arXiv Machine Learning

Stochastic Matching Bandits with Rare Optimization Updates

arXiv:2509. 04194v3 Announce Type: replace-cross Abstract: We introduce a bandit framework for stochastic matching under the multinomial logit (MNL) choice model.

Hugging Face Trending Papers
Jul 15

Optimal and Efficient Contextual Combinatorial Semi-bandits with General Function Approximation

We study the contextual combinatorial semi-bandit (CCSB) problem with general reward function approximation. At each round, the learner observes a context, selects a combinatorial action consisting of a subset of basic arms, and receives the reward of each selected arm; the goal is to maximize the cumulative reward over time.

arXiv Machine Learning
Oct 12

Accelerating Linear Bandits with Persistent Candidate Sets

The paper introduces Persistent Candidate LinUCB (PC‑LinUCB), a variant of the LinUCB algorithm for linear bandits that reduces per‑round score evaluations from ≥×K to ≥×(k+q) by maintaining a small set of active actions and sampling challengers from the remaining actions. It provides high‑probability regret bounds that include a standard learning term and an additive discovery cost of order ≥×((K-k)×log(K-k))/q, which does not grow with the horizon. Experiments demonstrate that PC‑LinUCB accelerates LinUCB while keeping regret comparable, and the persistent candidate approach can be applied beyond LinUCB.

By Bingkui Tong, Daria Korovaitceva, Marina Sheshukova, Sergey Samsonov, Junpei Komiyama