically with the horizon $T$ without any ad hoc tuning. For general nondecreasing curves, we prove that the same algorithm (with the same tuning) achieves a worst-case regret upper bound of $\tilde O(K\sqrt{T})$. Finally, we establish a matching worst-case regret lower bound of $Ω(K\sqrt{T})$ that holds even for full-feedback algorithms, highlighting the intrinsic hardness of our problem outside diminishing returns. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_05844 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Online Budget Allocation with Censored Semi-Bandit Feedback Bachoc, François Cesa-Bianchi, Nicolò Cesari, Tommaso Colomboni, Roberto Computer Science and Game Theory Machine Learning We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in Δ_K$. Task $k$ succeeds with probability $F_k(X_{t,k})$, where $F_1,\dots,F_K$ are nondecreasing budget-to-success curves, and upon success yields a random reward with unknown mean $μ_k$. The learner observes which tasks succeed, and observes a task's reward only upon success (censored semi-bandit feedback). This model captures, for instance, splitting payments across crowdsourcing workers or distributing bids across simultaneous auctions, and subsumes stochastic multi-armed bandits and semi-bandits. We design an optimism-based algorithm that operates under censored semi-bandit feedback. Our main result shows that in diminishing-returns regimes, the regret of this algorithm scales polylogarithmically with the horizon $T$ without any ad hoc tuning. For general nondecreasing curves, we prove that the same algorithm (with the same tuning) achieves a worst-case regret upper bound of $\tilde O(K\sqrt{T})$. Finally, we establish a matching worst-case regret lower bound of $Ω(K\sqrt{T})$ that holds even for full-feedback algorithms, highlighting the intrinsic hardness of our problem outside diminishing returns. |
| title | Online Budget Allocation with Censored Semi-Bandit Feedback |
| topic | Computer Science and Game Theory Machine Learning |
| url | https://arxiv.org/abs/2508.05844 |